Rodyti trumpą aprašą

dc.contributor.authorGinevičius, Romualdas
dc.contributor.authorStankevičienė, Jelena
dc.date.accessioned2023-09-18T18:31:05Z
dc.date.available2023-09-18T18:31:05Z
dc.date.issued2008
dc.identifier.other(BIS)VGT02-000022156
dc.identifier.urihttps://etalpykla.vilniustech.lt/handle/123456789/128775
dc.description.abstractThe aim of this paper is to present integrated assets and liabilities portfolio selection and management technique, which combines multiple criteria such as portfolio efficiency possibilities, risk of feasible value, guarantee of each possibility and the utility of a subject to determine the asset and liability structure of a commercial bank. Keeping in mind the stochastical nature of the cash flow it becomes obvious how complicated integrated asset-liability management techniques are needed. The model structure is particularly well suited to solve the ALM decision problem in evolving economies where shareholder value maximization is often stated across a multiple goal hierarchy. The result of solving the ALM problems provided significant evidence that the method is viable for development sustainability quantitative description under uncertainty economics.eng
dc.formatPDF
dc.format.extentp. 484-487
dc.format.mediumtekstas / txt
dc.language.isoeng
dc.relation.isreferencedbyConference Proceedings Citation Index - Social Science & Humanities (Web of Science)
dc.titleIntegrated asset and liability portfolio management as base for development sustainability quantitative description
dc.typeStraipsnis konferencijos darbų leidinyje Web of Science DB / Paper in conference publication in Web of Science DB
dcterms.references4
dc.type.pubtypeP1a - Straipsnis konferencijos darbų leidinyje Web of Science DB / Article in conference proceedings Web of Science DB
dc.contributor.institutionVilniaus Gedimino technikos universitetas
dc.contributor.facultyVerslo vadybos fakultetas / Faculty of Business Management
dc.subject.researchfieldS 003 - Vadyba / Management
dc.subject.enDecisions reliability
dc.subject.enSustainability development
dc.subject.enIntegrated assets and liabilities portfolio management
dc.subject.enRisk and uncertainty
dcterms.sourcetitleMarketing and Management Sciences : International Conference on Marketing and Management Sciences 2008 (ICMMS 2008). 23-25 May 2008, Athens, Greece
dc.publisher.nameImperial College Press
dc.publisher.cityLondon
dc.identifier.doi000284816000091
dc.identifier.doi10.1142/9781848165106_0085
dc.identifier.elaba3929496


Šio įrašo failai

FailaiDydisFormatasPeržiūra

Su šiuo įrašu susijusių failų nėra.

Šis įrašas yra šioje (-se) kolekcijoje (-ose)

Rodyti trumpą aprašą