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...

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Bibliographic Details
Published in:Computation
Main Author: Wijayanti H.; Supian S.; Chaerani D.; Shuib A.
Format: Review
Language:English
Published: Multidisciplinary Digital Publishing Institute (MDPI) 2024
Online Access:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85210557662&doi=10.3390%2fcomputation12110220&partnerID=40&md5=ce14ff464fe2e441236da02a6f38d3e5

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