A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an uncertain exit timeFootnote
This paper has been re-typeset by Taylor & Francis from the manuscript originally provided to the previous publisher.

Xiangyu CuiSchool of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, China

Xun LiDepartment of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China

Xianping WuSchool of Mathematical Sciences, South China Normal University, Guangzhou, ChinaCorrespondence[email protected]

Lan YiManagement School, Jinan University, Guangzhou, China

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A. Chunxiang, Yang Shen & Yan Zeng. (2022) Dynamic asset-liability management problem in a continuous-time model with delay. International Journal of Control 95:5, pages 1315-1336.
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Xun Li, Xianping Wu & Haixiang Yao. (2020) Multi-period asset-liability management with cash flows and probability constraints: A mean-field formulation approach. Journal of the Operational Research Society 71:10, pages 1563-1580.
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Articles from other publishers (3)

Xianping Wu, Weiping Wu & Yu Lin. (2023) The Impact of General Correlation Under Multi-Period Mean-Variance Asset-Liability Portfolio Management. Journal of Systems Science and Complexity 36:6, pages 2515-2535.
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Pejman Peykani, Mostafa Sargolzaei, Mohammad Hashem Botshekan, Camelia Oprean-Stan & Amir Takaloo. (2023) Optimization of Asset and Liability Management of Banks with Minimum Possible Changes. Mathematics 11:12, pages 2761.
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Wei Liu, Youfa Sun & Xu Chen. (2022) Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time. Open Mathematics 20:1, pages 24-37.
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A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an uncertain exit timeFootnote
This paper has been re-typeset by Taylor & Francis from the manuscript originally provided to the previous publisher.

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A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an uncertain exit timeFootnoteThis paper has been re-typeset by Taylor & Francis from the manuscript originally provided to the previous publisher.

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A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an uncertain exit timeFootnote
This paper has been re-typeset by Taylor & Francis from the manuscript originally provided to the previous publisher.