A random parameter model for continuous-time mean-variance asset-liability management

DOI10.1155/2015/687428zbMath1395.91415OpenAlexW1894815280WikidataQ59118932 ScholiaQ59118932MaRDI QIDQ1666339

Meng Wu, Hui-qiang Ma, Nan-Jing Huang

Publication date: 27 August 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/687428

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (2)

Portfolio selection problems with Markowitz's mean-variance framework: a review of literature ⋮ Research on probability mean-lower semivariance-entropy portfolio model with background risk

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