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Discount House Portfolio and Debt Selection
Citations
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Cited by:
- V. Vance Roley, 1980. "Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis," NBER Working Papers 0593, National Bureau of Economic Research, Inc.
- Alho, Kari, . "Analysis of Financial Markets and Central Bank Policy in the Flow-of-Funds Framework. An Application to the Case of Finland," ETLA A, The Research Institute of the Finnish Economy, number 12, June.
- Alaaeddin Al-Tarawneh & Mohmmad Khataybeh, 2015. "Portfolio Behaviour of Commercial Banks: The Expected Utility Approach: Evidence from Jordan," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 312-323.
- Taylor, John C. & Clements, Kenneth W., 1983.
"A simple portfolio allocation model of financial wealth,"
European Economic Review, Elsevier, vol. 23(2), pages 241-251.
- J.C. Taylor & K.W. Clements, 1983. "A Simple Portfolio Allocation Model of Financial Wealth," Economics Discussion / Working Papers 83-14, The University of Western Australia, Department of Economics.
- repec:hal:wpspec:info:hdl:2441/5464 is not listed on IDEAS
- repec:spo:wpecon:info:hdl:2441/5464 is not listed on IDEAS
- Jean-Michel Courtault, 1993.
"Substitution et complémentarité des actifs financiers: le cas Moyenne-Variance,"
Working Papers
halshs-00447527, HAL.
- Jean-Michel Courtault, 1993. "Substitution et complémentarité des actifs financiers: le cas Moyenne-Variance," CEPN Working Papers halshs-00447527, HAL.
- Elie Appelbaum, 1996. "An Application of Duality under Uncertainty, Elie Appelbaum," Working Papers 1996_8, York University, Department of Economics.
- Frankel, Jeffrey & Engel, Charles M., 1984.
"Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test,"
Journal of International Economics, Elsevier, vol. 17(3-4), pages 309-323, November.
- Jeffrey A. Frankel & Charles Engel, 1982. "Do Asset-Demand Functions Optimize over the Mean and Variance of Real Returns? A Six-Currency Test," NBER Working Papers 1051, National Bureau of Economic Research, Inc.
- Chateau, Jean-Pierre D., 1977. "Une analyse économétrique du comportement d’intermédiation financière des sociétés de crédit populaire : le cas des caisses populaires," L'Actualité Economique, Société Canadienne de Science Economique, vol. 53(3), pages 415-447, juillet.
- Jean Cordier & Pascal Jacquinot & Dominique Plihon, 1994. "La gestion des risques par les établissements de crédit : essais de modélisation macro-économique," Économie et Prévision, Programme National Persée, vol. 112(1), pages 127-138.
- Lafrance, Robert, 1983. "Évaluation de l’hypothèse de la moyenne-variance : une application au portefeuille des banques canadiennes," L'Actualité Economique, Société Canadienne de Science Economique, vol. 59(1), pages 20-37, mars.
- Doris Neuberger, 1991. "Risk taking by banks and captial accumulation: A portfolio approach," Journal of Economics, Springer, vol. 54(3), pages 283-303, October.
- Silva, Evandro & Resende, Marcelo, 2006. "Demands for Short-Run Assets and Liabilities in Brazil: a Portfolio Approach," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 60(1), January.
- Melitz, Jacques & Sterdyniak, Henri, 1979.
"An Econometric Study of the British Monetary System,"
Economic Journal, Royal Economic Society, vol. 89(356), pages 874-896, December.
- Jacques Mélitz & Henri Sterdyniak, 1979. "An econometric study of the British monetary system," SciencePo Working papers Main hal-01009193, HAL.
- Jacques Mélitz & Henri Sterdyniak, 1979. "An econometric study of the British monetary system," Post-Print hal-01009193, HAL.
- Reuven Glick, 1984. "The Geometry Of Asset Adjustment With Adjustment Costs," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(4), pages 303-314, December.
- 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.
- repec:hal:spmain:info:hdl:2441/5464 is not listed on IDEAS
- Tai-Hsin Huang & Ying-Ting Liao & Li-Chih Chiang, 2010. "An examination on the cost efficiency of the banking industry under multiple output prices' uncertainty," Applied Economics, Taylor & Francis Journals, vol. 42(9), pages 1169-1182.
- Fase, M. M. G., 1995. "The demand for commercial bank loans and the lending rate," European Economic Review, Elsevier, vol. 39(1), pages 99-115, January.
- Swank, Job, 1999. "A General Equilibrium Analysis of Short-Term Interest Rate Policies and the Role of Reserve Requirements," Journal of Policy Modeling, Elsevier, vol. 21(3), pages 389-411, May.
- K.W. Clements & H.Y. Izan, 1981. "Two Short Papers in Macroeconomics," Economics Discussion / Working Papers 81-01, The University of Western Australia, Department of Economics.
- T. J. Valentine, 1986. "A Further Comment on the Zero Row‐Sum Property of Mean‐Variance Portfolio Allocation Models," The Economic Record, The Economic Society of Australia, vol. 62(1), pages 49-51, March.
- repec:spo:wpmain:info:hdl:2441/5464 is not listed on IDEAS
- Chateau, Jean-Pierre D., 1979. "Une analyse économétrique de la demande et de l’offre de dépôts des sociétés de crédit populaire : le cas des Caisses populaires," L'Actualité Economique, Société Canadienne de Science Economique, vol. 55(2), pages 207-229, avril.
- Jenkins Brian C. & Salemi Michael K., 2020. "Risk averse banks and excess reserve fluctuations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-19, January.
- John R. Perrin, 1980. "A Note on the ‘Zero Row‐Sum’ Property of Mean‐Variance Portfolio Allocation Models," The Economic Record, The Economic Society of Australia, vol. 56(152), pages 91-93, March.
- D. Peter Broer & W. Jos Jansen, 1998. "Dynamic Portfolio Adjustment and Capital Controls: A Euler Equation Approach," Southern Economic Journal, John Wiley & Sons, vol. 64(4), pages 902-921, April.
- Ian Sharpe, 1973. "A Quarterly Econometric Model of Portfolio Choice—Part I: Specification and Estimation Problems," The Economic Record, The Economic Society of Australia, vol. 49(4), pages 518-533, December.
- Arthur J. Rolnick, 1979. "Perfect substitution in the models of the CD market," Staff Report 41, Federal Reserve Bank of Minneapolis.
- Kevin Greenidge & Wendell Mcclean, 2000. "The impact of regulatory measures on commercial bank interest rates: A micro analysis of the Barbados case," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(3), pages 544-556, August.
- Shimokawa, Satoru & Kyle, Steven C., 2003. "Transmission of Shocks Through International Lending of Commercial Banks to LDCs," Working Papers 127238, Cornell University, Department of Applied Economics and Management.