Optimal allocation between bank loans and treasuries with regret

DOI10.1007/S11590-008-0082-9zbMath1142.91550OpenAlexW1995326264MaRDI QIDQ941051

I. M. Schoeman, Mark Adam Petersen, Mmboniseni P. Mulaudzi

Publication date: 4 September 2008

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-008-0082-9

zbMATH Keywords

financial economicsbankscredit crunchoptimization theory

Mathematics Subject Classification ID

Related Items (1)

An optimal investment strategy in bank management

Cites Work

• Regret theory with general choice sets
• An axiomatic foundation for regret theory
• Regret in Decision Making under Uncertainty

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