Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability

Haixiang Yao, Zhongfei Li, Duan Li*

*Corresponding author for this work

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

44 Citations (Scopus)

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Social Sciences

Computer Science

Economics, Econometrics and Finance