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Journal of Applied Mathematics
Volume 2014, Article ID 723873, 11 pages
http://dx.doi.org/10.1155/2014/723873
Research Article

An Optimal Portfolio and Capital Management Strategy for Basel III Compliant Commercial Banks

University of the Western Cape, Private Bag X17, Bellville 7535, South Africa

Received 3 October 2013; Accepted 5 January 2014; Published 19 February 2014

Academic Editor: Francesco Pellicano

Copyright © 2014 Grant E. Muller and Peter J. Witbooi. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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