Li, Zhongfei
Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow
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- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 01/05/2012 Tomo 50 Número 3 - 2012
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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
- Artículos y Capítulos