SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

An optimization scenario methodology for bank asset liability management · Study

ArticleShelves

ArticleAn optimization scenario methodology for bank asset liability management

Kyriaki V. Kosmidou2002

Article2002

An optimization scenario methodology for bank asset liability management

Kyriaki V. Kosmidou · Constantin Zopounidis

15 citations·0/0 files stored·Operational Research

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Banking stability, regulation, efficiency Risk Management in Financial Firms Risk and Portfolio Optimization

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 15 citations exist upstream.

References

1959Portfolio Selection: Efficient Diversification of Investments 1998Worldwide asset and liability modeling 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 1961Inter-Temporal Analysis and Optimization of Bank Portfolios 1967LINEAR PROGRAMMING AND OPTIMAL BANK ASSET MANAGEMENT DECISIONS

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1997Bank asset and liability management under uncertaintyarticle · 9 shared references 2014Modeling asset allocation and liability composition for Indian banksarticle · 7 shared references 1986A Bank Asset and Liability Management Modelarticle · 5 shared references 1998Formulation of the Russell-Yasuda Kasai Financial Planning Modelarticle · 5 shared references 2003Financial planning via multi-stage stochastic optimizationarticle · 5 shared references 2005LP Modeling for Asset-Liability Management: A Survey of Choices and Simplificationsarticle · 5 shared references

Details

Year2002

Typearticle

Published2002-05-01

VenueOperational Research

ISSN-L1109-2858

Languageen

Citations15

Files0 public / 0

ShelfBanking stability, regulation, efficiency

Identifiers

doi10.1007/bf02936331

openalex_workW1988224065

Links

Imported from OpenAlex (CC0) — nothing here is generated.