Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (Q1983698): Difference between revisions

@@ Property / DOI @@
-.3934/jimo.2020026
@@ Property / DOI: 10.3934/jimo.2020026 / rank @@
-Normal rank
@@ Property / author @@
-Li-Hua Bian
@@ Property / author: Li-Hua Bian / rank @@
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@@ Property / author @@
-Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / rank @@
-Normal rank
@@ Property / author @@
+Li-Hua Bian
@@ Property / author: Li-Hua Bian / rank @@
+Normal rank
@@ Property / author @@
+Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.3934/jimo.2020026
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@@ Property / OpenAlex ID @@
+W3008989005
@@ Property / OpenAlex ID: W3008989005 / rank @@
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@@ Property / cites work @@
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@@ Property / DOI @@
+.3934/JIMO.2020026
@@ Property / DOI: 10.3934/JIMO.2020026 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1983698