61 NTU Management Review Vol. 31 No. 2 Aug. 2021 Smith, A., and Wilson, T. 2001. Fitting Yield Curves with Long Term Constraints. London, UK: Bacon & Woodrow. Svensson, L. E. O. 1994. Estimating and interpreting forward interest rates: Sweden 19921994 (NBER Working Paper No. 4871). Cambridge, MA: National Bureau of Economic Research. Yang, Y. L., and Chang, C. L. 2008. A double-threshold GARCH model of stock market and currency shocks on stock returns. Mathematics and Computers in Simulation, 79 (3): 458-474. Yu, T. Y., Tsai, C., and Huang, H. T. 2010. Applying simulation optimization to the asset allocation of a property-casualty insurer. European Journal of Operational Research, 207 (1): 499-507. Yu, T. Y., Tsai, C., Huang, H. T., and Chen, C. L. 2011. Applying simulation optimization to dynamic financial analysis for the asset-liability management of a propertycasualty insurer. Applied Financial Economics, 21 (7): 505-518.
RkJQdWJsaXNoZXIy ODg3MDU=