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Time consistent in efficiency dynamic mean-variance policy
Shi, Yun; Li, Duan; Cui, Xiangyu - In: Journal of the Operational Research Society 74 (2023) 1, pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
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A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an uncertain exit time
Cui, Xiangyu; Li, Xun; Wu, Xianping; Yi, Lan - In: Journal of the Operational Research Society 69 (2018) 4, pp. 487-499
Persistent link: https://www.econbiz.de/10012225172