Goal Programming Techniques for Bank Asset Liability Management

• 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: Finance.; Management.; Operations research.; Decision making.; Management science.; Finance, general.; Operations Research, Management Science.; Operation Research/Decision Theory.

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...

Table of Contents:

• Review of the asset liability management techniques
• Bank asset liability management methodology
• Application
• Conclusions and future perspectives.