Multiobjective optimization of credit capital allocation in financial institutions
Year of publication: |
December 2016
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Authors: | Mizgier, Kamil J. ; Pasia, Joseph M. |
Published in: |
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies. - Berlin : Springer, ISSN 1435-246X, ZDB-ID 1178875-6. - Vol. 24.2016, 4, p. 801-817
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Subject: | Risk management | Capital allocation | Multiobjective optimization | Cost of capital | OR in banking | Risikomanagement | Kapitalkosten | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Kreditrisiko | Credit risk | Allokation | Allocation | Theorie | Theory | Bank | Portfolio-Management | Portfolio selection | Finanzsektor | Financial sector | Bankrisiko | Bank risk |
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