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

DOI10.1016/S0377-2217(99)00366-5zbMath0985.90048OpenAlexW1984471717MaRDI QIDQ1595446

Antti Korhonen

Publication date: 11 February 2001

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(99)00366-5

zbMATH Keywords

stochastic optimizationrisk analysisstrategic planningfinancial institutionsasset and liability management

Mathematics Subject Classification ID

Stochastic programming (90C15) Management decision making, including multiple objectives (90B50)

Related Items (4)

Optimization strategy of credit line management for credit card business ⋮ Modeling uncertainty in multi-criteria decision analysis ⋮ Outranking under uncertainty using scenarios ⋮ An approximate solution approach for a scenario-based capital budgeting model

Cites Work

• Strategic financial risk management and operations research
• Unnamed Item

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