Robust Goal Programming as a Novelty Asset Liability Management Modeling in Non-Financial Companies: A Systematic Literature Review
In addressing asset-liability management (ALM) problems, goal programming (GP) has been widely applied to integrate multiple objectives. However, it is inadequate in handling data changes in ALM caused by interest rate fluctuations. Therefore, a more robust and improved ALM optimization method is ne...
| Published in: | Computation |
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| Main Author: | |
| Format: | Review |
| Language: | English |
| Published: |
Multidisciplinary Digital Publishing Institute (MDPI)
2024
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| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85210557662&doi=10.3390%2fcomputation12110220&partnerID=40&md5=ce14ff464fe2e441236da02a6f38d3e5 |