"Optimal portfolio selection with liability management and Markov switching ..."

Zhicheng Li, Huisheng Shu (2011)

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DOI: 10.1016/J.CAMWA.2010.09.045

access: open

type: Journal Article

metadata version: 2021-02-11

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Zhicheng Li, Huisheng Shu:
Optimal portfolio selection with liability management and Markov switching under constrained variance. Comput. Math. Appl. 61(8): 2271-2277 (2011)

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