Alternate programming structures for bank portfolios-Reference-Cited by-同舟云学术

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Alternate programming structures for bank portfolios

Published:1979-04 Issue:1 Volume:3 Page:67-82
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Booth G.Geoffrey,Dash Gordon H.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference16 articles.

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

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

3. Linear programming and optimal bank asset management decisions;Cohen;Journal of Finance,1967

4. Programming bank portfolio under uncertainty;Cohen;Journal of Bank Research,1970

5. A multiobjective linear programming model for commercial bank balance sheet management;Eatman,1976

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1. An Optimization Model of Asset-Liability Portfolio of Commercial Banks Based on LSSC Model;Operations Research and Fuzziology;2024

2. Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review;Annals of Operations Research;2015-03-14

3. Financial portfolio management through the goal programming model: Current state-of-the-art;European Journal of Operational Research;2014-04

4. Multiperiod mean-variance efficient portfolios with endogenous liabilities;Quantitative Finance;2011-10

5. Asset and liability management in financial crisis;The Journal of Risk Finance;2005-04

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