Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/66857
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dc.contributorDepartment of Applied Mathematicsen_US
dc.creatorYao, HXen_US
dc.creatorLi, Xen_US
dc.creatorHao, ZFen_US
dc.creatorLi, Yen_US
dc.date.accessioned2017-05-22T02:26:53Z-
dc.date.available2017-05-22T02:26:53Z-
dc.identifier.issn1469-7688en_US
dc.identifier.urihttp://hdl.handle.net/10397/66857-
dc.language.isoenen_US
dc.publisherRoutledge, Taylor & Francis Groupen_US
dc.rights© 2016 Informa UK Limited, trading as Taylor & Francis Groupen_US
dc.rightsThis is an Accepted Manuscript of an article published by Taylor & Francis in Quantitative Finance on29 Apr 2016 (published online), available at: http://www.tandfonline.com/10.1080/14697688.2016.1151070.en_US
dc.subjectStochastic cash flowen_US
dc.subjectAsset-liability managementen_US
dc.subjectMulti-period mean-variance modelen_US
dc.subjectMarkov regime-switchingen_US
dc.subjectEfficient investment strategyen_US
dc.titleDynamic asset-liability management in a Markov market with stochastic cash flowsen_US
dc.typeJournal/Magazine Articleen_US
dc.description.otherinformationTitle in author pdf: Dynamic asset-liability management in a Markov regime switching market with stochastic cash flowen_US
dc.identifier.spage1575en_US
dc.identifier.epage1597en_US
dc.identifier.volume16en_US
dc.identifier.issue10en_US
dc.identifier.doi10.1080/14697688.2016.1151070en_US
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitationQuantitative finance, 2016, v. 16, no. 10, p. 1575-1597en_US
dcterms.isPartOfQuantitative financeen_US
dcterms.issued2016-
dc.identifier.isiWOS:000385947900009-
dc.identifier.ros2016000218-
dc.identifier.eissn1469-7696en_US
dc.identifier.rosgroupid2016000217-
dc.description.ros2016-2017 > Academic research: refereed > Publication in refereed journalen_US
dc.description.validate201804_a bcmaen_US
dc.description.oaAccepted Manuscripten_US
dc.identifier.FolderNumberAMA-0549-
dc.description.fundingSourceRGCen_US
dc.description.pubStatusPublisheden_US
dc.identifier.OPUS6639011-
dc.description.oaCategoryGreen (AAM)en_US
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