Haixiang Yao, Zhongfei Li, Duan Li. Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. European Journal of Operational Research, 252(3):837-851, 2016. [doi]
@article{YaoLL16-0,
title = {Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability},
author = {Haixiang Yao and Zhongfei Li and Duan Li},
year = {2016},
doi = {10.1016/j.ejor.2016.01.049},
url = {http://dx.doi.org/10.1016/j.ejor.2016.01.049},
researchr = {https://researchr.org/publication/YaoLL16-0},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {252},
number = {3},
pages = {837-851},
}