dc.contributor.author | Ginevičius, Romualdas | |
dc.contributor.author | Stankevičienė, Jelena | |
dc.date.accessioned | 2023-09-18T18:31:05Z | |
dc.date.available | 2023-09-18T18:31:05Z | |
dc.date.issued | 2008 | |
dc.identifier.other | (BIS)VGT02-000022156 | |
dc.identifier.uri | https://etalpykla.vilniustech.lt/handle/123456789/128775 | |
dc.description.abstract | The 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.format | PDF | |
dc.format.extent | p. 484-487 | |
dc.format.medium | tekstas / txt | |
dc.language.iso | eng | |
dc.relation.isreferencedby | Conference Proceedings Citation Index - Social Science & Humanities (Web of Science) | |
dc.title | Integrated asset and liability portfolio management as base for development sustainability quantitative description | |
dc.type | Straipsnis konferencijos darbų leidinyje Web of Science DB / Paper in conference publication in Web of Science DB | |
dcterms.references | 4 | |
dc.type.pubtype | P1a - Straipsnis konferencijos darbų leidinyje Web of Science DB / Article in conference proceedings Web of Science DB | |
dc.contributor.institution | Vilniaus Gedimino technikos universitetas | |
dc.contributor.faculty | Verslo vadybos fakultetas / Faculty of Business Management | |
dc.subject.researchfield | S 003 - Vadyba / Management | |
dc.subject.en | Decisions reliability | |
dc.subject.en | Sustainability development | |
dc.subject.en | Integrated assets and liabilities portfolio management | |
dc.subject.en | Risk and uncertainty | |
dcterms.sourcetitle | Marketing and Management Sciences : International Conference on Marketing and Management Sciences 2008 (ICMMS 2008). 23-25 May 2008, Athens, Greece | |
dc.publisher.name | Imperial College Press | |
dc.publisher.city | London | |
dc.identifier.doi | 000284816000091 | |
dc.identifier.doi | 10.1142/9781848165106_0085 | |
dc.identifier.elaba | 3929496 | |