Article contents
A Recursive Programming Approach to Bank Asset Management
Published online by Cambridge University Press: 19 October 2009
Extract
In this paper a recursive programming model is constructed and optimized so that a mix of bank assets may be selected. The purpose is to link optimization over time with a commercial bank asset management model.
- Type
- Research Article
- Information
- Journal of Financial and Quantitative Analysis , Volume 7 , Issue 5 , December 1972 , pp. 2055 - 2075
- Copyright
- Copyright © School of Business Administration, University of Washington 1972
References
- 2
- Cited by