Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Yun Shi, Xun Li, Xiangyu Cui. Better than pre-committed optimal mean-variance policy in a jump diffusion market. Math. Meth. of OR, 85(3):327-347, 2017. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Better than optimal mean-variance portfolio policy in multi-period asset-liability management problemXiangyu Cui, Xun Li 0002, Lanzhi Yang. orl, 48(6):693-696, 2020. [doi] Asset-liability management under benchmark and mean-variance criteria in a jump diffusion marketYan Zeng, Zhongfei Li. jossac, 24(2):317-327, 2011. [doi]
The following publications are possibly variants of this publication: