Continuous-time mean–variance portfolio selection with...

Continuous-time mean–variance portfolio selection with liability and regime switching

Shuxiang Xie
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Volume:
45
Year:
2009
Language:
english
Pages:
8
DOI:
10.1016/j.insmatheco.2009.05.005
File:
PDF, 1.50 MB
english, 2009
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