Article ID: | iaor1992191 |
Country: | United Kingdom |
Start Page Number: | 149 |
End Page Number: | 157 |
Publication Date: | Aug 1991 |
Journal: | Operations Research Letters |
Authors: | Vassiloglou M., Giokas D., Brillis A., Prastacos G. |
Keywords: | programming: mathematical |
Assets and liabilities management has always been of primary importance to a commercial bank. This paper presents the development of a number of mathematical programming models over a period of approximately 4 years, in order to address this problem in the Commerical Bank of Greece.