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Bank asset and liability management under uncertainty · Study

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ArticleBank asset and liability management under uncertainty

Cemal Berk Oğuzsoy1997

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Articlegreen1997

Bank asset and liability management under uncertainty

Cemal Berk Oğuzsoy · Sibel Güven

29 citations·0/0 files stored·European Journal of Operational Research

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Risk and Portfolio Optimization Banking stability, regulation, efficiency Optimization and Mathematical Programming

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References

1959Portfolio Selection: Efficient Diversification of Investments 1994The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming 1986A Bank Asset and Liability Management Model 1971ON THE THEORY OF FINANCIAL INTERMEDIATION 1992Stochastic Network Programming for Financial Planning Problems 1972A Dynamic Model for Bond Portfolio Management 1989Stochastic network optimization models for investment planning 1983Solving stochastic programs with simple recourse

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2011Asset and Liability Management Handbook

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Year1997

Typearticle

Published1997-11-01

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations29

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/s0377-2217(96)00241-x

openalex_workW1978855385

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