A Generalized Least Square Formulation for Multi-period Optimization of Asset Allocation

Please use this identifier to cite or link to this item: https://ah.lib.nccu.edu.tw/handle/140.119/45726

DC Field	Value	Language
dc.contributor	風管系	en_US
dc.creator	黃泓智	zh_TW
dc.date	2005	en_US
dc.date.accessioned	2010-10-06T02:39:56Z	-
dc.date.available	2010-10-06T02:39:56Z	-
dc.date.issued	2010-10-06T02:39:56Z	-
dc.identifier.uri	http://nccur.lib.nccu.edu.tw/handle/140.119/45726	-
dc.language.iso	en_US	-
dc.relation	證券市場發展季刊, 20(2), 75-108	en_US
dc.subject	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	-
dc.title	A Generalized Least Square Formulation for Multi-period Optimization of Asset Allocation	en_US
dc.title.alternative	到期日之資產負債適配：以一般化最小平方問題來規劃	-
dc.type	article	en
item.fulltext	With Fulltext	-
item.languageiso639-1	en_US	-
item.openairecristype	http://purl.org/coar/resource_type/c_18cf	-
item.cerifentitytype	Publications	-
item.grantfulltext	open	-
item.openairetype	article	-
Appears in Collections:	期刊論文

File	Size	Format
index.html	175 B	HTML2	View/Open

Check