Markowitz's Mean-Variance Asset–Liability Management with...

Applied Mathematical Finance 2011 / 02 Vol. 18; Iss. 1

Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model

Chen, Ping, Yang, Hailiang
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Volume:
18
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504861003703633
Date:
February, 2011
File:
PDF, 300 KB
english, 2011
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