The Impact of General Correlation Under Multi-Period Mean-Variance Asset-Liability Portfolio Management

WU Xianping, WU Weiping, LIN Yu

系统科学与复杂性(英文) ›› 2023, Vol. 36 ›› Issue (6) : 2515-2535.

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系统科学与复杂性(英文) ›› 2023, Vol. 36 ›› Issue (6) : 2515-2535. DOI: 10.1007/s11424-023-3019-6

The Impact of General Correlation Under Multi-Period Mean-Variance Asset-Liability Portfolio Management

    WU Xianping1, WU Weiping2, LIN Yu2
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The Impact of General Correlation Under Multi-Period Mean-Variance Asset-Liability Portfolio Management

    WU Xianping1, WU Weiping2, LIN Yu2
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2023, 36(6): 2515-2535 https://doi.org/10.1007/s11424-023-3019-6
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2023, 36(6): 2515-2535 https://doi.org/10.1007/s11424-023-3019-6
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