Mean-variance principle of managing cointegrated risky assets and random liabilities
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Publication:2376744
DOI10.1016/J.ORL.2012.11.013zbMATH Open1267.91041OpenAlexW1963588671MaRDI QIDQ2376744FDOQ2376744
Authors: Mei Choi Chiu, Hoi Ying Wong 
Publication date: 24 June 2013
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2012.11.013
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