Home  Journals  Finance and Credit  38(374) - 2009 October

A two-step approach to solving the problem of constructing an adequate model

Available online: 11 November 2009

Subject Heading: Bank management

JEL Classification: 

In a paper a review existing mathematical models of optimum control is given by a financial portfolio of commercial bank. The basic purpose of work is construction of adequate model of management by financial resources of bank which would allow receiving the optimum decision without dependence from the period of modeling. Other purpose of the article is to show practical utility and applicability of developed model in practice.

Keywords: two-level model, mathematical programming, problem of optimum control, financial portfolio of commercial bank

View all articles of issue

ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

Journal current issue

Vol. 30, Iss. 3 March 2024

Archive