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An application of linear programming to commercial bank asset management under certainty and uncertainty
Beighley, Harry Prescott - 1970
Persistent link: https://www.econbiz.de/10001893521
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Hedging under multiple risk constraints
Jiao, Ying; Klopfenstein, Olivier; Tankov, Peter - In: Finance and stochastics 21 (2017) 2, pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
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Scenario optimization asset and liability modeling for endowments with guarantees
Consiglio, Andrea (contributor); Cocco, Flavio (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536992
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Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael - 1998
Persistent link: https://www.econbiz.de/10000672590
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Financial engineering durch Finanzinnovationen : Ertrags- und Risikooptimierung bei Banken und Unternehmen
Cramer, Jürgen - 1993
Persistent link: https://www.econbiz.de/10000859406
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Linear goal programming model for managing balance sheet of a commercial bank
Michnik, Jerzy - In: Multiple criteria decision making : proceedings of the …, (pp. 661-666). 1997
Persistent link: https://www.econbiz.de/10001320320
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A stochastic optimization model for the investment of savings accoount deposits
Forrest, Bruce - In: Selected papers of the Symposium on Operations Research …, (pp. 382-387). 1998
Persistent link: https://www.econbiz.de/10001323308
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Asset liability management for pension funds: elements of Dert's model
Kouwenberg, Roy - In: New operational approaches for financial modelling, (pp. 37-48). 1997
Persistent link: https://www.econbiz.de/10001299235
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On matching book : a problem in banking and corporate finance
Shubik, Martin - In: Management science : journal of the Institute for … 38 (1992) 6, pp. 827-839
Persistent link: https://www.econbiz.de/10001127115
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Modeling international loan portfolios through Linear Programming Discriminant Analysis
Gordon, Kenneth R. - In: Journal of policy modeling : JPMOD ; a social science … 15 (1993) 3, pp. 297-312
Persistent link: https://www.econbiz.de/10001147333