Equilibrium Strategy for Multi-Period Mean-Variance Asset-Liability Management with Regime Switching and a Stochastic Cash Flow

GE Hao,LI Zhongfei

Journal of System Science and Mathematical Science Chinese Series ›› 2019, Vol. 39 ›› Issue (12) : 1998-2024.

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中国科学院数学与系统科学研究院期刊网
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Journal of System Science and Mathematical Science Chinese Series ›› 2019, Vol. 39 ›› Issue (12) : 1998-2024. DOI: 10.12341/jssms13773

Equilibrium Strategy for Multi-Period Mean-Variance Asset-Liability Management with Regime Switching and a Stochastic Cash Flow

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2019, 39(12): 1998-2024 https://doi.org/10.12341/jssms13773

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