Mean–variance asset–liability management under constant elasticity of variance process

Mean–variance asset–liability management under constant elasticity of variance process
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DOI:
10.1016/j.insmatheco.2016.05.019
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发表时间:
2016-09
影响因子:
1.9
通讯作者:
Miao Zhang;Ping Chen
Miao Zhang;Ping Chen
中科院分区:
经济学2区
文献类型:
--
作者:
Miao Zhang;Ping Chen

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