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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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