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

DOI10.1007/S12204-012-1237-5MaRDI QIDQ894088zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

optimizationChinaassetcommercial banksliability

Mathematics Subject Classification ID

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

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