Time-consistent mean-variance asset-liability management with random coefficients
Time-consistent mean-variance asset-liability management with random coefficients
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具有随机系数的时间一致均值方差资产负债管理
DOI:
10.1016/j.insmatheco.2017.08.011
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发表时间:
2017
期刊:
影响因子:
--
通讯作者:
Wang Tianxiao
中科院分区:
文献类型:
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作者:
Wei Jiaqin;Wang Tianxiao