A PROGRAMMING-MODEL FOR BANK HEDGING DECISIONS

被引：8

作者：

BOOTH, GG ^{[1
]}

KOVEOS, PE ^{[1
]}

机构：

[1] SYRACUSE UNIV, SYRACUSE, NY 13210 USA

来源：

关键词：

D O I：

10.1111/j.1475-6803.1986.tb00457.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：271 / 279

页数：9

共 9 条

[1]

AGHILI P, 1975, J BANK RES WIN, P246

BATLIN, CA .

[3]

BOOTH GG, 1979, J BANK FINANC, V3, P67

[4]

DEW JK, 1981, J COMMERCIAL BAN JUN, P27

[5]

FORTSON JG, 1977, J BANK RES WIN, P311

[6]

KOPPENHAVER GD, 1984, J FINANCIAL RES SUM, P105

[7]

KOPPENHAVER GD, 1985, J FINANCE MAR, P241

[8] HEDGING MONEY MARKET CDS WITH TREASURY BILL FUTURES [J].

PARKER, JW ;

DAIGLER, RT .

[9] STOCHASTIC PROGRAMS WITH RECOURSE [J].

WALKUP, DW ;

WETS, RJB .