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Evaluation de L'hypothese de la Moyenne-Variance: une Application au Portefeuille des Banques Canadiennes

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  • Lafrance, R.

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  • Lafrance, R., 1982. "Evaluation de L'hypothese de la Moyenne-Variance: une Application au Portefeuille des Banques Canadiennes," Cahiers de recherche 8219, Universite de Montreal, Departement de sciences economiques.
    • Handle: RePEc:mtl:montde:8219
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    File URL: http://hdl.handle.net/1866/2197
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    References listed on IDEAS

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    1. Towey, Richard E, 1974. "Money Creation and the Theory of the Banking Firm," Journal of Finance, American Finance Association, vol. 29(1), pages 57-72, March.
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    5. Ronald A. Ratti, 1980. "Bank Attitude Toward Risk, Implicit Rates of Interest, and the Behavior of an Index of Risk Aversion for Commercial Banks," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 95(2), pages 309-331.
    6. Tsiang, S C, 1972. "The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money," American Economic Review, American Economic Association, vol. 62(3), pages 354-371, June.
    7. Ghosh, Debapriya & Parkin, Michael, 1972. "A Theoretical and Empirical Analysis of the Portfolio, Debt and Interest Rate Behaviour of Building Societies," The Manchester School of Economic & Social Studies, University of Manchester, vol. 40(3), pages 231-244, September.
    8. M. Parkin, 1970. "Discount House Portfolio and Debt Selection," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 37(4), pages 469-497.
    9. J. F. Dingle & G. R. Sparks & M. A. Walker, 1972. "Monetary Policy and the Adjustment of Chartered Bank Assets," Canadian Journal of Economics, Canadian Economics Association, vol. 5(4), pages 494-514, November.
    10. David F. Hendry & Gordon J. Anderson, 1975. "Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom," Cowles Foundation Discussion Papers 398, Cowles Foundation for Research in Economics, Yale University.
    11. Sealey, Calvin W, Jr & Lindley, James T, 1977. "Inputs, Outputs, and a Theory of Production and Cost at Depository Financial Institutions," Journal of Finance, American Finance Association, vol. 32(4), pages 1251-1266, September.
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