A PROGRAMMING MODEL FOR BANK HEDGING DECISIONS
- 1 September 1986
- journal article
- Published by Wiley in Journal of Financial Research
- Vol. 9 (3) , 271-279
- https://doi.org/10.1111/j.1475-6803.1986.tb00457.x
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
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- Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging InstrumentThe Journal of Finance, 1985
- SELECTIVE HEDGING OF BANK ASSETS WITH TREASURY BILL FUTURES CONTRACTSJournal of Financial Research, 1984
- Interest rate risk, prepayment risk, and the futures market hedging strategies of financial intermediariesJournal of Futures Markets, 1983
- Hedging money market CDs with treasury-bill futuresJournal of Futures Markets, 1981
- Alternate programming structures for bank portfoliosJournal of Banking & Finance, 1979
- Stochastic Programs with RecourseSIAM Journal on Applied Mathematics, 1967