Strategic financial management in a multinational financial conglomerate: A multiple goal stochastic programming approach

European Journal of Operational Research

Volumn 128, Issue 2, 2001, Pages 418-434

  Korhonen, Antti ^a  

^a AALTO UNIVERSITY   (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

DECISION MAKING; DECISION THEORY; FINANCE; MATHEMATICAL MODELS; MATHEMATICAL PROGRAMMING; RISK MANAGEMENT; STRATEGIC PLANNING;

MULTINATIONAL FINANCIAL CONGLOMERATES; MULTIPLE GOAL STOCHASTIC PROGRAMMING METHODS;

OPERATIONS RESEARCH;

EID: 0035152554     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(99)00366-5     Document Type: Article

References (7)

1. Bunn D.W., Salo A.A. Forecasting with scenarios. European Journal of Operational Research. 68:1993;291-303.
2. Carino D., Kent T., Myers D., Stacy C., Sylvanus M., Turner A., Watanabe K., Ziemba W. The Russell-Yasuda Kasai model: An asset/liability model for a Japanese insurance company using multi-stage stochastic programming. Interfaces. 24:1994;29-49.
3. Korhonen, A., 1984, 1987. A dynamic bank portfolio planning model with multiple scenarios, multiple goals and changing priorities. Paper presented at the 12th meeting of the European Working Group on Operational Research in Banking (EUROBANKING), Barclays Bank, Ashdown Park, 8-11 May 1984. Reprinted in European Journal of Operational Research 30, 13-23.
4. Kusy M.I., Ziemba W.T. A bank asset and liability management model. Operations Research. 34:1986;356-376.
5. Langen, D., 1989. Strategic Bank Asset Liability Management. A Multi-Objective Decision Model and Decision Support System for Strategic Bank Asset Liability Management. Verlag Peter Lang, Frankfurt am Main.
6. Mulvey J.M., Rosenbaum D.P., Shetty B. Strategic financial risk management and operations research. European Journal of Operational Research. 97:1997;1-16.
7. Mulvey J.M., Ziemba W.T. Asset and liability allocation in a global environment. Jarrow R.A., Maksimovic V., Ziemba W.T. Handbooks in Operations Research and Management Science, vol. 9, Finance. 1995;435-463 Elsevier, Amsterdam.