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A Mean-Field Formulation for Optimal Multi-Period Asset-Liability Mean-Variance Portfolio Selection with an Uncertain Exit Time
Cui, Xiangyu, Li, Xun, Wu, Xianping, Yi, LanYear:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2680109
File:
PDF, 308 KB
english, 2015