Decision model and analysis for investment interest expense deduction and allocation
DOI10.1016/j.ejor.2008.12.012zbMath1183.90237OpenAlexW1996380664MaRDI QIDQ2379558
Zu-Hsu Lee, Beixin Lin, James G. S. Yang, Shiming Deng
Publication date: 19 March 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2008.12.012
linear programmingnonlinear programmingOR in strategic planningincome taxinvestment interest expense
Nonlinear programming (90C30) Linear programming (90C05) Management decision making, including multiple objectives (90B50) Production theory, theory of the firm (91B38) Macroeconomic theory (monetary models, models of taxation) (91B64)
Related Items (2)
Cites Work
- Unnamed Item
- An O(n) algorithm for quadratic knapsack problems
- An algorithm for a singly constrained class of quadratic programs subject upper and lower bounds
- Integrating optimal annuity planning with consumption-investment selections in retirement planning
- The performance of stochastic dynamic and fixed mix portfolio models
- Optimal consumption and investment problems under GARCH with transaction costs
- Resource allocation with wobbly functions
- A survey on the continuous nonlinear resource allocation problem
- Markov control processes with randomized discounted cost
- Robust optimal control for a consumption-investment problem
- Dynamic Version of the Economic Lot Size Model
- Multiperiod Financial Planning
- A Parallel Projection for the Multicommodity Network Model
- Solving ALM problems via sequential stochastic programming
- Quasi-Newton Updates with Bounds
- The Fair Resource Allocation Problem with Submodular Constraints
- Simple Ranking Methods for Allocation of One Resource
- A polynomially bounded algorithm for a singly constrained quadratic program
- Disaggregation and Resource Allocation Using Convex Knapsack Problems with Bounded Variables
- Massively Parallel Algorithms for Singly Constrained Convex Programs
- Lower and Upper Bounds for the Allocation Problem and Other Nonlinear Optimization Problems
- A modified Silver–Meal heuristic for dynamic lot sizing under incremental quantity discounts
- A Branch and Bound Algorithm for Integer Quadratic Knapsack Problems
- The Nonlinear Resource Allocation Problem
- Near-Optimal Solution of Generalized Resource Allocation Problems with Large Capacities
- LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications
- Convex separable minimization subject to bounded variables
- Optimal investment strategy for defined contribution pension schemes
- Efficient resource allocation with non-concave objective functions
This page was built for publication: Decision model and analysis for investment interest expense deduction and allocation