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https://ah.nccu.edu.tw/handle/140.119/45726
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| Title: | A Generalized Least Square Formulation for Multi-period Optimization of Asset Allocation |
| Other Titles: | 到期日之資產負債適配：以一般化最小平方問題來規劃 |
| Authors: | 黃泓智 |
| Contributors: | 風管系 |
| Keywords: | 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 |
| Date: | 2005 |
| Issue Date: | 2010-10-06 10:39:56 (UTC+8) |
| Relation: | 證券市場發展季刊, 20(2), 75-108 |
| Data Type: | article |
| Appears in Collections: | [風險管理與保險學系] 期刊論文 |
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