Narrow search
Showing 1 - 2 of 2
Cover Image
Optimal investment of DC pension plan under short-selling constraints and portfolio insurance
Dong, Yinghui; Zheng, Harry - In: Insurance / Mathematics & economics 85 (2019), pp. 47-59
Persistent link: https://www.econbiz.de/10011990613
Cover Image
Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization
Ma, Jingtang; Li, Wenyuan; Zheng, Harry - In: European journal of operational research : EJOR 262 (2017) 3, pp. 851-862
Persistent link: https://www.econbiz.de/10011802243