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Optimal liquidity reserve with funding liquidity risk
  • ISSN号：1350-4851
  • 期刊名称：Applied Economics Letters
  • 时间：2013.11.11
  • 页码：1449-1452
  • 相关项目：多资产的跳相关建模、风险度量和优化配置
作者： Zhang, Dewei|Wu, Chongfeng|Zhou, Chunyang|
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