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https://ah.lib.nccu.edu.tw/handle/140.119/45726
題名: | A Generalized Least Square Formulation for Multi-period Optimization of Asset Allocation | 其他題名: | 到期日之資產負債適配:以一般化最小平方問題來規劃 | 作者: | 黃泓智 | 貢獻者: | 風管系 | 關鍵詞: | 資產負債管理 ; 一般化最小平方問題 ; 最適投資策略 ; Asset liability matching ; Generalized least square problem ; Optimal investment strategy | 日期: | 2005 | 上傳時間: | 6-Oct-2010 | 關聯: | 證券市場發展季刊, 20(2), 75-108 | 資料類型: | article |
Appears in Collections: | 期刊論文 |
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