A multistage linear stochastic programming model for optimal corporate debt management

DOI10.1016/j.ejor.2014.01.028zbMath1304.91238OpenAlexW2041428741MaRDI QIDQ2514832

Geraldo Veiga, Davi Michel Valladão, Alvaro Veiga

Publication date: 4 February 2015

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.01.028

zbMATH Keywords

stochastic programmingfinancerisk managementdebt managementcorporate bond issuance

Mathematics Subject Classification ID

Stochastic programming (90C15) Corporate finance (dividends, real options, etc.) (91G50)

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