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]
@article{WuWL23-14,
title = {The Impact of General Correlation Under Multi-Period Mean-Variance Asset-Liability Portfolio Management},
author = {Xianping Wu and Weiping Wu and Yu Lin},
year = {2023},
month = {December},
doi = {10.1007/s11424-023-3019-6},
url = {https://doi.org/10.1007/s11424-023-3019-6},
researchr = {https://researchr.org/publication/WuWL23-14},
cites = {0},
citedby = {0},
journal = {J. Systems Science & Complexity},
volume = {36},
number = {6},
pages = {2515-2535},
}