Combining goal programming model with simulation analysis for bank Asset Liability Management

INFOR

Volumn 42, Issue 3, 2004, Pages 175-187

  Kosmidou, Kyriaki ^a   Zopounidis, Constantin ^a  

^a TECHNICAL UNIVERSITY OF CRETE   (Greece)

Author keywords

Asset and liability management; Banking; Goal programming; Optimization; Simulation analysis

Indexed keywords

COMPUTER SIMULATION; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; OPTIMIZATION; RANDOM PROCESSES; SENSITIVITY ANALYSIS;

ASSET AND LIABILITY MANAGEMENT; BANKING; GOAL PROGRAMMING; SIMULATION ANALYSIS;

MATHEMATICAL PROGRAMMING;

EID: 16244420699     PISSN: 03155986     EISSN: None     Source Type: Journal    
DOI: 10.1080/03155986.2004.11732701     Document Type: Article

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