A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints

Published 2017 View Full Article

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Title
A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints
Authors
Keywords
-
Journal
Journal of Industrial and Management Optimization
Volume 13, Issue 2, Pages 45-45
Publisher
American Institute of Mathematical Sciences (AIMS)
Online
2017-04-11
DOI
10.3934/jimo.2017045

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