Goal Programming Techniques for Bank Asset Liability Management (Applied Optimization (90))

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. Audience: 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.

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.

Nowadays, because of the uncertainty and risk that exists due to the integrating financial market and technological innovations, investors often wonder how to invest their assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. front-matter......Page 1 01Introduction......Page 13 02Review of the asset liability management techniques......Page 55 03Bank asset liability management methodology......Page 89 04Application......Page 116 05Conclusions and future perspectives......Page 159 back-matter......Page 165