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Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models

Published Online: 2023-02-11

Published Print: 2023-03

Authors

Zhang, Yumo https://orcid.org/0000-0003-0915-5116
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Text and Data Mining valid from 2023-02-11

Version of Record valid from 2023-02-11
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Article History

Received: 20 December 2021

Revised: 12 December 2022

Accepted: 30 December 2022

First Online: 11 February 2023

Declarations

:

: The authors declare that they have no competing interests.

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