Managing liquidity buffer through core liquidity portfolio
Year of publication: |
2015
|
---|---|
Authors: | Chagwiza, Wilbert ; Garira, Winston ; Moyo, Simiso |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 12.2015, 1, p. 70-77
|
Subject: | core liquidity portfolio | liquid asset return | liquidity buffer | scenario generation | stochastic programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Liquidität | Liquidity | Bankenliquidität | Bank liquidity |
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