Goal Programming Techniques for Bank Asset Liability Management

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. T...

Full description

Bibliographic Details
Main Authors: Kosmidou, Kyriaki, Zopounidis, Constantin (Author)
Format: eBook
Language:English
Published: New York, NY Springer US 2004, 2004
Edition:1st ed. 2004
Series:Applied Optimization
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
LEADER 02270nmm a2200349 u 4500
001 EB000616068
003 EBX01000000000000000469150
005 00000000000000.0
007 cr|||||||||||||||||||||
008 140122 ||| eng
020 |a 9781402081057 
100 1 |a Kosmidou, Kyriaki 
245 0 0 |a Goal Programming Techniques for Bank Asset Liability Management  |h Elektronische Ressource  |c by Kyriaki Kosmidou, Constantin Zopounidis 
250 |a 1st ed. 2004 
260 |a New York, NY  |b Springer US  |c 2004, 2004 
300 |a XIII, 166 p  |b online resource 
505 0 |a Review of the asset liability management techniques -- Bank asset liability management methodology -- Application -- Conclusions and future perspectives 
653 |a Finance 
653 |a Operations Research, Management Science 
653 |a Operations research 
653 |a Management science 
653 |a Management 
653 |a Financial Economics 
653 |a Operations Research and Decision Theory 
700 1 |a Zopounidis, Constantin  |e [author] 
041 0 7 |a eng  |2 ISO 639-2 
989 |b SBA  |a Springer Book Archives -2004 
490 0 |a Applied Optimization 
028 5 0 |a 10.1007/b106009 
856 4 0 |u https://doi.org/10.1007/b106009?nosfx=y  |x Verlag  |3 Volltext 
082 0 |a 332 
520 |a 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