政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/45726
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    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/45726


    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:[Department of Risk Management and Insurance] Periodical Articles

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