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"Time-consistent annuitization and asset allocation under the mean-variance ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Xiaoqing Liang, Virginia R. Young (2026)

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DOI: 10.1017/JPR.2025.10044

access: closed

type: Journal Article

metadata version: 2026-07-18

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Xiaoqing Liang, Virginia R. Young:
Time-consistent annuitization and asset allocation under the mean-variance criterion. J. Appl. Probab. 63(2): 648-667 (2026)

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