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"Assets and Liabilities Management Optimal Model Based on VaR Controlled ..."

Dawen Yan, Guotai Chi, Haowen Wu (2009)

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DOI: 10.1109/CSO.2009.234

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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  dblp key:
  - conf/cso/YanCW09
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  persistent URL:
  - https://dblp.org/rec/conf/cso/YanCW09
Dawen Yan, Guotai Chi, Haowen Wu:
Assets and Liabilities Management Optimal Model Based on VaR Controlled Prepared Duration Gap. CSO (1) 2009: 970-974

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