The optimal asset and liability portfolio for a financial institution with multiple lines of businesses (Q362038)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The optimal asset and liability portfolio for a financial institution with multiple lines of businesses
scientific article

    Statements

    The optimal asset and liability portfolio for a financial institution with multiple lines of businesses (English)
    0 references
    0 references
    20 August 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    portfolio selection
    0 references
    asset-liability management
    0 references
    capital allocation
    0 references
    optimization
    0 references
    short sale
    0 references
    solvency
    0 references
    0 references