Título:

Long-Term Bank Balance Sheet Management: Estimation and Simulation of Risk-Factors

Autores:

John R. Birge (U Chicago)
Pedro Júdice (ISCTE - Instituto Universitário de Lisboa, Montepio Geral)

Revista:

Journal of Banking and Finance

Ano:

2013

Volume:

37

Páginas:

4711-4720

Códigos JEL:

G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure
L21 - Business Objectives of the Firm
M41 - Accounting