A stochastic programming approach to cash management in banking-Reference-Cited by-同舟云学术

A stochastic programming approach to cash management in banking

Published:2009-02 Issue:3 Volume:192 Page:963-974
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Castro Jordi

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference17 articles.

1. Introduction to Stochastic Programming;Birge,1997

2. Multi-stage stochastic linear programs for portfolio optimization;Dantzig;Annals of Operations Research,1993

3. An Introduction to the Bootstrap;Efron,1993

4. Liquidity management with fuzzy qualitative constraints;Gardin;Decision Support Systems,1995

5. Stochastic programming models for money management;Golub;European Journal of Operations Research,1995

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