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

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  • Korhonen, Antti

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  • Korhonen, Antti, 2001. "Strategic financial management in a multinational financial conglomerate: A multiple goal stochastic programming approach," European Journal of Operational Research, Elsevier, vol. 128(2), pages 418-434, January.
    • Handle: RePEc:eee:ejores:v:128:y:2001:i:2:p:418-434
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    1. Mulvey, John M. & Rosenbaum, Daniel P. & Shetty, Bala, 1997. "Strategic financial risk management and operations research," European Journal of Operational Research, Elsevier, vol. 97(1), pages 1-16, February.
    2. Korhonen, Antti, 1987. "A dynamic bank portfolio planning model with multiple scenarios, multiple goals and changing priorities," European Journal of Operational Research, Elsevier, vol. 30(1), pages 13-23, June.
    3. Bunn, Derek W. & Salo, Ahti A., 1993. "Forecasting with scenarios," European Journal of Operational Research, Elsevier, vol. 68(3), pages 291-303, August.
    4. M. I. Kusy & W. T. Ziemba, 1986. "A Bank Asset and Liability Management Model," Operations Research, INFORMS, vol. 34(3), pages 356-376, June.
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    1. repec:zbw:bofrdp:2008_018 is not listed on IDEAS
    2. Mika Vaihekoski, 2011. "History of financial research and education in Finland," The European Journal of Finance, Taylor & Francis Journals, vol. 17(5-6), pages 339-354.
    3. repec:hhs:bofrdp:2008_018 is not listed on IDEAS
    4. Vaihekoski, Mika, 2008. "History of finance research and education in Finland : the first thirty years," Research Discussion Papers 18/2008, Bank of Finland.
    5. Durbach, Ian N. & Stewart, Theodor J., 2012. "Modeling uncertainty in multi-criteria decision analysis," European Journal of Operational Research, Elsevier, vol. 223(1), pages 1-14.
    6. Durbach, Ian N., 2014. "Outranking under uncertainty using scenarios," European Journal of Operational Research, Elsevier, vol. 232(1), pages 98-108.
    7. Birge, John R. & Júdice, Pedro, 2013. "Long-term bank balance sheet management: Estimation and simulation of risk-factors," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4711-4720.
    8. Ajibola Arewa & John Ayodele Owoputi & Lezaasi Lenee Torbira, 2013. "Financial Statement Management, Liability Reduction and Asset Accumulation: An Application of Goal Programming Model to a Nigerian Bank," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 4(4), pages 83-90, October.
    9. Hualing Lin & Qiubi Sun & Sheng-Qun Chen, 2020. "Reducing Exchange Rate Risks in International Trade: A Hybrid Forecasting Approach of CEEMDAN and Multilayer LSTM," Sustainability, MDPI, vol. 12(6), pages 1-19, March.

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