Li, Zhongfei
Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow
- Wu, Huiling
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 01/05/2012 Tomo 50 Número 3 - 2012
- Articles and Chapters
Continuous-time portfolio selection with liability: Meanvariance model and stochastic LQ approach
- Xie, Shuxiang
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 27/06/2008 Tomo 42 Número 3 - 2008
- Articles and Chapters
Multiperiod optimal investment-consumption strategies with mortality risk and environment...
- Li, Zhongfei
- En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 01/01/2008 Número 1 12 2008
- Articles and Chapters