The following publications are possibly variants of this publication:
- A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit timeXiangyu Cui, Xun Li 0002, Xianping Wu, Lan Yi. jors, 69(4):487-499, 2018. [doi]
- Multi-period asset-liability management with cash flows and probability constraints: A mean-field formulation approachXun Li 0002, Xianping Wu, Haixiang Yao. jors, 71(10):1563-1580, 2020. [doi]
- The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterionSpiridon I. Penev, Pavel V. Shevchenko, Wei Wu. eor, 273(2):772-784, 2019. [doi]