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	Continuous-time mean–variance asset–liability management with endogenous liabilities.
	Yao, Haixiang; Lai, Yongzeng; Li, Yong
刊名	Insurance: Mathematics and Economics
	2013
卷号	Vol.52 No.1页码:6-17
关键词	Endogenous liabilities Mean–variance Asset–liability management Efficient frontier Hamilton–Jacobi–Bellman equation
ISSN号	0167-6687
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/1923424
专题	广东外语外贸大学（超星）
作者单位	1.Department of Mathematics, Wilfrid Laurier University, Waterloo, Ontario, Canada, N2L 3C5 2.a School of Informatics, Guangdong University of Foreign Studies, Guangzhou 510006, China 3.UQ Business School, University of Queensland, Brisbane, Australia
推荐引用方式 GB/T 7714	Yao, Haixiang,Lai, Yongzeng,Li, Yong. Continuous-time mean–variance asset–liability management with endogenous liabilities.[J]. Insurance: Mathematics and Economics,2013,Vol.52 No.1:6-17.
APA	Yao, Haixiang,Lai, Yongzeng,&Li, Yong.(2013).Continuous-time mean–variance asset–liability management with endogenous liabilities..Insurance: Mathematics and Economics,Vol.52 No.1,6-17.
MLA	Yao, Haixiang,et al."Continuous-time mean–variance asset–liability management with endogenous liabilities.".Insurance: Mathematics and Economics Vol.52 No.1(2013):6-17.

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