Multi-period mean-variance asset-liability management with endogenous liabilities and uncertain exit time
YAO Hai-xiang
MA Qing-hua
JIANG Ling-min
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Publication Date:2013-01-01
Online Publishing Date:2025-08-15(First online date of this platform, not the publication date of the document)
Pages:5( 249-253 )
Control Theory & Applications

Control Theory & Applications

PKUISTICEI
ISSN:1000-8152
Year, Vol.(Issue):2013,30(2)