LOAN PORTFOLIO OPTIMIZATION BY HIERARCHICAL MODEL OF MULTICRITERIAL DECISION MAKING

被引：0

作者：

Kotelevska, J. V. ^{[1
]}

Gadetska, S. V. ^{[2
]}

Hlushko, O. V. ^{[3
]}

机构：

[1] Univ Banking Natl Bank Ukraine, Kharkiv Inst Banking, Dept Banking, Kiev, Ukraine

[2] Univ Banking Natl Bank Ukraine, Kharkiv Inst Banking, Dept Higher Math, Kiev, Ukraine

[3] Univ Banking Natl Bank Ukraine, Kharkiv Inst Banking, Kiev, Ukraine

来源：

FINANCIAL AND CREDIT ACTIVITY-PROBLEMS OF THEORY AND PRACTICE | 2014年 / 1卷 / 16期

关键词：

portfolio; profitability; optimization; credit risk;

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

In the article the possibility of using of the hierarchical model of multicriterial decision making in the process of forming of the optimal loan portfolio of the banking institution is investigated that allows the bank to maximize returns with minimal risks carried him credit transactions in the banking market.

引用

页码：184 / 190

页数：7

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