Abstract
In this paper, we describe and illustrate a new tool for the management of bank portfolios. This new tool, Interactive Multiple Goal Programming (IMGP), is certainly not intended to replace management by prescribing how ‘the’ optimal bank portfolio can be found. Instead, IMGP is a systematic procedure for gaining insight into the role of the various conflicts, uncertainties and other complexities inherent in bank portfolio management. On the basis of these new insights and assisted by the procedure, management is able to find new solutions and to get a better idea of the implications of these solutions for the bank’s position.
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© 1985 Springer-Verlag Berlin Heidelberg
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Spronk, J., Zambruno, G. (1985). Interactive Multiple Goal Programming for Bank Portfolio Selection. In: Fandel, G., Spronk, J. (eds) Multiple Criteria Decision Methods and Applications. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-70583-0_14
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DOI: https://doi.org/10.1007/978-3-642-70583-0_14
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-70585-4
Online ISBN: 978-3-642-70583-0
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