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	Time-Consistent Portfolio Policy for Asset-Liability Mean-Variance Model with State-Dependent Risk Aversion
	Peng, Liu-Meng[1]; Cui, Xiang-Yu[2]; Shi, Yun[3]
刊名	JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA
	2018
卷号	6页码:175-188
关键词	State-dependent risk aversion Asset-liability mean-variance model Time-consistent portfolio policy
ISSN号	2194-668X
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/2175312
专题	上海大学
作者单位	1.[1]Shanghai Univ, Sch Management, Shanghai 200444, Peoples R China. 2.[2]Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China. 3.[3]Shanghai Univ, Sch Management, Shanghai 200444, Peoples R China.
推荐引用方式 GB/T 7714	Peng, Liu-Meng[1],Cui, Xiang-Yu[2],Shi, Yun[3]. Time-Consistent Portfolio Policy for Asset-Liability Mean-Variance Model with State-Dependent Risk Aversion[J]. JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA,2018,6:175-188.
APA	Peng, Liu-Meng[1],Cui, Xiang-Yu[2],&Shi, Yun[3].(2018).Time-Consistent Portfolio Policy for Asset-Liability Mean-Variance Model with State-Dependent Risk Aversion.JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA,6,175-188.
MLA	Peng, Liu-Meng[1],et al."Time-Consistent Portfolio Policy for Asset-Liability Mean-Variance Model with State-Dependent Risk Aversion".JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA 6(2018):175-188.

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