Bank asset and liability management under uncertainty
From MaRDI portal
(Redirected from Publication:1290714)
Recommendations
- Evolving economy bank asset‐liability and risk management under uncertainty with hierarchical objectives and nonlinear pricing
- scientific article; zbMATH DE number 1304959
- Asset/liability management under uncertainty for fixed-income securities
- scientific article; zbMATH DE number 1836451
- Risk‐based Decisions on the Asset Structure of a Bank under Partial Economic Information
- scientific article; zbMATH DE number 1489871
- Optimizing asset and capital adequacy management in banking
- Bank management via stochastic optimal control
- Some problems of mathematical modelling in the management of bank assets
Cites work
- Bank asset and liability management under uncertainty
- Programming under uncertainty: The complete problem
- Short Term Financial Planning under Uncertainty
- Solving discrete stochastic linear programs with simple recourse by the dualplex algorithm
- Solving stochastic programs with simple recourse
- Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition
- Stochastic Network Programming for Financial Planning Problems
- Stochastic network optimization models for investment planning
- Three Asset Cash Balance and Dynamic Portfolio Problems
- Two-Period Stochastic Programs with Simple Recourse
Cited in
(23)- A robust asset and liability management model with empirical analysis
- Bank asset and liability management under uncertainty
- LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications
- Stochastic optimization in asset \& liability management: A model for non-maturing accounts
- Goal programming techniques for bank asset liability management.
- Generating interest rate scenarios for bank asset liability management
- A Method for Strategic Asset-Liability Management with an Application to the Federal Home Loan Bank of New York
- Evolving economy bank asset‐liability and risk management under uncertainty with hierarchical objectives and nonlinear pricing
- An asset-liability management stochastic program of a leasing company.
- Asset and liability management: Recent advances
- Asset/liability management under uncertainty for fixed-income securities
- Asset and liability risk management in financial markets
- On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty
- scientific article; zbMATH DE number 2159127 (Why is no real title available?)
- Management of non-maturing deposits by multistage stochastic programming
- Segmented dynamic optimization model for asset-liability management of commercial banks and its applications
- Risk‐based Decisions on the Asset Structure of a Bank under Partial Economic Information
- Dynamic replication of non-maturing assets and liabilities
- High-Performance Computing for Asset-Liability Management
- A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations
- scientific article; zbMATH DE number 1836451 (Why is no real title available?)
- Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework
- A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision
This page was built for publication: Bank asset and liability management under uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1290714)
