Optimal portfolio selection with liability management and Markov switching under constrained variance
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 2011
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2010.09.045