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A Linear Programming Model for Commercial Bank Liquidity Management
8 references·3 citing·31 second hop
A Linear Programming Model for Commercial Bank Liquidity Management (1979)A Linear Programming Model for Commercial…Applied Time Series Analysis for Managerial Forecasting. (1974)Applied Time Series Analysis …The Behavior of Interest Rates. (1972)The Behavior of Interest Rate…A TIME SERIES ANALYSIS OF POST‐ACCORD INTEREST RATES (1972)A TIME SERIES ANALYSIS OF POS…Principles of Operations Research. (1970)Principles of Operations Rese…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …LINEAR PROGRAMMING AND OPTIMAL BANK ASSET MANAGEMENT DECISIONS (1967)LINEAR PROGRAMMING AND OPTIMA…Analytical methods in banking (1966)Analytical methods in bankingAn Algorithm for Finding Exact Rates of Return (1966)An Algorithm for Finding Exac…Modeling asset allocation and liability composition for Indian banks (2014)Modeling asset allocation and…An optimization scenario methodology for bank asset liability management (2002)An optimization scenario meth…Bank asset and liability management under uncertainty (1997)Bank asset and liability mana…Portfolio Selection: Efficient Diversification of Investments (1959)A Bank Asset and Liability Management Model (1986)The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming (1994)Asset and Liability Management Handbook (2011)Worldwide asset and liability modeling (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)THE ELASTICITY OF FINANCIAL ASSETS (1974)Duration and Bond Portfolio Analysis: An Overview (1978)Introduction to financial forecasting (1996)Domestic and International Integration of the London Money Market, 1731–1789 (1976)TIME SERIES ANALYSIS OF INTEREST RATES: SOME ADDITIONAL EVIDENCE (1978)Is There a January Effect in Corporate Bond and Paper Returns? (1990)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Tie Series Analysis, Forecasting, and Control (1995)Short Term Financial Planning under Uncertainty (1982)Asset and liability management in financial crisis (2005)Global Sensitivity Analysis (1995)The evolution of the intellectual structure of operations management—1980–2006: A citation/co‐citation analysis (2008)Soft Systems Methodology (2010)Risk, Return, and Equilibrium: Empirical Tests (1973)A Theory of the Term Structure of Interest Rates (1985)Parsimonious Modeling of Yield Curves (1987)COMMERCIAL BANK RESERVE MANAGEMENT IN A STOCHASTIC MODEL: IMPLICATIONS FOR MONETARY POLICY (1968)A Robust Credit Screening Model Using Categorical Data (1985)Mathematical models of service (1996)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1970Principles of Operations Research.1,035 cited
  • 1974Applied Time Series Analysis for Managerial Forecasting.328 cited
  • 1972The Behavior of Interest Rates.118 cited
  • 1967LINEAR PROGRAMMING AND OPTIMAL BANK ASSET MANAGEMENT DECISIONS91 cited
  • 1966Analytical methods in banking74 cited
  • 1966An Algorithm for Finding Exact Rates of Return55 cited
  • 1972A TIME SERIES ANALYSIS OF POST‐ACCORD INTEREST RATES23 cited

Cited by

  • 1997Bank asset and liability management under uncertainty29 cited
  • 2002An optimization scenario methodology for bank asset liability management15 cited
  • 2014Modeling asset allocation and liability composition for Indian banks13 cited

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