Mean-variance asset-liability management with regime switching and random coefficients

Research output: Journal article publication › Journal article › Academic research › peer-review

Original language	English
Pages (from-to)	1-26
Number of pages	26
Journal	Mathematics of Operations Research
Publication status	Submitted - 5 Jan 2022

More information

@article{46719d10c20f4989a7819e3e8a637fd3,

title = "Mean-variance asset-liability management with regime switching and random coefficients",

author = "Ying Hu and Xiaomin Shi and Zuoquan Xu",

year = "2022",

month = jan,

day = "5",

language = "English",

pages = "1--26",

journal = "Mathematics of Operations Research",

issn = "0364-765X",

publisher = "INFORMS Inst.for Operations Res.and the Management Sciences",

}