Details

Autor(en) / Beteiligte

• Kosmidou, Kyriaki
• Zopounidis, Constantin

Titel

Goal Programming Techniques for Bank Asset Liability Management [Elektronische Ressource]

Ist Teil von

• Applied Optimization : 90

Ort / Verlag

Boston, MA : Springer US

Erscheinungsjahr

2004

Link zum Volltext

• Volltext

Link zu anderen Inhalten

• Volltext

Beschreibungen/Notizen

• Other publications that exist on this topic, are mainly focused on the general aspects and methodologies of the field and do not refer extensively to bank ALM. On the other hand the existing books on goal programming techniques do not involve the ALM problem and more specifically the bank ALM one. Therefore, there is a lack in the existing literature of a comprehensive text book that combines both the concepts of bank ALM and goal programming techniques and illustrates the contribution of goal programming techniques to bank ALM. This is the major contributing feature of this book and its distinguishing characteristic as opposed to the existing literature. This volume would be suitable for academics and practitioners in operations research, management scientists, financial managers, bank managers, economists and risk analysts. The book can also be used as a textbook for graduate courses of asset liability management, financial risk management and banking risks