PLANNING FOR LIQUIDITY IN FINANCIAL INSTITUTIONS: THE CHANCE-CONSTRAINED METHOD

Authors

  • A. Charnes,

  • Sten Thore

    Search for more papers by this author
    • Respectively, Walter P. Murphy Professor of Applied Mathematics, Northwestern University, and Visiting Professor, formerly University of Uppsala, now Norwegian School of Economics and Business Administration, Bergen, Norway.

      Part of the research underlying this paper was undertaken for the project Temporal Planning and Management Decision Under Risk and Uncertainty, at Northwestern University. U.S. Office of Naval Research contract Nonr-1228 (10), project NR 047–021. Reproduction of this paper in whole or in part is permitted for any purpose of the United States Government.


Ancillary