Multi-period mean–variance asset–liability management with uncontrolled cash flow and uncertain time-horizon

Authors:
  • HYHaixiang Yao
    Haixiang Yao
  • YZYan Zeng
    Yan Zeng
  • SCShumin Chen
    Shumin Chen
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Abstract
No abstract available
Funding Information
  • National Natural Science Foundation of China (71201173)
  • Humanity and Social Science Foundation of Ministry of Education of China (10YJC790339, 12YJCZH267)
  • Natural Science Foundation of Guangdong Province (S2011010005503)
  • Philosophy and Social Science Foundation of Guangdong Province (09O-19, GD11YYJ07)
  • Guangdong Colleges and Universities Subject Construction Special Foundation
  • Department of Education Social Science Foundation of Guangdong Province (1213013)

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