In reality, when facing a multi-period asset-liability portfolio selection problem, the risk
aversion attitude of a mean-variance investor may depend on the wealth level and liability …

This paper is concerned with multi-period asset–liability mean–variance portfolio selection
with an uncertain exit time. By employing the mean-field formulation to this problem which …

In this paper, we investigate a multi-period mean-variance asset-liability management
problem with stochastic interest rate and seek its time-consistent strategy. The financial …

This paper studies the optimal time consistent investment strategies in multiperiod asset‐
liability management problems under mean‐variance criterion. By applying time consistent …

This paper studies the equilibrium investment strategy for multi-period defined contribution
(DC) pension funds under the mean-variance criterion. We assume that the financial market …