Financial Claims and Product Market Competition: an Explanation for Permitting Banks to Hold Equity in Firms
Shin-Heng Pao, Jyh-Horng Lin (2008)
The Yugoslav Journal of Operations Research
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Displaying similar documents to “Liquidity Management and Futures Hedging Under Deposit Insurance: an Option-Based Analysis”
Financial Claims and Product Market Competition: an Explanation for Permitting Banks to Hold Equity in Firms
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Fouche, C.H., Mukuddem-Petersen, J., Petersen, M.A., Senosi, M.C. (2008)
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Chin-Tsai Lin, Cheng-Ru Wu (2004)
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L. Ustinovichius, V. Podvezko, R. Ginevicius (2006)
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A stochastic programming approach to managing liquid asset portfolios
Helgard Raubenheimer, Machiel F. Kruger (2010)
Kybernetika
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Maintaining liquid asset portfolios involves a high carry cost and is mandatory by law for most financial institutions. Taking this into account a financial institution's aim is to manage a liquid asset portfolio in an “optimal” way, such that it keeps the minimum required liquid assets to comply with regulations. In this paper we propose a multi-stage dynamic stochastic programming model for liquid asset portfolio management. The model allows for portfolio rebalancing decisions over...
Evaluating Total Operational Value and Associated Risks of Financial Holding Companies in Taiwan
Li-Hui Chen (2010)
The Yugoslav Journal of Operations Research
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Journal of Applied Mathematics and Decision Sciences
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Journal of Applied Mathematics and Decision Sciences
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A Finite Time−Horizon Deterministic EOQ Model With Stock−Dependent Demand, Effects of Inflation and Time Value of Money With Shortages in All Cycles
T. Roy, K. S. Chaudhuri (2007)
The Yugoslav Journal of Operations Research
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