Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
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 |
ISSN 2311-8709 (Online)
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