Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/66857
DC Field | Value | Language |
---|---|---|
dc.contributor | Department of Applied Mathematics | en_US |
dc.creator | Yao, HX | en_US |
dc.creator | Li, X | en_US |
dc.creator | Hao, ZF | en_US |
dc.creator | Li, Y | en_US |
dc.date.accessioned | 2017-05-22T02:26:53Z | - |
dc.date.available | 2017-05-22T02:26:53Z | - |
dc.identifier.issn | 1469-7688 | en_US |
dc.identifier.uri | http://hdl.handle.net/10397/66857 | - |
dc.language.iso | en | en_US |
dc.publisher | Routledge, Taylor & Francis Group | en_US |
dc.rights | © 2016 Informa UK Limited, trading as Taylor & Francis Group | en_US |
dc.rights | This 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.subject | Stochastic cash flow | en_US |
dc.subject | Asset-liability management | en_US |
dc.subject | Multi-period mean-variance model | en_US |
dc.subject | Markov regime-switching | en_US |
dc.subject | Efficient investment strategy | en_US |
dc.title | Dynamic asset-liability management in a Markov market with stochastic cash flows | en_US |
dc.type | Journal/Magazine Article | en_US |
dc.description.otherinformation | Title in author pdf: Dynamic asset-liability management in a Markov regime switching market with stochastic cash flow | en_US |
dc.identifier.spage | 1575 | en_US |
dc.identifier.epage | 1597 | en_US |
dc.identifier.volume | 16 | en_US |
dc.identifier.issue | 10 | en_US |
dc.identifier.doi | 10.1080/14697688.2016.1151070 | en_US |
dcterms.accessRights | open access | en_US |
dcterms.bibliographicCitation | Quantitative finance, 2016, v. 16, no. 10, p. 1575-1597 | en_US |
dcterms.isPartOf | Quantitative finance | en_US |
dcterms.issued | 2016 | - |
dc.identifier.isi | WOS:000385947900009 | - |
dc.identifier.ros | 2016000218 | - |
dc.identifier.eissn | 1469-7696 | en_US |
dc.identifier.rosgroupid | 2016000217 | - |
dc.description.ros | 2016-2017 > Academic research: refereed > Publication in refereed journal | en_US |
dc.description.validate | 201804_a bcma | en_US |
dc.description.oa | Accepted Manuscript | en_US |
dc.identifier.FolderNumber | AMA-0549 | - |
dc.description.fundingSource | RGC | en_US |
dc.description.pubStatus | Published | en_US |
dc.identifier.OPUS | 6639011 | - |
dc.description.oaCategory | Green (AAM) | en_US |
Appears in Collections: | Journal/Magazine Article |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Yao_Dynamic_Asset-liability_Management.pdf | Pre-Published version | 183.85 kB | Adobe PDF | View/Open |
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