How much cash should a bank maintain? : an optimization approach

Chen, Meng-Huai

How much cash should a bank maintain? : an optimization approach

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26147907-MIT.pdf

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Author(s)

Chen, Meng-Huai

Advisor(s)

Dimitris Bertsimas.

Date Issued

1991

Publisher

Massachusetts Institute of Technology

Description

Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1991.

Includes bibliographical references (leaf 51).

Subjects

Sloan School of Management

MIT Department

Sloan School of Management

Massachusetts Institute of Technology. Operations Research Center

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