How to cite this paper
Rezaei, S., Ameleh, K., Ramezanzadeh, A., Nasrabadi, M & Rezaei, B. (2013). Effective factors on optimizing banks’ balance sheet using fuzzy analytical hierarchy process.Management Science Letters , 3(11), 2781-2786.
Refrences
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Azar, A., & Faraji, H. (2007). Fuzzy Science Management, Mehraban pub, Tehran [In Persian].
Basel Committee on Banking Supervision (2002). Consultative Documents of the Basel Committee on Banking Supervision, the Basel New Capital Accord.
Buckley, J. J. (1985). The multiple judge multiple criteria ranking problem: A fuzzy set approach. Fuzzy Sets and Systems, 13, 25–37.
Buckley, J. J., Feuring, T., & Hayashi, Y. (2001). Theory and methodology: Fuzzy. Hierarchical analysis revisited. European Journal of Operational Research, 129, 48–64.
Che, Z., Wang, H. S., & Chuang, C. L. (2010). A fuzzy AHP and DEA approach for making bank loan decisions for small and medium enterprises in Taiwan. Expert Systems with Applications, 37(10), 7189-7199.
Gerstner, T., Griebel, M., Holtz, M., Goschnick, R., & Haep, M. (2008). A general asset–liability management model for the efficient simulation of portfolios of life insurance policies. Insurance: Mathematics and Economics,42(2), 704-716.
Ghodsipour, S. H. (2006). Analytical hierarchy Process, Amirkabir University Pub, Tehran.
Hussain, M. & Gunasekaran, A. (2002). An institutional perspective of non-financial management accounting measures: A review of the financial services industry. Managerial Auditing Journal, 17(9), 518–536.
Jung, H. (2011). A fuzzy AHP–GP approach for integrated production-planning considering manufacturing partners. Expert systems with Applications, 38(5), 5833-5840.
Karimi, M. (2006). Optimizing bank assets & liabilities by AHP and goal programming. (Case study: Karafarin Bank, (Master & apos; s thesis).
Ketabi, S., Haghshenas, A. & Hadadian, A. (2008). Multi-Criteria selection of suppliers using FAHP. Islamic Center of Computer Sciences.
Kosmidou, K., & Zopounidis, C. (2004). Combining goal programming model with simulation analysis for bank asset liability management. INFOR, 42(3), 175-187.
Li, S., Liu, F., Liu, S., & Whitmore, G. A. (2001).Comparative performance of Chinese commercial banks, findings and policy implications, Reviews of Quantities Finance and Accounting, 16,149–170.
Saaty, T. L. (1980). The analytic hierarchy process. McGraw-Hill
Secme, N. Bayrakdaroglu, A., & Kahraman, C. (2009). Fuzzy performance evaluation in Turkish Banking Sector using Analytic Hierarchy Process and TOPSIS. Expert Systems with Applications, 36, 11699–11709
Thevaranjan, A., Joseph, K., & Srinivasan, D. (1999). Managerial myopia and non financial measures: The case of customer satisfaction mitigating hard-selling. Managerial Accounting Research Conference, Orlando.
Wang, Y. M., & Chin, K. S. (2011). Fuzzy analytic hierarchy process: A logarithmic fuzzy preference programming methodology. International Journal of Approximate Reasoning, 52(4), 541-553.
Azar, A., & Faraji, H. (2007). Fuzzy Science Management, Mehraban pub, Tehran [In Persian].
Basel Committee on Banking Supervision (2002). Consultative Documents of the Basel Committee on Banking Supervision, the Basel New Capital Accord.
Buckley, J. J. (1985). The multiple judge multiple criteria ranking problem: A fuzzy set approach. Fuzzy Sets and Systems, 13, 25–37.
Buckley, J. J., Feuring, T., & Hayashi, Y. (2001). Theory and methodology: Fuzzy. Hierarchical analysis revisited. European Journal of Operational Research, 129, 48–64.
Che, Z., Wang, H. S., & Chuang, C. L. (2010). A fuzzy AHP and DEA approach for making bank loan decisions for small and medium enterprises in Taiwan. Expert Systems with Applications, 37(10), 7189-7199.
Gerstner, T., Griebel, M., Holtz, M., Goschnick, R., & Haep, M. (2008). A general asset–liability management model for the efficient simulation of portfolios of life insurance policies. Insurance: Mathematics and Economics,42(2), 704-716.
Ghodsipour, S. H. (2006). Analytical hierarchy Process, Amirkabir University Pub, Tehran.
Hussain, M. & Gunasekaran, A. (2002). An institutional perspective of non-financial management accounting measures: A review of the financial services industry. Managerial Auditing Journal, 17(9), 518–536.
Jung, H. (2011). A fuzzy AHP–GP approach for integrated production-planning considering manufacturing partners. Expert systems with Applications, 38(5), 5833-5840.
Karimi, M. (2006). Optimizing bank assets & liabilities by AHP and goal programming. (Case study: Karafarin Bank, (Master & apos; s thesis).
Ketabi, S., Haghshenas, A. & Hadadian, A. (2008). Multi-Criteria selection of suppliers using FAHP. Islamic Center of Computer Sciences.
Kosmidou, K., & Zopounidis, C. (2004). Combining goal programming model with simulation analysis for bank asset liability management. INFOR, 42(3), 175-187.
Li, S., Liu, F., Liu, S., & Whitmore, G. A. (2001).Comparative performance of Chinese commercial banks, findings and policy implications, Reviews of Quantities Finance and Accounting, 16,149–170.
Saaty, T. L. (1980). The analytic hierarchy process. McGraw-Hill
Secme, N. Bayrakdaroglu, A., & Kahraman, C. (2009). Fuzzy performance evaluation in Turkish Banking Sector using Analytic Hierarchy Process and TOPSIS. Expert Systems with Applications, 36, 11699–11709
Thevaranjan, A., Joseph, K., & Srinivasan, D. (1999). Managerial myopia and non financial measures: The case of customer satisfaction mitigating hard-selling. Managerial Accounting Research Conference, Orlando.
Wang, Y. M., & Chin, K. S. (2011). Fuzzy analytic hierarchy process: A logarithmic fuzzy preference programming methodology. International Journal of Approximate Reasoning, 52(4), 541-553.