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

DOI10.1111/itor.12976OpenAlexW3021710837MaRDI QIDQ6071066

Unnamed Author, Pedro Júdice

Publication date: 27 November 2023

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10071/22596

zbMATH Keywords

sensitivity analysisstochastic simulationderivative-free optimizationbacktestingIFRS 9asset classification

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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