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Bertoni, A.; Mazzoleni, P.; Szegö, G. P.

On the analytical identification of the optimal loan and deposit interest rates of a commercial bank. (English) Zbl 0372.90033

Metroeconomica 27, 44-67 (1975).
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MSC:

91B60 Trade models
90C90 Applications of mathematical programming
62P05 Applications of statistics to actuarial sciences and financial mathematics
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References:

[1] Bertoni A., Aspetti monetari dellattivita degli intermediari finanziari non bancari (1970)
[2] Bertoni A., Metodologie quantitative per la gestione delle banche di deposito (1973)
[3] J. H. Kareken:Commercial Banks and the supply of money: a market determined demand deposit rate, in <<Federal Reserve Bulletin>>, 1967 , pp.1699 -1711 .
[4] P. Mazzoleni:A Particular Convex Programming Algorithm, N.O.C. Techn. Rep. N. 66, 1975 The Haffield Polytechic. · Zbl 0321.90047
[5] Pierce J. L., Mathematical Methods in Investment and Finance pp 455– (1972)
[6] Szego G. P., Modelli Analitici di Gestione liancaria (1972)
[7] Szego G. P., Nuori risultati Analitici nella Teoria della Seleione del Portafoglio (1974)
[8] Szego G. P., Szego d G. P.: Modelli Analitici di Gestione Bancaria (1972)
[9] Szego G. P., Mathematical Methods in Investment and Finance (1972)
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