Risk-return optimization of the bank portfolio
Year of publication: |
2003
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Authors: | Theiler, Ursula |
Published in: |
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables. - Berlin : Springer, ISBN 3-540-00387-8. - 2003, p. 14-19
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Subject: | Bilanzstrukturmanagement | Asset-liability management | Bank | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Risikomaß | Risk measure |
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