Non-immunization and Living Even Better:A New Asset-liability Management Strategy
碩士 === 國立臺灣大學 === 財務金融學研究所 === 96 === This study firstly develops a new ALM model that simultaneously takes into account three important factors, the managers’ view, the financial institution’s ability to take risk, and the adjustment costs of ALM. Unlike models of naïve immunization strategy, our...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42886738574298138728 |