Showing results 1 to 2 of 2
Title | Author(s) | Issue Date | |
---|---|---|---|
Markowitz's Mean-Variance Asset-Liability Management With Regime Switching: A Time-Consistent Approach Journal:Insurance: Mathematics and Economics | 2013 | ||
A Mean-Variance Portfolio Selection Problem Subject To A Benchmark Constraint: An Existence Result Journal:Risk and Decision Analysis | 2013 |