The comprehensive financial risk management in a bank : stochastic goal programming optimization
Year of publication: |
2003
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Authors: | Michnik, Jerzy |
Published in: |
Multi-objective programming and goal programming : theory and applications ; [proceedings of the Fifth International Conference on Multi-Objective Programming: Theory & Applications (MOPGP'02), held in Nara, Japan on June 4 - 7, 2002]. - Berlin : Springer, ISBN 3-540-00653-2. - 2003, p. 367-373
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Subject: | Bankrisiko | Bank risk | Risikomanagement | Risk management | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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