LP modeling for asset-liability management: A survey of choices and simplifications

Operations Research

Volumn 53, Issue 2, 2005, Pages 181-196

  Sodhi, Manmohan S ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

Finance: Portfolio; Financial institutions: Banks; Information systems: Decision support systems; Programming: Linear

Indexed keywords

CONSTRAINT THEORY; COSTS; DECISION SUPPORT SYSTEMS; FINANCE; LINEAR PROGRAMMING; MATHEMATICAL MODELS; STOCHASTIC CONTROL SYSTEMS;

BANKS; FINANCIAL INSTITUTIONS; INFORMATION SYSTEMS; PORTFOLIO;

OPERATIONS RESEARCH;

EID: 18744372154     PISSN: 0030364X     EISSN: None     Source Type: Journal    
DOI: 10.1287/opre.1040.0185     Document Type: Review

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