Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio (Q6071066): Difference between revisions

Latest revision as of 18:10, 30 December 2024

scientific article; zbMATH DE number 7771155

Language	Label	Description	Also known as
English	Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio	scientific article; zbMATH DE number 7771155

Statements

instance of

scholarly article

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title

Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio (English)

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International Transactions in Operational Research

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publication date

27 November 2023

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full work available at URL

http://hdl.handle.net/10071/22596

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zbMATH Keywords

asset classification

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backtesting

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IFRS 9

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derivative-free optimization

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sensitivity analysis

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stochastic simulation

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MaRDI profile type

MaRDI publication profile

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cites work

Risk factor analysis and portfolio immunization in the corporate bond market

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The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations

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Some Properties of CIR Processes

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A Theory of the Term Structure of Interest Rates

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Direct Multisearch for Multiobjective Optimization

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Convergence of discretized stochastic (interest rate) processes with stochastic drift term

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Two singular diffusion problems

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A new approach to variable metric algorithms

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A Family of Variable-Metric Methods Derived by Variational Means

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A statistical model for the analysis of ordinal level dependent variables

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A Simplex Method for Function Minimization

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Portfolio selection strategy for fixed income markets with immunization on average

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Safety First and the Holding of Assets

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Conditioning of Quasi-Newton Methods for Function Minimization

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Q5821521

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Asset/liability management under uncertainty for fixed-income securities

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Identifiers

Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6071066

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@@ Property / OpenAlex ID: W3021710837 / rank @@
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@@ Property / cites work @@
+Risk factor analysis and portfolio immunization in the corporate bond market
+Normal rank
@@ Property / cites work @@
+The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
+Normal rank
@@ Property / cites work @@
+Some Properties of CIR Processes
@@ Property / cites work: Some Properties of CIR Processes / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Direct Multisearch for Multiobjective Optimization
+Normal rank
@@ Property / cites work @@
+Convergence of discretized stochastic (interest rate) processes with stochastic drift term
+Normal rank
@@ Property / cites work @@
+Two singular diffusion problems
@@ Property / cites work: Two singular diffusion problems / rank @@
+Normal rank
@@ Property / cites work @@
+A new approach to variable metric algorithms
@@ Property / cites work: A new approach to variable metric algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+A Family of Variable-Metric Methods Derived by Variational Means
+Normal rank
@@ Property / cites work @@
+A statistical model for the analysis of ordinal level dependent variables
+Normal rank
@@ Property / cites work @@
+A Simplex Method for Function Minimization
@@ Property / cites work: A Simplex Method for Function Minimization / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio selection strategy for fixed income markets with immunization on average
+Normal rank
@@ Property / cites work @@
+Safety First and the Holding of Assets
@@ Property / cites work: Safety First and the Holding of Assets / rank @@
+Normal rank
@@ Property / cites work @@
+Conditioning of Quasi-Newton Methods for Function Minimization
+Normal rank
@@ Property / cites work @@
+Q5821521
@@ Property / cites work: Q5821521 / rank @@
+Normal rank
@@ Property / cites work @@
+Asset/liability management under uncertainty for fixed-income securities
+Normal rank
@@ Property / DOI @@
+.1111/ITOR.12976
@@ Property / DOI: 10.1111/ITOR.12976 / rank @@
+Normal rank