Portfolio Selection with Random Liability and Affine Interest Rate in the Mean-Variance Framework

Hao CHANG, Chunfeng WANG, Zhenming FANG

Journal of Systems Science and Information ›› 2017, Vol. 5 ›› Issue (3) : 229-249.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Information ›› 2017, Vol. 5 ›› Issue (3) : 229-249. DOI: 10.21078/JSSI-2017-229-21
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Portfolio Selection with Random Liability and Affine Interest Rate in the Mean-Variance Framework

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Information, 2017, 5(3): 229-249 https://doi.org/10.21078/JSSI-2017-229-21

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