Evolving economy bank asset-liability an
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Gordon H. Dash Jr.; Nina Kajiji
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Article
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2002
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John Wiley and Sons
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English
β 173 KB
## Abstract Quantitative modelling of the assetβliability management (ALM) problem faced by banking institutions is reexamined in this paper. The model presented here joins stochastic programming with nonβlinear goal programming (SNGP). A bank optimization model with multiple objectives, multiple n