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

Assets and Liabilities Management Optimal Model Based on VaR Controlled Prepared Duration Gap

Release Time:2022-10-05  Hits:

Date of Publication: 2022-10-05

Journal: 2nd International Joint Conference on Computational Sciences and Optimization

Institution: 数学科学学院

Volume: 1

Page Number: 970-974

Prev One:Assets and liabilities management optimal model based on VaR controlled prepared duration gap

Next One:Assets and liabilities portfolio optimal model based on ES controlled interest rate risk