Managing interest-rate risk in banking institutions-Reference-Cited by-同舟云学术

Managing interest-rate risk in banking institutions

Published:1989-08 Issue:3 Volume:41 Page:302-313
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Booth G.Geoffrey,Bessler Wolfgang,Foote William G.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference17 articles.

1. Small bank balance sheet management: Applying two-stage programming models;Aghili;Journal of Bank Research,1975

2. Prices for state contingent claims: Some estimates and applications;Banz;Journal of Business,1978

3. An Analysis of the Causes of Savings and Loan Association Failures;Benston,1985

4. Duration gap for financial institutions;Bierwag;Financial Analysts Journal,1985

5. Alternate programming structures for bank portfolios;Booth;Journal of Banking and Finance,1979

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