Optimization of fixed-income portfolios based on asset-liability and risk management in commercial banks : master's thesis

Kamšek, Izidor Erazem (author), Lončarski, Igor (mentor), Marinč, Matej (member of the commission for defense), Masten, Igor (member of the commission for defense)

• Language: English
• Keywords: capital market, commercial banks, portfolio, yield, assets, risk management, optimization
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: EF - School of Economics and Business
• Place of publishing: Ljubljana
• Publisher: I. E. Kamšek
• Year: 2025
• Number of pages: 1 spletni vir (1 datoteka PDF (V, 63, 17 str.)
• PID: 20.500.12556/RUL-177097
• UDC: 336
• COBISS.SI-ID: 257517571
• Publication date in RUL: 16.12.2025

Secondary language

• Language: Slovenian
• Title: Optimizacija portfeljev naložb z nespremenljivim donosom na podlagi upravljanja sredstev in obveznosti in obvladovanja tveganj v poslovnih bankah
• Keywords: trg kapitala, komercialne banke, portfolio, donos, sredstva, obvladovanje tveganj, optimizacija