Tektas, Arzu; Ozkan-Gunay, E. Nur; Gunay, Gokhan - In: Journal of Risk Finance 6 (2005) March, pp. 135-149
Purpose – An efficient asset-liability management requires maximizing banks' profit as well as controlling and lowering various risks. This multi-objective decision problem aims to reach goals such as maximization of liquidity, revenue, capital adequacy, and market share subject to financial,...