location: Current position: Home >> Scientific Research >> Paper Publications

Bank assets and liabilities portfolio optimization model based on the dual-gap immunity of the directional duration and directional convexity

Hits:

Date of Publication:2022-10-05

Journal:International Conference on Management and Service Science, MASS 2009

Affiliation of Author(s):经济管理学院

Pre One:A Study on Dynamic Programming Model and Its Application to Oil Reservoir Evaluation

Next One:Bank-enterprise project risk assessment model based on the information entropy method