Evolving economy bank asset‐liability and risk management under uncertainty with hierarchical objectives and nonlinear pricing

DOI10.1002/mcda.331zbMath1060.91059OpenAlexW2077545995MaRDI QIDQ4432711

Nina Kajiji, Gordon H. Jun. Dash

Publication date: 29 October 2003

Published in: Journal of Multi-Criteria Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mcda.331

zbMATH Keywords

uncertaintystochastic programmingbankingnonlinear goal programming

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15)

Related Items (1)

On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios

Cites Work

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