Showing results 1 to 2 of 2
Title | Author(s) | Issue Date | Views | |
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Markowitz's Mean-Variance Asset-Liability Management With Regime Switching: A Time-Consistent Approach Journal:Insurance: Mathematics and Economics | 2013 | 57 | ||
A Mean-Variance Portfolio Selection Problem Subject To A Benchmark Constraint: An Existence Result Journal:Risk and Decision Analysis | 2013 | 44 |