中国科学院数学与系统科学研究院期刊网
JSSC
The Impact of General Correlation Under Multi-Period Mean-Variance Asset-Liability Portfolio Management
WU Xianping, WU Weiping, LIN Yu
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(英文版) . 2023, (6): 2515 -2535 .  DOI: 10.1007/s11424-023-3019-6