Segmented dynamic optimization model for asset-liability management of commercial banks and its applications

DOI10.1007/s12204-012-1237-5zbMath1326.91023OpenAlexW2317420504MaRDI QIDQ894088

Yun-ze Cai, Wen-ze Yang, Xiao-Ming Xu

Publication date: 23 November 2015

Published in: Journal of Shanghai Jiaotong University (Science) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12204-012-1237-5

zbMATH Keywords

optimizationliabilityChinaassetcommercial banks

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Portfolio theory (91G10)

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