Optimal bank portfolio choice under fixed-rate deposit insurance

DOI10.1007/BF02282052zbMath0800.90050MaRDI QIDQ1313161

Anlong Li

Publication date: 26 January 1994

Published in: Annals of Operations Research (Search for Journal in Brave)

Mathematics Subject Classification ID

Related Items (1)

Strategic bank closure and deposit insurance valuation

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Optimal consumption and portfolio policies when asset prices follow a diffusion process
• A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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