Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
권호 표지

A GOAL PROGRAMMING MODEL FOR THE BEST POSSIBLE SOLUTION TO LOAN ALLOCATION PROBLEMS

  • Sharma, Dinesh-K. (Department of Business, Management and Accounting, University of Maryland Eastern shore) ;
  • Ghosh, Debasis (National Informatics Centre, Ministry of Information Technology) ;
  • Alade, Julius-A. (Department of Business, Management and Accounting, University of Maryland Eastern Shore)
  • Published : 2002.12.01

⟨ Previous Next ⟩

Abstract

In this paper, we propose a multi-Criteria decision making approach to address the problem of finding the best possible solution in credit unions. Sensitivity analysis on the priority structure of the goals has been performed to obtain all possible solutions. The study uses the Euclidean distance method to measure distances of all possible solutions from the identified ideal solution. The possible optimum solution is determined from the minimum distance between the ideal solution and other possible solutions of the Problem.

Keywords

References

  1. Long Range Planning v.22 no.17 Financial planning using goal programming R.G.Baston
  2. European Journal of Operational Research v.41 no.3 Managing interest-rate risk in banking institutions G.G.Booth;W.Bessler;W.G.Foote
  3. Omega v.17 no.1 Goal programming models for managing interest-rate risk G.G.Booth;W.Bessler
  4. Management Models and Industrial Application of Linear Programming A.Charnes;W.W.Cooper
  5. European Journal of Operational Research v.50 no.1 A goal programming model for bank assets and liabilties management D.Giokas;M.Vassiloglou
  6. Lexington Books Goal Programming and Extensions J.P.Ignizio
  7. Omega v.8 no.2 Financial planning using goal programming A.H.Kvanli
  8. Goal programming for decision analysis S.M.Lee
  9. Journal of Portfolio Management v.6 Goal programming for portfolio selection S.M.Lee;D.L.Chesser
  10. Journal of Finance v.28 Optimizing the portfolio selection for mutual funds S.M.Lee;A.J.Lerro
  11. 1970-1982, European Journal of Operational Research v.25 A survey of Generalized Goal Programming C.Romero
  12. Computers and Operations Research v.20 no.7 Allocating total wealth;a goal programming approach M.J.Schniederjans;T.S.Zorn;R.R.Johnson
  13. Journal of Commercial Bank Lending v.59 no.6 Commercial bank portfolio management with multiple objectives C.W.Sealy,Jr.
  14. Indian Journal of Finance and Research v.7 no.2 Optimal portfolio selection: a goal programming approach J.K.Sharma;D.K.Sharma;J.O.Adeyeye
  15. Proceedings of Southeast Decision Sciences Institute at Charlotte An exploration of finding best possible solution to loan allocation problem in credit unions: a goal programming approach Dinesh K. Sharma,;Debasis Ghosh;Julius A. Alade
  16. Journal of Economics and Business v.31 no.1 Equitable allocation of credit union net revenues: a goal programming approach M.C.Walker;G.C.Chandler