Journal of Financial and Quantitative Analysis Vol. 7 No. 5 1972
A Recursive Programming Approach to Bank Asset Management
Abstract
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.
- DOI
- 10.2307/2329954
- Volume
- 7
- Issue
- 5
- Pages
- 2055
- Sources
- crossref openalex