Financial stability, liquidity risk and income diversification: evidence from European banks using the CAMELS-DEA approach.
Béchir Ben LahouelLotfi TalebYounes Ben ZaiedShunsuke ManagiPublished in: Ann. Oper. Res. (2024)
Keyphrases
- portfolio optimization
- risk management
- financial markets
- commercial banks
- portfolio management
- data envelopment analysis
- financial risk
- portfolio selection
- financial services
- banking industry
- credit risk
- stock market
- problems involving
- risk analysis
- decision making
- factor analysis
- stability analysis
- robust optimization
- risk measures
- investment decisions
- empirical evidence
- risk assessment
- internet banking
- stock price
- financial crisis
- bi objective
- tabu search
- european project
- decision support system
- software projects
- transaction costs
- stock exchange
- early warning
- information technology
- sharpe ratio
- genetic algorithm