Goal Programming Techniques for Bank Asset Liability Management

Other publications that exist on this topic, are mainly focused on the general aspects and methodologies of the field and do not refer extensively to bank ALM. On the other hand the existing books on goal programming techniques do not involve the ALM problem and more specifically the bank ALM one. T...

Full description

Bibliographic Details
Main Authors: Kosmidou, Kyriaki (Author), Zopounidis, Constantin (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Boston, MA : Springer US, 2004.
Series:Applied Optimization, 90
Subjects:
Online Access:Full Text via HEAL-Link
LEADER 02848nam a22005295i 4500
001 978-1-4020-8105-7
003 DE-He213
005 20151204162622.0
007 cr nn 008mamaa
008 100301s2004 xxu| s |||| 0|eng d
020 |a 9781402081057  |9 978-1-4020-8105-7 
024 7 |a 10.1007/b106009  |2 doi 
040 |d GrThAP 
050 4 |a HG1-HG9999 
072 7 |a KFF  |2 bicssc 
072 7 |a BUS027000  |2 bisacsh 
082 0 4 |a 332  |2 23 
100 1 |a Kosmidou, Kyriaki.  |e author. 
245 1 0 |a Goal Programming Techniques for Bank Asset Liability Management  |h [electronic resource] /  |c by Kyriaki Kosmidou, Constantin Zopounidis. 
264 1 |a Boston, MA :  |b Springer US,  |c 2004. 
300 |a XIII, 166 p.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a Applied Optimization,  |x 1384-6485 ;  |v 90 
505 0 |a Review of the asset liability management techniques -- Bank asset liability management methodology -- Application -- Conclusions and future perspectives. 
520 |a Other publications that exist on this topic, are mainly focused on the general aspects and methodologies of the field and do not refer extensively to bank ALM. On the other hand the existing books on goal programming techniques do not involve the ALM problem and more specifically the bank ALM one. Therefore, there is a lack in the existing literature of a comprehensive text book that combines both the concepts of bank ALM and goal programming techniques and illustrates the contribution of goal programming techniques to bank ALM. This is the major contributing feature of this book and its distinguishing characteristic as opposed to the existing literature. This volume would be suitable for academics and practitioners in operations research, management scientists, financial managers, bank managers, economists and risk analysts. The book can also be used as a textbook for graduate courses of asset liability management, financial risk management and banking risks. 
650 0 |a Finance. 
650 0 |a Management. 
650 0 |a Operations research. 
650 0 |a Decision making. 
650 0 |a Management science. 
650 1 4 |a Finance. 
650 2 4 |a Finance, general. 
650 2 4 |a Operations Research, Management Science. 
650 2 4 |a Operation Research/Decision Theory. 
650 2 4 |a Management. 
700 1 |a Zopounidis, Constantin.  |e author. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9781402081040 
830 0 |a Applied Optimization,  |x 1384-6485 ;  |v 90 
856 4 0 |u http://dx.doi.org/10.1007/b106009  |z Full Text via HEAL-Link 
912 |a ZDB-2-SMA 
912 |a ZDB-2-BAE 
950 |a Mathematics and Statistics (Springer-11649)