Mean-variance principle of managing cointegrated risky assets and random liabilities

Mean-variance principle of managing cointegrated risky assets and random liabilities
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DOI:
10.1016/j.orl.2012.11.013
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发表时间:
2013
期刊:
Oper. Res. Lett.
影响因子:
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通讯作者:
Mei Choi Chiu;H. Y. Wong
Mei Choi Chiu;H. Y. Wong
中科院分区:
其他
文献类型:
--
作者:
Mei Choi Chiu;H. Y. Wong

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