Selecting cash management models from a multiobjective perspective

DOI10.1007/S10479-017-2634-9zbMATH Open1408.90152OpenAlexW2751402724MaRDI QIDQ1708528FDOQ1708528

Authors: Francisco Salas-Molina, Pablo Díaz-García, Juan A. Rodriguez-Aguilar 

Publication date: 23 March 2018

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

Full work available at URL: http://hdl.handle.net/10251/152806

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zbMATH Keywords

ROC analysismultiobjectiveoperating conditioncash management models

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Actuarial science and mathematical finance (91G99)

Cites Work

• ROC curves for regression
• Multiple-criteria decision making. Concepts, techniques, and extensions. With the assistance of Yoon-Ro Lee and Antonie Stam
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• Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
• Compromise programming: a utility-based linear-quadratic composite metric from the trade-off between achievement and balanced (non-corner) solutions
• Photovoltaic power plants: a multicriteria approach to investment decisions and a case study in western Spain
• ROC curves in cost space
• Model combination for credit risk assessment: a stacked generalization approach
• A multi-objective approach to the cash management problem

Cited In (6)

• A multi-objective approach to the cash management problem
• On the use of multiple criteria distance indexes to find robust cash management policies
• An analytic derivation of the efficient frontier in biobjective cash management and its implications for policies
• The Multi-Objective Model of Working Capital Optimization
• The utility of cash flow forecasts in the management of corporate cash balances
• Competitive difference analysis of the cash management problem with uncertain demands

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