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Li, Zhicheng, Shu, Huisheng (2011) Optimal portfolio selection with liability management and Markov switching under constrained variance. Computers & Mathematics with Applications, 61. 2271-2277 doi:10.1016/j.camwa.2010.09.045

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Reference TypeJournal (article/letter/editorial)
TitleOptimal portfolio selection with liability management and Markov switching under constrained variance
JournalComputers & Mathematics with Applications
AuthorsLi, ZhichengAuthor
Shu, HuishengAuthor
Year2011 (April)Volume61
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2010.09.045Search in ResearchGate
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Mindat Ref. ID6574489Long-form Identifiermindat:1:5:6574489:7
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Full ReferenceLi, Zhicheng, Shu, Huisheng (2011) Optimal portfolio selection with liability management and Markov switching under constrained variance. Computers & Mathematics with Applications, 61. 2271-2277 doi:10.1016/j.camwa.2010.09.045
Plain TextLi, Zhicheng, Shu, Huisheng (2011) Optimal portfolio selection with liability management and Markov switching under constrained variance. Computers & Mathematics with Applications, 61. 2271-2277 doi:10.1016/j.camwa.2010.09.045
In(n.d.) Computers & Mathematics with Applications Vol. 61. Elsevier BV

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