MULTIPERIOD PORTFOLIO OPTIMIZATION FOR ASSET-LIABILITY MANAGEMENT WITH QUADRATIC TRANSACTION COSTS | |
Zhou, ZB; Zeng, XM; Xiao, HL; Ren, TT; Liu, WB | |
刊名 | JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION |
2019 | |
卷号 | Vol.15 No.3页码:1493-1515 |
ISSN号 | 1547-5816 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4751577 |
专题 | 湖南大学 |
作者单位 | 1.Hunan Univ, Sch Business Adm, Changsha 410082, Hunan, Peoples R China 2.Hunan Normal Univ, Business Sch, Changsha 410081, Hunan, Peoples R China 3.Univ Kent, Business Sch, Canterbury C 4.7PE, Kent, England |
推荐引用方式 GB/T 7714 | Zhou, ZB,Zeng, XM,Xiao, HL,et al. MULTIPERIOD PORTFOLIO OPTIMIZATION FOR ASSET-LIABILITY MANAGEMENT WITH QUADRATIC TRANSACTION COSTS[J]. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION,2019,Vol.15 No.3:1493-1515. |
APA | Zhou, ZB,Zeng, XM,Xiao, HL,Ren, TT,&Liu, WB.(2019).MULTIPERIOD PORTFOLIO OPTIMIZATION FOR ASSET-LIABILITY MANAGEMENT WITH QUADRATIC TRANSACTION COSTS.JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION,Vol.15 No.3,1493-1515. |
MLA | Zhou, ZB,et al."MULTIPERIOD PORTFOLIO OPTIMIZATION FOR ASSET-LIABILITY MANAGEMENT WITH QUADRATIC TRANSACTION COSTS".JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION Vol.15 No.3(2019):1493-1515. |
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