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A dynamic bank portfolio planning model with multiple scenarios, multiple goals and changing priorities

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  • Korhonen, Antti

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  • Korhonen, Antti, 1987. "A dynamic bank portfolio planning model with multiple scenarios, multiple goals and changing priorities," European Journal of Operational Research, Elsevier, vol. 30(1), pages 13-23, June.
    • Handle: RePEc:eee:ejores:v:30:y:1987:i:1:p:13-23
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    Cited by:

    1. Glensk, Barbara & Madlener, Reinhard, 2011. "Dynamic Portfolio Selection Methods for Power Generation Assets," FCN Working Papers 16/2011, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
    2. Ostermark, Ralf & Skrifvars, Hans & Westerlund, Tapio, 2000. "A nonlinear mixed integer multiperiod firm model," International Journal of Production Economics, Elsevier, vol. 67(2), pages 183-199, September.
    3. Freeman Brobbey Owusu & Abdul Latif Alhassan, 2021. "Asset‐Liability Management and bank profitability: Statistical cost accounting analysis from an emerging market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1488-1502, January.
    4. Mark Gorskiy & Andrey Rudakov & Alexander Yemelyanov, 2022. "Optimization of Credit Activity of a Commercial Bank Based on a Parametric Model," Academic Journal of Interdisciplinary Studies, Richtmann Publishing Ltd, vol. 11, January.
    5. Korhonen, Antti, 2001. "Strategic financial management in a multinational financial conglomerate: A multiple goal stochastic programming approach," European Journal of Operational Research, Elsevier, vol. 128(2), pages 418-434, January.
    6. Güven, S. & Persentili, E., 1997. "A linear programming model for bank balance sheet management," Omega, Elsevier, vol. 25(4), pages 449-459, August.
    7. Barbara Glensk & Reinhard Madlener, 2013. "Multi-period portfolio optimization of power generation assets," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 23(4), pages 20-38.

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