How to rate management of investment funds

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Bibliographische Detailangaben
Veröffentlicht in:	Analytical methods in banking
1. Verfasser:	Treynor, Jack L. (VerfasserIn)
Format:	UnknownFormat
Veröffentlicht:	1966
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Titel	Jahr	Verfasser
Risk analysis in capital investment	1966	Hertz, David Bendel
A simplified model for portfolio analysis	1966	Sharpe, William F.
Measuring risk on instalment credit	1966	Smith, Paul F.
An operations-research study of the collection of defaulted loans	1966	Mitchner, Morton
Optimal cupon schedules for municipal bonds	1966	Cohen, Kalman J.
The use of mathematical models in the analysis and improvement of bank operations	1966	Byerly, Richard A.
IBM-McKinsey bank management simulation	1966	Davis, Warren B.
Liquidity requirement and employments of funds	1966	DeLong, Freg G.
Explanation of the term structure of interest rates	1966	Kessel, Reuben A.
Bank procedures for analyzing business loan applications	1966	Cohen, Kalman J.
Operations research : a new approach to bank decision making	1966	Cohen, Kalman J.
A model of trust investment behavior	1966	Clarkson, Geoffrey P. E.
Portfolio selection	1966	Markowitz, Harry Max
A simulation model of corporation deposits	1966	Crane, Dwight B.
How to rate management of investment funds	1966	Treynor, Jack L.
A new tool for bank management: A mathematical model in banking	1966	Waterman jr., Robert H.
The development of numerical credit evaluation systems	1966	Myers, James H.
Determinants of risk premiums on corporate bonds	1966	Fisher, Lawrence
Optimum bond portfolio selection	1966	Cheng, Pao Lun
Economies of scale and marginal costs in banking operations	1966	Benston, George J.