资产负债管理旨在考虑市场中各种随机因素,如现金流、投资收益、融资成本变动的情况下,寻求最优的财务资源战略配置计划。以往单期静态方法无法根据投资环境的变化及时有效的调整组合头寸,而随机规划在处理这类问题时更具优势。本文总结归纳了随机规划资产负债管理方法的五种早期模型,介绍了计算机技术辅助下现代模型在金融投资领域的应用,并对其未来研究方向进行了展望。 Asset-liability management aims to find the optimal financial resource strategic allocation plan considering various random factors in the market, such as cash flow, investment income and financing cost changes. In the past, the single-period static method can not adjust the combined position timely and effectively according to the change of investment environment, while stochastic programming has more advantages in dealing with such problems. This paper summarizes five kinds of early models of stochastic planning asset-liability management methods, introduces the application of modern models in the field of financial investment with the help of computer technology, and forecasts their future research directions.