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http://hdl.handle.net/11718/3550| Title: | Bank portfolio management: a linear programming approach |
| Authors: | Rangarajan, C. Satia, J. K. |
| Issue Date: | 30-May-1970 |
| Citation: | Economic and Political Weekly, Vol. 5, Issue No. 22, 30 May, 1970 |
| Abstract: | A linear programming model is presented here for determining the optimal portfolio of banks. It is not suggested that such a model is immediately applicable in the Indian situation. However, scope exists for applying the technique for determining the optimal composition of a single asset such as loans. If, however, rates of interest charged do not vary from loan to loan or if all loans are deemed to bear the same degree of risk, a model like this becomes inapplicable. |
| URI: | http://hdl.handle.net/11718/3550 |
| Appears in Collections: | Journal Articles |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| bank_portfolio_management.pdf Restricted Access | 504.44 kB | Adobe PDF | View/Open Request a copy |
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