Wong, Kwok Chuen
ORCID: 0000-0001-7639-338X, Wei, J., Wong, K. C., Yam, S. C. P. and Yung, S. P.
(2013)
Markowitz's mean-variance asset-liability management with regime switching: A time-consistent approach.
Insurance: Mathematics and Economics, 53
.
pp. 281-291.
ISSN 0167-6687