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Schultz, R. and Tiedemann, S. (2004) Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integers Recourse. SIAM Journal on Optimization, 14, 115-138.
https://doi.org/10.1137/S1052623402410855

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.