Network Versus Portfolio Structure in Financial Systems

Loan Portfolio Diversification, Market Structure and Financial Stability of Banks

 The purpose of this study is to investigate the effect of bank loan portfolio diversification and market structure on the financial stability of banks in the countrychr('39')s capital market. In order to achieve the above goal, the financial data of 17 banks have been used as unbalanced panels in the period from 2005 to 2018. In this study, data analysis was performed using fixed effects model...

Modeling Dynamic Production Systems with Network Structure

This paper deals with the problem of optimizing two-stage structure decision making units (DMUs) where the activity and the performance of two-stage DMU in one period effect on its efficiency in the next period. To evaluate such systems the effect of activities in one period on ones in the next term must be considered. To do so, we propose a dynamic DEA approach to measure the performance of su...

Project Portfolio Management in Financial Services: Aligning Systems and Climate

While a number of studies have analysed portfolio management in goods firms, few have focused on the processes and practices within service firms. This research project investigated the attitudes, approach and practices geared towards project portfolio management (PPM) in UK based financial service firms. An exploratory research approach is undertaken via in-depth interviews with key informants...

Financial Portfolio Optimisation

modeling dynamic production systems with network structure

this paper deals with the problem of optimizing two-stage structure decision making units (dmus) where the activity and the performance of two-stage dmu in one period effect on its efficiency in the next period. to evaluate such systems the effect of activities in one period on ones in the next term must be considered. to do so, we propose a dynamic dea approach to measure the performance of su...