Dynamic asset allocation for bank under stochastic interest rates.
Year of publication: |
2014-03
|
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Authors: | Chakroun, Fatma ; Abid, Fathi |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Chakroun, Fatma and Abid, Fathi (2014): Dynamic asset allocation for bank under stochastic interest rates. |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages |
Source: | BASE |
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