On the risk management of demand deposits: quadratic hedging of interest rate margins
Work
Year: 2020
Type: article
Source: Annals of Operations Research
Institutions Institut de Physique et Chimie des Matériaux de Strasbourg, CY Cergy Paris Université, Ministère de la Culture, École Nationale Supérieure d'Architecture Montpellier, Théorie Économique, Modélisation et Applications
Cites: 44
Cited by: 4
Related to: 10
FWCI: 0.653
Citation percentile (by year/subfield): 82.45
Subfield: Finance
Domain: Social Sciences
Open Access status: closed