Segmented dynamic optimization model for asset-liability management of commercial banks and its applications
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Publication:894088
DOI10.1007/S12204-012-1237-5zbMATH Open1326.91023OpenAlexW2317420504MaRDI QIDQ894088FDOQ894088
Authors: Wen-ze Yang, Yunze Cai, Xiaoming 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
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- A Method for Strategic Asset-Liability Management with an Application to the Federal Home Loan Bank of New York
- Evolving economy bank asset‐liability and risk management under uncertainty with hierarchical objectives and nonlinear pricing
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