Asset-Liability Management (ALM) of banks is defined as simultaneous planning of all bank
assets and liabilities under different conditions and its purpose is to maximize profits and …

Supply-chain network design is a complex task because there are many decisions involved,
and presently, global networks involve many actors and variables, for example, in the …

Одной из центральных задач в управлении портфелем активов с фиксированной
доходностью является иммунизация, т. е. контроль изменения стоимости портфеля при …

Immunization, a control tool for interest rate dependent changes in the value of an asset
portfolio given a similar dependency for a target liability portfolio, is central to portfolio …

Managerial decisions in the area of finance and insurance can often be modeled as
combinatorial optimization problems. It is also frequent that these optimization problems fall …

Asset and Liability Management (ALM) has captured the attention of academics and
financial researchers over the last few decades. On the one hand, we need to try to …