{'fraction_non_alphanumeric': 0.023131672597864767, 'fraction_numerical': 0.0, 'mean_word_length': 5.7023809523809526, 'pattern_counts': {'":': 0, '<': 0, '<?xml version=': 0, '>': 0, 'https://': 0, 'lorem ipsum': 0, 'www.': 0, 'xml': 0}, 'pii_count': 0, 'substrings_counts': 0, 'word_list_counts': {'cursed_substrings.json': 0, 'profanity_word_list.json': 0, 'sexual_word_list.json': 0, 'zh_pornsignals.json': 0}}
A Mean-Field Formulation for Optimal Multi-Period Asset-Liability Mean-Variance Portfolio Selection with an Uncertain Exit Time

This paper is concerned with optimal multi-period asset-liability mean-variance portfolio selection with an uncertain exit time. By extending the current mean-field theory and proposing two dimensional mean-field formulation, the analytical optimal strategies and efficient frontiers are successfully derived. Sensitivity analysis is also presented to help the investor understand the influences of liability and uncertain exit time.