A goal programming model for bank assets and liabilities management-Reference-Cited by-同舟云学术

A goal programming model for bank assets and liabilities management

Published:1991-01 Issue:1 Volume:50 Page:48-60
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Giokas D.,Vassiloglou M.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference26 articles.

1. Small bank balance sheet management: Applying two-stage programming models;Aghili;Journal of Bank Research,1975

2. Alternate programming structures for bank portfolios;Booth;Journal of Banking and Finance,1979

3. Goal programming models for managing interest-rate risk;Booth;Omega,1989

4. Managing interest-rate risk in banking institutions;Booth;European Journal of Operational Research,1989

5. SMEP: A decision support for asset and liability management;Brillis,1988

Cited by 40 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Quantitative trading strategy and portfolio optimization analysis based on LSTM model;Highlights in Business, Economics and Management;2023-06-12

2. Optimal Financial Resource Allocation Using Multiobjective Decision Making Model;Pakistan Journal of Statistics and Operation Research;2023-06-02

3. Bank balance sheet optimization;Reference Module in Social Sciences;2023

4. Asset and Liability Risk Management in Financial Markets;Mindful Topics on Risk Analysis and Design of Experiments;2022

5. Decision Analysis on the Financial Management of Shipping Companies using Goal Programming Model;2021 International Conference on Decision Aid Sciences and Application (DASA);2021-12-07