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A Recursive Programming Approach to Bank Asset Management

Published online by Cambridge University Press:  19 October 2009

David A. Walker
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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

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