Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon

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Bibliographische Detailangaben
Veröffentlicht in:	Economic modelling
1. Verfasser:	Yao, Haixiang (VerfasserIn)
Weitere Verfasser:	Zeng, Yan (VerfasserIn), Chen, Shumin (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2013
Schlagworte:	Dynamic programming > Multi-period mean-variance model > Efficient frontier > Uncontrolled cash flow > Uncertain time-horizon > Aufsatz in Zeitschrift
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