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

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First Author:
yandawen
Correspondence Author:
Chi Guotai,Haowen Wu
Date of Publication:
2022-10-05
Journal:
2nd International Joint Conference on Computational Sciences and Optimization
Affiliation of Author(s):
数学科学学院
Document Type:
A
Volume:
1
Page Number:
970-974

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