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

WU Xianping, WU Weiping, LIN Yu

Journal of Systems Science & Complexity ›› 2023, Vol. 36 ›› Issue (6) : 2515-2535.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2023, 36(6): 2515-2535 https://doi.org/10.1007/s11424-023-3019-6

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