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A multiobjective model for bank asset liability management : the case of a Tunisian bank
Chakroun, Fatma; Abid, Fathi - In: The IUP journal of financial risk management : IJFRM 10 (2013) 4, pp. 35-56
Persistent link: https://www.econbiz.de/10010375515
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A Multiobjective Model for Bank Asset Liability Management : The Case of a Tunisian Bank
Chakroun, Fatma - 2014
This paper presents the application of a Goal Programming (GP) model to develop an Asset Liability Management (ALM) strategy from a balance sheet of a Tunisian commercial bank. The model determines the optimal structure of the balance sheet for the year 2007. To reach the objective, the paper...
Persistent link: https://www.econbiz.de/10013050758
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Goal programming techniques for bank asset liability management
Kosmidou, Kyriaki; Zopounidis, Constantin - 2004
Persistent link: https://www.econbiz.de/10002120327
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Integrated risk management : risk aggregation and allocation using intelligent systems
Mitschele, Andreas; Schlottmann, Frank; Seese, Detlef - In: Computational methods in financial engineering : essays …, (pp. 317-342). 2008
Persistent link: https://www.econbiz.de/10003669726
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Bank capital adequacy requirements and risk-taking behavior in Tunisia : a simultaneous equations framework
Ben Bouheni, Faten; Rachdi, Houssem - In: The journal of applied business research 31 (2015) 1, pp. 231-238
Persistent link: https://www.econbiz.de/10010502634
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A hybrid AHP-ELECTRE I multicriteria model for performance assessment and team selection
Khatrouch, Ikram; Kermad, Lyes; El Mhamedi, Abderrahmen; … - In: Organizational productivity and performance …, (pp. 115-127). 2017
Persistent link: https://www.econbiz.de/10011568347
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Multi-criteria approach for assessing the logistics performance of industrial purchase : empirical study of Tunisian manufacturing company
Ammar, Sawssen Ben; Loukil Moalla, Taicir; Dhiaf, … - In: International journal of applied management science 10 (2018) 1, pp. 44-58
Persistent link: https://www.econbiz.de/10011880059
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Proposition of a methodological framework for measuring innovation capacity of Tunisian companies
Ben Rejeb, Helmi; Ben Younes, Mohamed Arbi - In: International journal of technology, policy and … 18 (2018) 2, pp. 89-124
Persistent link: https://www.econbiz.de/10011885661
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Sustainability performance assessment of Tunisian public transport companies : AHP and ANP approaches
Daimi, Sarra; Rebai, Sonia - In: Socio-economic planning sciences : the international … 89 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014434688
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Banking firm, equity and value at risk
Broll, Udo; Sobiech, Anna; Wahl, Jack E. - In: Contemporary economics 6 (2012) 4, pp. 50-53
The paper focuses on the interaction between the solvency probability of a banking firm and the diversification potential of its asset portfolio when determining optimal equity capital. The purpose of this paper is to incorporate value at risk (VaR) into the firm-theoretical model of a banking...
Persistent link: https://www.econbiz.de/10009768157