Optimal bond issuance with cost and liquidity constraints for Chinese local governments: a multi-period stochastic programming approach
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DOI: 10.1007/s00181-022-02210-y
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- Zinan Hu & Ruicheng Yang & Sumuya Borjigin, 2024. "A multistage forecasting model for green bond cost optimization with dynamic corporate risk constraints," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2607-2634, November.
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Keywords
Local government bonds; Bond cost; Liquidity risk; Stochastic programming;All these keywords.
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