作者未提供
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 92 === This study applies the stochastic programming to find the optimal asset allocation of Interest Sensitive Annuity under Asset Liability Management. Traditional mean-variance portfolio selection by Markowitz only can deal with single period asset allocation. Thi...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/m52w3a |