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Lanzhi Yang
Publication Activity (10 Years)
Years Active: 2020-2020
Publications (10 Years): 1
Top Topics
Facility Location Problem
Stochastic Programming
Asset Liability Management
Expected Cost
Top Venues
Oper. Res. Lett.
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Publications
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Xiangyu Cui
,
Xun Li
,
Lanzhi Yang
Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem.
Oper. Res. Lett.
48 (6) (2020)