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Innovations and the portfolios of weekly reporting banks
Hester, Donald D.; Maisel, Sherman J. - In: Journal of banking & finance 6 (1982) 1, pp. 89-112
Persistent link: https://www.econbiz.de/10002766416
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An empirical test of the efficiency of the ADR market
Rosenthal, Leonard - In: Journal of banking & finance 7 (1983) 1, pp. 17-29
Persistent link: https://www.econbiz.de/10002713941
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Dynamic portfolio immunization policies
Bierwag, G. O. - In: Journal of banking & finance 3 (1979) 1, pp. 23-41
Persistent link: https://www.econbiz.de/10001904516
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An empirical examination of the implications of arbitrage pricing theory
Dhrymes, Phoebus J. - In: Journal of banking & finance 9 (1985) 1, pp. 73-99
Persistent link: https://www.econbiz.de/10002062542
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Using linear and goal programming to immunize bond portfolios
Alexander, Gordon J.; Resnick, Bruce G. - In: Journal of banking & finance 9 (1985) 1, pp. 35-54
Persistent link: https://www.econbiz.de/10001824052
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On DFIs' liability management : Deposit capacity, multideposit supply, and risk-efficient rate setting
Chateau, John Peter D. - In: Journal of banking & finance 6 (1982) 4, pp. 533-547
Persistent link: https://www.econbiz.de/10001998008
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Applying portfolio theory to global bank lending
Bennett, Paul - In: Journal of banking & finance 8 (1984) 2, pp. 153-169
Persistent link: https://www.econbiz.de/10001890561
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The efficiency of inflation expectations in treasury bill markets : the Brazilian evidence
Brito, Ney O. - In: Journal of banking & finance 3 (1979) 3, pp. 235-251
Persistent link: https://www.econbiz.de/10001956399
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The pricing of capital assets in a multiperiod world
Blume, Marshall E. - In: Journal of banking & finance 7 (1983) 1, pp. 31-44
Persistent link: https://www.econbiz.de/10001936930
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Portofolio theory is for risk lovers
Borch, Karl - In: Journal of banking & finance 2 (1978) 2, pp. 179-181
Persistent link: https://www.econbiz.de/10001945730