A multi-objective approach to the cash management problem

DOI10.1007/s10479-016-2359-1zbMath1398.90162OpenAlexW2548924409MaRDI QIDQ1615974

Francisco Salas-Molina, David Pla-Santamaria, Juan A. Rodríguez-Aguilar

Publication date: 31 October 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/82639

zbMATH Keywords

risk preferencesmulti-objective decision-makingcash management

Mathematics Subject Classification ID

Related Items (8)

On the use of multiple criteria distance indexes to find robust cash management policies ⋮ A probabilistic approach to the stochastic fluid cash management balance problem ⋮ The generalized cash balance problem: optimization‐based one step ahead optimal control ⋮ Selecting the best risk measure in multiobjective cash management ⋮ An analytic derivation of the efficient frontier in biobjective cash management and its implications for policies ⋮ Selecting cash management models from a multiobjective perspective ⋮ A fractional optimal control model for a simple cash balance problem ⋮ A stochastic goal programming model to derive stable cash management policies

Uses Software

• QRM

Cites Work

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