Resumo

JOAQUI-BARANDICA, Orlando  e  MANOTAS-DUQUE, Diego Fernando. Assets Liability Management: A bibliometric analysis and topic modeling. Entramado [online]. 2022, vol.18, n.1, e201.  Epub 13-Jun-2022. ISSN 1900-3803.  https://doi.org/10.18041/1900-3803/entramado.1.8242.

Assets and Liabilities Management (ALM) has been a topic of interest for decision makers in the private and public sectors. This study shows a systematic review of 416 published research paper; in the Scopus citation index, associated with ALM in a period of time from 1983 to 2021. The main objective is to identify the lines of publication over time, emphasize the journals most associated with the subject, as well as the relevant authors. The tool that was used was Bibliometrix of R, which allowed to identify the bibliometric indicators in the publications. In addition, the work proposes a modeling of themes based on text mining methodologies. The results allow us to conclude that quantitative research has been widely exploited through the 6 themes: Financial risk management, Stochastic modeling, Pension funds, Capital markets and the insurance industry, Mean-variance models, General optimization models. This research allows us to identify gaps in the literature to frame future research.

JEL CLASSIFICATION G10. G21. G22. G30

Palavras-chave : Asset-Liability Management; bibliometric analysis; content analysis; systematic review.

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