We are in the process of upgrading DSpace and are restricting logins.
Browsing Faculty of Economic and Management Sciences by Subject "Marketable Securities"
Now showing items 1-1 of 1
(Taylor & Francis Online, 2014)In this article, we use actuarial methods to solve a nonlinear stochastic optimal liquidity risk management problem for subprime originators with deposit inflow rates and marketable securities allocation as controls. The ...