Combining Goal Programming Model With Simulation Analysis For Bank Asset Liability Management

DOI10.1080/03155986.2004.11732701OpenAlexW2400788038MaRDI QIDQ6039368

Kyriaki Kosmidou, Constantin Zopounidis

Publication date: 5 May 2023

Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03155986.2004.11732701

zbMATH Keywords

optimizationgoal programmingbankingsimulation analysisasset and liability management

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review ⋮ Financial portfolio management through the goal programming model: current state-of-the-art

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