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Zeng, Y. and Li, Z. (2011) Asset Liability Management under Benchmark and Mean-Variance Criteria in a Jump Diffusion Market. Journal of Systems Science and Complex, 24, 317-327.
https://doi.org/10.1007/s11424-011-9105-1

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.