Multi-period mean–variance asset–liability management with uncontrolled cash flow and uncertain time-horizon
Year of publication: |
2013
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Authors: | Yao, Haixiang ; Zeng, Yan ; Chen, Shumin |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 30.2013, p. 492-500
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