Application of constraint logic programming to asset and liability management in banks-Reference-Cited by-同舟云学术

Application of constraint logic programming to asset and liability management in banks

Published:1991-05 Issue:2 Volume:4 Page:107-116
ISSN:0921-2736
Container-title:Computer Science in Economics and Management
language:en
Short-container-title:Computer Science in Economics and Management

Author:

Broek Johan M.,Daniels Hennie A. M.

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Link

http://link.springer.com/content/pdf/10.1007/BF00436285.pdf

Reference8 articles.

1. Berthier, F., Managing underlying assumptions of a financial planning model in CHIP, Technical Report TR-LP-39, ECRC, 1988.

2. Broek, J.M., Applications of constraint logic programming to asset and liability management. Internal Memo 2, ITK, 1989.

3. Dincbas, M., van Hentenryck, P., Simonis, H., Aggoun, A., Graf, T. and Berthier, F. The constraint logic programming language CHIP in Proceedings of the International Conference on Fifth Generation Computer Systems, Tokyo, 1988.

4. Huizer, M.C., The ALM Function: Development and Strategy, in J. Wilson (ed.), Managing Bank Assets and Liabilities, Euromoney Publications, 1988.

5. Kusy, M.I., and Ziemba, W.T., A bank asset and liability management model, Oper. Res., 34, 1986.

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