Stochastic Simulation Model Development for Facilitating Strategic-Decision-Making in Commercial Banks Utilizing Optimization Techniques
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Authors
Krogager, Erik C.
Issue Date
1976
Type
Thesis
Language
en_US
Keywords
Commercial banking , Stochastic simulation , Strategic bank model
Alternative Title
Abstract
Strategic Bank-models oriented towards optimizing the portfolio mix are increasingly important to Commercial Banks. Previous models have been concentrating only on parts of the investment opportunities and mainly in aggregates. This model focus on all assets and liability accounts and their income/expense effect, integrating related theories into a practical application using decision theory and a new concept of the present-value formula within a linear programming approach balancing profit and liquidity, following user-defined general policies.
Description
This thesis is being archived as a Digitized Shelf Copy for campus access to current students and staff only. We currently cannot provide this open access without the author's permission. If you are the author of this work and desire to provide it open access or wish access removed please contact the Wahlstrom Library to discuss permission.
Citation
E.C. Krogager, "Stochastic Simulation Model Development for Facilitating Strategic-Decision-Making in Commercial Banks Utilizing Optimization Techniques", MBA dissertation, School of Business, Univ. of Bridgeport, Bridgeport, CT, 1976.