Multiobjective optimization of credit capital allocation in financial institutions
Kamil J. Mizgier, Joseph M. Pasia
| 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 | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Risikomanagement | Kapitalkosten | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Allokation | Allocation | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10100-015-0384-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011688484