Markowitz’s mean–variance asset–liability management with regime switching: A time-consistent approach
| Year of publication: |
2013
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|---|---|
| Authors: | Wei, J. ; Wong, K.C. ; Yam, S.C.P. ; Yung, S.P. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 53.2013, 1, p. 281-291
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