多周期均值方差资产负债管理的随机控制

{"title":"多周期均值方差资产负债管理的随机控制","authors":"null Wu Wei-Ping, null Gao Jian-Jun, Duan Duan","doi":"10.7641/CTA.2015.50268","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":389664,"journal":{"name":"Kongzhi Lilun yu Yingyong","volume":"123 6 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2015-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Stochastic control for multiperiod mean-variance asset-liability management\",\"authors\":\"null Wu Wei-Ping, null Gao Jian-Jun, Duan Duan\",\"doi\":\"10.7641/CTA.2015.50268\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":389664,\"journal\":{\"name\":\"Kongzhi Lilun yu Yingyong\",\"volume\":\"123 6 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2015-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Kongzhi Lilun yu Yingyong\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.7641/CTA.2015.50268\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Kongzhi Lilun yu Yingyong","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.7641/CTA.2015.50268","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}