Optimization of Constrained Liquidity Management-Reference-Cited by-同舟云学术

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Optimization of Constrained Liquidity Management

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Tawfik Maged

Publisher

Elsevier BV

Reference22 articles.

1. Solving the Convex Cost Integer Dual Network Flow Problem;R K Ahuja;Management Science,2003

2. Network Flows

3. Equity Market Impact;R Almgren;Risk,2005

4. Basel III: The Liquidity Coverage Ratio and Liquidity Risk Monitoring Tools;Basel Committee on Banking Supervision,2013

5. Convex Optimization

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Combinatorial Optimization, Network Flow and Liquidity Management;SSRN Electronic Journal;2020

2. Stochastic Liquidity Risk Management;SSRN Electronic Journal;2017

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