Multiple-criteria cash-management policies with particular liquidity terms

[1]  Francisco Salas-Molina,et al.  Empowering cash managers to achieve cost savings by improving predictive accuracy , 2016, 1605.04219.

[2]  Bernell K. Stone,et al.  The Use of Forecasts and Smoothing in Control-Limit Models for Cash Management , 1972 .

[3]  V. Srinivasan,et al.  Deterministic cash flow management: State of the art and research directions , 1986 .

[4]  Fouad Ben Abdelaziz,et al.  Multi-objective stochastic programming for portfolio selection , 2007, Eur. J. Oper. Res..

[5]  Davide La Torre,et al.  The Stochastic Goal Programming Model: Theory and Applications , 2012 .

[6]  George M. Constantinides,et al.  Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time , 1978, Oper. Res..

[7]  Fionnuala M. Gormley,et al.  The utility of cash flow forecasts in the management of corporate cash balances , 2007, Eur. J. Oper. Res..

[8]  Marcelo Seido Nagano,et al.  Stochastic Cash Flow Management Models: A Literature Review Since the 1980s , 2015 .

[9]  B. Stone,et al.  Daily Cash Forecasting and Seasonal Resolution: Alternative Models and Techniques for Using the Distribution Approach , 1985, Journal of Financial and Quantitative Analysis.

[10]  A. Charnes,et al.  Chance-Constrained Programming , 1959 .

[11]  Francisco Salas-Molina,et al.  Risk-sensitive control of cash management systems , 2020, Oper. Res..

[12]  Marcelo Seido Nagano,et al.  Evolutionary models in cash management policies with multiple assets , 2014 .

[13]  C. Romero,et al.  Multiple Criteria Decision Making and its Applications to Economic Problems , 1998 .

[14]  Cash efficiency for bank branches , 2013, SpringerPlus.

[15]  A. Charnes,et al.  Goal programming and multiple objective optimizations: Part 1 , 1977 .

[16]  Davide La Torre,et al.  Financial portfolio management through the goal programming model: Current state-of-the-art , 2014, Eur. J. Oper. Res..

[17]  Stefano Baccarin,et al.  Optimal impulse control for a multidimensional cash management system with generalized cost functions , 2009, Eur. J. Oper. Res..

[18]  E. Fama,et al.  CASH BALANCE AND SIMPLE DYNAMIC PORTFOLIO PROBLEMS WITH PROPORTIONAL COSTS , 1969 .

[19]  Juan A. Rodríguez-Aguilar,et al.  Boundless multiobjective models for cash management , 2018, The Engineering Economist.

[20]  H. Pastijn.  Handbook of critical issues in goal programming: Carlos Romero Pergamon Press, Oxford, 1990, xi + 124 pages, £25.00, ISBN 008 0406610 , 1992 .

[21]  G. Gregory,et al.  Cash flow models: A review , 1976 .

[22]  Asier Ibeas,et al.  Model predictive control of cash balance in a cash concentration and disbursements system , 2016, J. Frankl. Inst..

[23]  Alberto Bemporad,et al.  Control of systems integrating logic, dynamics, and constraints , 1999, Autom..

[24]  Juan A. Rodríguez-Aguilar,et al.  A multi-objective approach to the cash management problem , 2018, Ann. Oper. Res..

[25]  Thomas W. Miller,et al.  Daily Cash Forecasting with Multiplicative Models of Cash Flow Patterns , 1987 .

[26]  F. J. Lobillo,et al.  Sound branch cash management for less: A low-cost forecasting algorithm under uncertain demand , 2017 .

[27]  Enrique Ballestero,et al.  Stochastic goal programming: A mean-variance approach , 2001, Eur. J. Oper. Res..

[28]  J Figueira,et al.  Stochastic Programming , 1998, J. Oper. Res. Soc..

[29]  Juan A. Rodríguez-Aguilar,et al.  Empowering cash managers through compromise programming , 2018 .

[30]  Merton H. Miller,et al.  A Model of the Demand for Money by Firms , 1966 .

[31]  Markku Penttinen,et al.  Myopic and stationary solutions for stochastic cash balance problems , 1991 .