Managing interest-rate risk in banking institutions

被引：0

|

作者：

机构：

[1] Booth, G.Geoffrey

[2] Bessler, Wolfgang

[3] Foote, William G.

来源：

Booth, G.Geoffrey | 1600年 / 41期

关键词：

Management Science;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

收藏

相关论文

共 50 条

[1] MANAGING INTEREST-RATE RISK IN BANKING INSTITUTIONS
BOOTH, GG
BESSLER, W
FOOTE, WG
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1989, 41 (03) : 302 - 313
[2] HEDGING INTEREST-RATE RISK IN BANKING
GOLDFARB, DR
JOURNAL OF FUTURES MARKETS, 1987, 7 (01) : 35 - 47
[3] MANAGING FOREIGN INTEREST-RATE RISK
KOLB, RW
GAY, GD
JORDAN, JV
JOURNAL OF FUTURES MARKETS, 1982, 2 (02) : 151 - 158
[4] LIQUIDITY PROVISION, BANKING, AND THE ALLOCATION OF INTEREST-RATE RISK
HELLWIG, M
EUROPEAN ECONOMIC REVIEW, 1994, 38 (07) : 1363 - 1389
[5] DURATION ANALYSIS - MANAGING INTEREST-RATE RISK - BIERWAG,GO
GRANITO, MR
JOURNAL OF FINANCE, 1988, 43 (01): : 264 - 267
[6] INTEREST-RATE RISK
CRAINE, RN
PIERCE, JL
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1978, 13 (04) : 719 - 732
[7] DURATION - A POWERFUL NEW TOOL FOR MANAGING INTEREST-RATE RISK
WURTZEBACH, CH
WALLER, NG
REAL ESTATE REVIEW, 1985, 15 (02): : 65 - 69
[8] DURATION ANALYSIS - MANAGING INTEREST-RATE RISK - BIERWAG,GO
ROBINSON, RM
JOURNAL OF BANKING & FINANCE, 1988, 12 (01) : 162 - 166
[9] GOAL PROGRAMMING-MODELS FOR MANAGING INTEREST-RATE RISK
BOOTH, GG
BESSLER, W
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 1989, 17 (01): : 81 - 89
[10] POSSIBILISTIC LINEAR-PROGRAMMING FOR MANAGING INTEREST-RATE RISK
LAI, YJ
HWANG, CL
FUZZY SETS AND SYSTEMS, 1993, 54 (02) : 135 - 146

← 1 2 3 4 5 →