A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/jors/Cui0WY18
Home
|
Example Publications
Property
Value
dcterms:
bibliographicCitation
<
http://dblp.uni-trier.de/rec/bibtex/journals/jors/Cui0WY18
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Lan_Yi
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Xiangyu_Cui
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Xianping_Wu
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Xun_Li_0002
>
foaf:
homepage
<
http://dx.doi.org/doi.org%2F10.1057%2Fs41274-017-0232-5
>
foaf:
homepage
<
https://doi.org/10.1057/s41274-017-0232-5
>
dc:
identifier
DBLP journals/jors/Cui0WY18
(xsd:string)
dc:
identifier
DOI doi.org%2F10.1057%2Fs41274-017-0232-5
(xsd:string)
dcterms:
issued
2018
(xsd:gYear)
swrc:
journal
<
https://dblp.l3s.de/d2r/resource/journals/jors
>
rdfs:
label
A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time.
(xsd:string)
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Lan_Yi
>
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Xiangyu_Cui
>
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Xianping_Wu
>
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Xun_Li_0002
>
swrc:
number
4
(xsd:string)
swrc:
pages
487-499
(xsd:string)
owl:
sameAs
<
http://bibsonomy.org/uri/bibtexkey/journals/jors/Cui0WY18/dblp
>
owl:
sameAs
<
http://dblp.rkbexplorer.com/id/journals/jors/Cui0WY18
>
rdfs:
seeAlso
<
http://dblp.uni-trier.de/db/journals/jors/jors69.html#Cui0WY18
>
rdfs:
seeAlso
<
https://doi.org/10.1057/s41274-017-0232-5
>
dc:
title
A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time.
(xsd:string)
dc:
type
<
http://purl.org/dc/dcmitype/Text
>
rdf:
type
swrc:Article
rdf:
type
foaf:Document
swrc:
volume
69
(xsd:string)