haku: @indexterm ASSETS AND LIABILITIES / yhteensä: 70
viitteet: 26-35 / 70
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26.
A goal programming model for bank assets and liabilities management.
European Journal of Operational Research
1991 : JAN 7, VOL. 50:1, p. 48-60
 1991 Giokas, D.
Vassiloglou, M.
27.
Testing for financial buffer stocks in sectorial portfolio models
Review of Economics and Statistics
1990 : MAY, VOL. 72:2, p. 286-295
 1990 Owen, P. D.
28.
The matching of assets with liabilities by goal programming.
Managerial Finance
1990 : VOL. 16:1, p. 23-26
 1990 Rosenbloom, E. S.
Shiv, E. S. W.
29.
Managing interest-rate risk in banking institutions.
European Journal of Operational Research
1989 : AUG 15, VOL. 41:3, p. 302-313
 1989 Booth, G. G.
Bessler, W.
Foote, W. G.
30.
Protect your pension surplus from interest rate risk.
Management Accounting (New York)
1988 : SEP, VOL. 70:3, p. 24-27
 1988 Laurent, M.
31.
Risk-based premiums for insurance guaranty funds.
Journal of Finance
1988 : SEP, VOL. 43:4, p. 823-839
 1988 Cummins, J. D.
32.
Pension fund asset allocation : In defense of a 60/40 equity/debt asset mix.
Financial Analysts' Journal
1987 : SEP/OCT, VOL. 43:5, p. 14-24
 1987 Ambachtsheer, K. P.
33.
La estructura de activos y pasivos del sistema bancario espanol. Un analisis multivariante.
Esic Market
1987 : OCT-DEC, 58, p. 63-77
 1987 Fernandez, A. I.
Garcia Olalla, M.
34.
A dynamic bank portfolio planning model with multiple scenarios, multiple goals and changing priorities.
European Journal of Operational Research
1987 : JAN, VOL. 30:1, p. 13-23
 1987 Korhonen, A.
35.
Exploring and controlling a bank's interest risk : Sensitivity analysis of an asset and liability co-ordination model. (!Interest)
European Journal of Operational Research
1987 : MAR, VOL. 28:3, p. 261-278
 1987 Meyer zu Selhausen, H.
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