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Generating scenarios for global financial planning systems

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  • Mulvey, John
  • Rush, Robert
  • Sweeney, John

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  • Mulvey, John & Rush, Robert & Sweeney, John, 1998. "Generating scenarios for global financial planning systems," International Journal of Forecasting, Elsevier, vol. 14(2), pages 291-298, June.
    • Handle: RePEc:eee:intfor:v:14:y:1998:i:2:p:291-298
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    References listed on IDEAS

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    1. Mahieu, Ronald & Schotman, Peter, 1994. "Neglected common factors in exchange rate volatility," Journal of Empirical Finance, Elsevier, vol. 1(3-4), pages 279-311, July.
    2. Wilkie, A. D., 1987. "Stochastic investment models--theory and applications," Insurance: Mathematics and Economics, Elsevier, vol. 6(1), pages 65-83, January.
    3. David E. Bell, 1995. "Risk, Return, and Utility," Management Science, INFORMS, vol. 41(1), pages 23-30, January.
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    Cited by:

    1. de Lange, Petter E. & Fleten, Stein-Erik & Gaivoronski, Alexei A., 2004. "Modeling financial reinsurance in the casualty insurance business via stochastic programming," Journal of Economic Dynamics and Control, Elsevier, vol. 28(5), pages 991-1012, February.

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