A dynamic balance sheet management model for a Canadian chartered bank
- 31 October 1978
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 2 (3) , 221-241
- https://doi.org/10.1016/0378-4266(78)90013-4
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- Commercial bank balance sheet optimizationJournal of Banking & Finance, 1977
- A Dynamic Model for Bond Portfolio ManagementManagement Science, 1972
- MSAE estimation: An alternative approach to regression analysis for economic forecasting applicationsApplied Economics, 1972
- A Stochastic Programming Model for Commercial Bank Bond Portfolio ManagementJournal of Financial and Quantitative Analysis, 1971
- A Model for Selecting Commercial Bank Government Security PortfoliosThe Review of Economics and Statistics, 1969
- LINEAR PROGRAMMING AND OPTIMAL BANK ASSET MANAGEMENT DECISIONSThe Journal of Finance, 1967