A dynamic bank portfolio planning model with multiple scenarios, multiple goals and changing priorities-Reference-Cited by-同舟云学术

A dynamic bank portfolio planning model with multiple scenarios, multiple goals and changing priorities

Published:1987-06 Issue:1 Volume:30 Page:13-23
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Korhonen Antti

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling 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. The management of a commercial bank portfolio: A programming approach;Booth,1971

3. Programming bank portfolios under uncertainty: An extension;Booth;Journal of Bank Research,1972

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

5. A dynamic model for bond portfolio management;Bradley;Management Science,1972

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