haku: @indexterm ASSETS AND LIABILITIES / yhteensä: 70
viitteet: 31-40 / 70
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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.
36.
Futures markets and the fluctations in inflation, monetary growth, and asset returns.
Journal of Business
1986 : APR, VOL. 59:2, part 2, p. S21-S38
 1986 Barro, R. J.
37.
An empirical investigation of pension fund property rights.
Accounting Review
1986 : OCT, VOL. 61:4, p. 662-691
 1986 Landsman, W.
38.
The bottom line.
Management Accounting (New York)
1985 : AUG, VOL. 67:2, p. 62-67
 1985 Morgan, R. A.
39.
A closer look at stock-for-debt swaps.
Financial Analysts' Journal
1985 : MAY-JUN, VOL. 41:3, p. 44-50
 1985 Peavy, J. W. III
Scott, J. A.
40.
Why treasurers are swapping swaps.
Euromoney
1985 : APR, p. 19, 23, 26, 28, 30
 1985 Grant, C.
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