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Kosmidou, K. and Zopounidis, C. (2002) A Multi-Objective Methodology for Bank Asset Liability Management. In: Pardalos, P.M. and Tsitsiringos, V.K., Eds., Financial Engineering, E-Commerce and Supply Chain, Kluwer Academic Publishers, Alphen aan den Rijn, 139-151.

has been cited by the following article:

• TITLE: A Fractional Programming Problem for Bank Asset and Liability Managemen

  AUTHORS: Ch. Ankhbayar, R. Enkhbat

  KEYWORDS: Asset and Liability Management, Banking, A Fractional Programming Problem

  JOURNAL NAME: iBusiness, Vol.10 No.3, August 13, 2018

  ABSTRACT: The purpose of the paper is to present an Asset Liability Management (ALM) technique which uses a fractional programming model to determine the balance sheet of a commercial bank in Mongolia. We examine the balance sheet of a commercial bank introducing some common ratios used in the Bank. Numerical results were done in case of Mongolia in Central Bank.