Wong, Kwok Chuen
ORCID: 0000-0001-7639-338X, Bensoussan, A., Yam, S. C. P. and Yung, S. P.
(2014)
Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting.
SIAM Journal on Financial Mathematics, 5
.
pp. 153-190.
ISSN 1945-497X
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