scientific article; zbMATH DE number 5221608

zbMATH Open1141.91462MaRDI QIDQ5433014FDOQ5433014

Authors: Zhen Nie, Jinlin Lin, Fei Ren 

Publication date: 18 December 2007

Title of this publication is not available (Why is that?)

Recommendations

• Segmented dynamic optimization model for asset-liability management of commercial banks and its applications
• scientific article; zbMATH DE number 2159127
• Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis
• A stochastic programming approach to cash management in banking
• scientific article; zbMATH DE number 1304957
• scientific article; zbMATH DE number 1304956
• A stochastic programming approach to managing liquid asset portfolios
• Combining Goal Programming Model With Simulation Analysis For Bank Asset Liability Management
• Dynamic stochastic programming for asset-liability management

zbMATH Keywords

stochastic programmingliquidity riskasset and liability management

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited In (8)

• Combining Goal Programming Model With Simulation Analysis For Bank Asset Liability Management
• A stochastic programming approach to managing liquid asset portfolios
• Segmented dynamic optimization model for asset-liability management of commercial banks and its applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Method for Strategic Asset-Liability Management with an Application to the Federal Home Loan Bank of New York
• Title not available (Why is that?)
• Evolving economy bank asset‐liability and risk management under uncertainty with hierarchical objectives and nonlinear pricing

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5433014)