Concepedia

Bank Portfolio Management Using Nonlinear Two Stage Goal Programming

G. Geoffrey Booth, Gordon H. Dash

Financial Review · 1977 · 14 citations · 5 references

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Concepts

References

5

Stochastic Programs with Recourse

David W. Walkup, Roger J.‐B. Wets · SIAM Journal on Applied Mathematics · 1967 · 192 citations

, , +13

Inter-Temporal Analysis and Optimization of Bank Portfolios

Donald R. Chambers, A. Charnes · Management Science · 1961 · 107 citations

, , +14

LINEAR PROGRAMMING AND OPTIMAL BANK ASSET MANAGEMENT DECISIONS

Kalman J. Cohen, Frederick S. Hammer · The Journal of Finance · 1967 · 86 citations

, , +9

Impact of Market Structure on the Price of a Commercial Banking Service

Frederick W. Bell, Neil B. Murphy · The Review of Economics and Statistics · 1969 · 22 citations

, , +14

Optimization of Tax Switching for Commercial Banks: Comment

Sang M. Lee, A. J. Lerro, Bruce R. McGinnis · Journal of money credit and banking · 1971 · 19 citations

, , +11