Release Time:2022-10-08 Hits:
Date of Publication: 2022-10-07
Journal: 2007 IEEE International Conference on Control and Automation, ICCA
Institution: 经济管理学院
Page Number: 1307-1312
Prev One:Optimization model of asset-liability portfolio considering duration perfect matching
Next One:Portfolio optimization model for banks based on Monte Carlo simulation and the constraint of VaR technology