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...

Structural weaknesses and recent crises increased the fragility of the Turkish banking system. Consequently, 25% of the domestic commercial banks were taken by SDIF between 1997 and 2001. This study assesses the technical efficiency of nonpublic commercial banks between 1990 and 2001 following...

Purpose – The recent financial crises in the world have brought attention to the need for a new international financial architecture which rests on crisis prevention, crisis prediction and crisis management. It is therefore both desirable and vital to explore new predictive techniques for...