Assets and Liabilities Management Optimal Model Based on VaR Controlled Prepared Duration Gap

Author(s):  
Dawen Yan ◽  
Guotai Chi ◽  
Haowen Wu
2018 ◽  
Vol 115 (7) ◽  
pp. 1866-1877 ◽  
Author(s):  
Elnaz Jamili ◽  
Vivek Dua

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