Markowitz's mean-variance asset-liability management with regime switching: A multi-period model Journal Articles Refereed uri icon

Overview

Published in

  • Applied Mathematical Finance

Time

Date/time value

  • 2011

Identity

Digital Object Identifier (DOI)

  • 10.1080/13504861003703633

Additional Document Info

Parent Title

  • Applied Mathematical Finance

Volume

  • 18

Issue

  • 1

Publisher

  • Routledge