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Evaluation de L'hypothese de la Moyenne-Variance: une Application au Portefeuille des Banques Canadiennes

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  • Lafrance, R.
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    File URL: http://hdl.handle.net/1866/2197
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    Bibliographic Info

    Paper provided by Universite de Montreal, Departement de sciences economiques in its series Cahiers de recherche with number 8219.

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    Length: 27P. pages
    Date of creation: 1982
    Date of revision:
    Handle: RePEc:mtl:montde:8219

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    Related research

    Keywords: Banques ; Modeles Econometriques ; Valeurs Mobilieres;

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    1. Ratti, Ronald A, 1980. "Bank Attitude toward Risk, Implicit Rates of Interest, and the Behavior of an Index of Risk Aversion for Commercial Banks," The Quarterly Journal of Economics, MIT Press, vol. 95(2), pages 309-31, September.
    2. Ghosh, Debapriya & Parkin, Michael, 1972. "A Theoretical and Empirical Analysis of the Portfolio, Debt and Interest Rate Behaviour of Building Societies," The Manchester School of Economic & Social Studies, University of Manchester, vol. 40(3), pages 231-44, September.
    3. David F. Hendry & Gordon J. Anderson, 1975. "Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom," Cowles Foundation Discussion Papers 398, Cowles Foundation for Research in Economics, Yale University.
    4. Parkin, M, 1970. "Discount House Portfolio and Debt Selection," Review of Economic Studies, Wiley Blackwell, vol. 37(4), pages 469-97, October.
    5. J. F. Dingle & G. R. Sparks & M. A. Walker, 1972. "Monetary Policy and the Adjustment of Chartered Bank Assets," Canadian Journal of Economics, Canadian Economics Association, vol. 5(4), pages 494-514, November.
    6. Towey, Richard E, 1974. "Money Creation and the Theory of the Banking Firm," Journal of Finance, American Finance Association, vol. 29(1), pages 57-72, March.
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