Please use this identifier to cite or link to this item:
Title: Dynamic asset-liability management in a Markov market with stochastic cash flows
Authors: Yao, HX
Li, X 
Hao, ZF
Li, Y
Keywords: Stochastic cash flow
Asset-liability management
Multi-period mean-variance model
Markov regime-switching
Efficient investment strategy
Issue Date: 2016
Publisher: Routledge, Taylor & Francis Group
Source: Quantitative finance, 2016, v. 16, no. 10, p. 1575-1597 How to cite?
Journal: Quantitative finance 
ISSN: 1469-7688
EISSN: 1469-7696
DOI: 10.1080/14697688.2016.1151070
Appears in Collections:Journal/Magazine Article

View full-text via PolyU eLinks SFX Query
Show full item record

Page view(s)

Checked on Aug 13, 2017

Google ScholarTM



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.