Mean Variance Optimization of Non-Linear Systems and Worst-case Analysis



References

[1] Allen F. and D. Gale, 2000, “Financial Contagion”, Journal of Political Economy,
108(1), 1-33

[2] Berger, A.N., G.A. Hanweck and D.B. Humphrey, 1987, “Competitive Viability in
Banking: Scale, Scope, and Product Mix Economies”, Journal of Monetary Economics,
20, 501-520

[3] Berger, A.N and D.B. Humphrey, 1991, “The Dominance of Inefficiencies over Scale
and Product Mix Economies in Banking”, Journal of Monetary Economics, 28, 117-148

[4] Berger A.N. and L.J. Mester, 1997, “Inside the Black Box: What Explains Differences
in the Efficiencies of Financial Institutions?”, Journal of Banking and Finance, 21,
895-947

[5] Berger A.N., R.S. Demsetz and P.E. Strahan, 1999, “The Consolidation of the Financial
Services Industry: Causes, Consequences, and Implications for the Future”, Journal of
Banking and Finance, 23(2-4), 135-94

[6] Bhattacharya S. and D. Gale, 1987, “Preference Shocks, Liquidity and Central Bank
Policy”, in W. Barnett and K. Singleton (eds) New Approaches to Monetary Economics,
Cambridge University Press, 69-88

[7] Bhattacharya S. and P. Fulghieri, 1994, “Uncertain Liquidity and Interbank Contract-
ing”, Economics Letters, 44, 287-294

[8] Boyd J.H. and S.L. Graham, 1996, “Consolidation in US Banking: Implications for
Efficiency and Risk”, Federal Reserve Bank of Minneapolis Working Paper, no. 572,
December

[9] Bradley D.M. and R.C. Gupta, 2002, “On the Distribution of the Sum of n Non-
Identically Distributed Uniform Random Variables”, Annals of the Institute of Statis-
tical Mathematics, 54(3), 689-700

[10] Campello, M., 2002, “Internal Capital Markets in Financial Conglomerates: Evidence
from Small Bank Responses to Monetary Policy”, Journal of Finance, 57(6), 2773-2805

[11] Carletti E., P. Hartmann and G. Spagnolo, 2002, “Implications of the Bank Merger
Wave for Competition and Stability”, in Risk Measurement and Systemic Risk, Pro-
ceedings of the Third Joint Central Bank Research Conference, 38-50

[12] Carpenter S. and S. Demiralp, 2005, “The Liquidity Effect in the Federal Funds Market:
Evidence from Daily Open Market Operations”, forthcoming in Journal of Money,
Credit, and Banking

39



More intriguing information

1. Revisiting The Bell Curve Debate Regarding the Effects of Cognitive Ability on Wages
2. An Investigation of transience upon mothers of primary-aged children and their school
3. The name is absent
4. The name is absent
5. Studying How E-Markets Evaluation Can Enhance Trust in Virtual Business Communities
6. Evolving robust and specialized car racing skills
7. Effects of a Sport Education Intervention on Students’ Motivational Responses in Physical Education
8. DETERMINANTS OF FOOD AWAY FROM HOME AMONG AFRICAN-AMERICANS
9. The name is absent
10. The Institutional Determinants of Bilateral Trade Patterns
11. The name is absent
12. Julkinen T&K-rahoitus ja sen vaikutus yrityksiin - Analyysi metalli- ja elektroniikkateollisuudesta
13. CONSIDERATIONS CONCERNING THE ROLE OF ACCOUNTING AS INFORMATIONAL SYSTEM AND ASSISTANCE OF DECISION
14. INTERPERSONAL RELATIONS AND GROUP PROCESSES
15. Private tutoring at transition points in the English education system: its nature, extent and purpose
16. Optimal Vehicle Size, Haulage Length, and the Structure of Transport Costs
17. The name is absent
18. 5th and 8th grade pupils’ and teachers’ perceptions of the relationships between teaching methods, classroom ethos, and positive affective attitudes towards learning mathematics in Japan
19. The name is absent
20. The name is absent