Assets Liability Management: A bibliometric analysis and topic modeling


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.



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This article is the first publication in a national journal (Colombia) of our research work on asset and liability management. The main objective was to identify the lines of research on the subject so that new research can use it as a starting point and obviously fill some gaps.

A pleasure to work with this team

Orlando Joaqui Barandica
Orlando Joaqui Barandica
PhD(C) in Industrial Engineering

My research interests include energy markets, asset and liability management, quantitative finance, applied econometrics and statistical, and data visualization.