Multi-period models for Asset Liability Management and their applications are summarized and related research papers are commented on. Specifically, the problem is addressed from the following aspects, that is, Multiperiod stochastic programming models for asset liability management, Bank's asset liability management, pension fund and insurance company, financial planning, dynamic asset allocation and scenario generation. At last, some directions remained to be studied are presented based on domestic research and application situation.
金秀, 黄小原. 资产负债管理多阶段模型研究[J]. J4, 2007, 4(1): 118-.
JIN Xiu, HUANG Xiao-Yuan. Study on Multi-stage Models for Asset and Liability Management. J4, 2007, 4(1): 118-.