Optimal bond issuance with cost and liquidity constraints for Chinese local governments : a multi-period stochastic programming approach
Year of publication: |
2022
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Authors: | Yang, Ruicheng ; Li, Li ; Jiang, Qi ; Qi, Ji |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 63.2022, 5, p. 2605-2632
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Subject: | Bond cost | Liquidity risk | Local government bonds | Stochastic programming | Stochastischer Prozess | Stochastic process | Anleihe | Bond | Öffentliche Anleihe | Public bond | Theorie | Theory | Portfolio-Management | Portfolio selection | Liquidität | Liquidity | Liquiditätsbeschränkung | Liquidity constraint |
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