Optimization model of asset-liability portfolio based on credit duration and default intensity

LI Hongxi, CHI Guotai

Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (6) : 1387-1403.

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Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (6) : 1387-1403. DOI: 10.12011/1000-6788(2018)06-1387-17

Optimization model of asset-liability portfolio based on credit duration and default intensity

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2018, 38(6): 1387-1403 https://doi.org/10.12011/1000-6788(2018)06-1387-17

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