Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/3550
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dc.contributor.authorRangarajan, C.
dc.contributor.authorSatia, J. K.
dc.date.accessioned2010-06-01T04:17:43Z
dc.date.available2010-06-01T04:17:43Z
dc.date.copyright1970-05-30
dc.date.issued1970-05-30T04:17:43Z
dc.identifier.citationEconomic and Political Weekly, Vol. 5, Issue No. 22, 30 May, 1970en
dc.identifier.urihttp://hdl.handle.net/11718/3550
dc.description.abstractA 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.
dc.language.isoenen
dc.titleBank portfolio management: a linear programming approachen
dc.typeArticleen
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