| 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.