Better than optimal mean–variance portfolio policy in...

Operations Research Letters 2020 / 11 Vol. 48; Iss. 6

Better than optimal mean–variance portfolio policy in multi-period asset–liability management problem

Cui, Xiangyu, Li, Xun, Yang, Lanzhi
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Volume:
48
Journal:
Operations Research Letters
DOI:
10.1016/j.orl.2020.08.010
Date:
November, 2020
File:
PDF, 412 KB
2020
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