Login / Signup
The Impact of General Correlation Under Multi-Period Mean-Variance Asset-Liability Portfolio Management.
Xianping Wu
Weiping Wu
Yu Lin
Published in:
J. Syst. Sci. Complex. (2023)
Keyphrases
</>
portfolio management
multi period
asset allocation
portfolio selection
portfolio optimization
special case
optimal portfolio
transaction costs
lot sizing
production planning
financial markets
planning horizon
facility location problem
total cost
genetic algorithm
multi item
utility function
decision making