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 | ||
Time-Consistent Portfolio Selection Under Short-Selling Prohibition: from Discrete to Continuous Setting Journal:SIAM Journal on Financial Mathematics | 2014 |