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"The Impact of General Correlation Under Multi-Period Mean-Variance ..."

Xianping Wu, Weiping Wu, Yu Lin (2023)

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DOI: 10.1007/S11424-023-3019-6

access: closed

type: Journal Article

metadata version: 2024-01-02

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Xianping Wu, Weiping Wu, Yu Lin:
The Impact of General Correlation Under Multi-Period Mean-Variance Asset-Liability Portfolio Management. J. Syst. Sci. Complex. 36(6): 2515-2535 (2023)

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