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Todas las obras relacionadas: 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
  • Artigos e Capítulos

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
  • Artigos e Capítulos

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
  • Artigos e Capítulos