The Impact of General Correlation Under Multi-Period Mean-Variance Asset-Liability Portfolio Management

Xianping Wu, Weiping Wu, Yu Lin. The Impact of General Correlation Under Multi-Period Mean-Variance Asset-Liability Portfolio Management. J. Systems Science & Complexity, 36(6):2515-2535, December 2023. [doi]

Authors

Xianping Wu

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Weiping Wu

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Yu Lin

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