Optimizing asset and capital adequacy management in banking

DOI10.1007/s10957-007-9322-xzbMath1141.91020OpenAlexW1998660962MaRDI QIDQ927238

Mark Adam Petersen, Janine Mukuddem-Petersen

Publication date: 4 June 2008

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-007-9322-x

zbMATH Keywords

Stochastic optimizationAssetsBank managementCapital adequacy

Mathematics Subject Classification ID

Stochastic programming (90C15)

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