Advances in mathematical programming and financial planning : a research annual

著者

書誌事項

Advances in mathematical programming and financial planning : a research annual

[edited by] Kenneth D. Lawrence, John B. Guerard,Jr., Gary R. Reeves

JAI Press, c1987-

  • v. 1 (1987)
  • v. 2 (1990)
  • v. 3 (1993)
  • v. 4 (1995)
  • v. 5 (1999)
  • v. 6 (2001)

タイトル別名

Advances in mathematical programming and financial planning : forecasting

大学図書館所蔵 件 / 全38件

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注記

v. 5 : Advances in mathematical programming and financial planning : forecasting

内容説明・目次

巻冊次

v. 5 (1999) ISBN 9780762301287

内容説明

This research annual presents state-of-the-art studies in the integration of mathematical planning and management. As the literature and techniques in financial planning and management become increasingly complex, our monographs aid in the dissemination of research efforts in quantitative financial analysis. Topics include cash management, capital budgeting, financial decisions, portfolio management and performance analysis, and financial planning models.

目次

List of contributors. Part I: Multicriteria Applications. Evaluating potential acquisitions using the analytic hierarchy process (K. Hogan, G.T. Olson). A stochastic dynamic multi-objective model for citing manufacturing plants abroad with contingency planning (E. Melachrinoudis, H. Min). A multiple criterion model for the product pricing decision (C. Jackson, D. O'Leary and J. Willis). Reallocating production activity between U.S., Mexican, and Canadian plants in light of the North American Free Trade Agreement (NAFTA): a goal programming approach (M. Schniederjans, Gyu Chan Kim). Part II: Applications. Accounting models in product warranty: development and sensitivity analysis (J. Patankar, I. Kim, and A. Mitra). A stochastic assurance approach to portfolio analysis for a casualty insurance company (S. Li). A recursive industry portfolio model (P. Geonewaller, R. Spahr and Quing Zhu). A linear programming model for optimal aircraft cargo loading (N.K. Kwak, N.G. Pham). Planning for multinational firms using an intelligent network modeling system (R.D. McBride, D. O'Leary). Optimal recovery of electricity lifelines after major earthquakes: market mecahnisms vs. rationing (A. Rose, J. Bernavides). Part III: Data Envelopment Analysis. Planning strategic decisions via data envelopment and enropy analysis (J.M. Verlayas, R.R. Levary). A multicriteria approach to performance measurement in hospitals: a DEA approach (K.D. Lawrence, S.M. Lawrence and G. Kleinman). A multiple objective approach to data envelopment analysis (R. Klimberg, M. Puddecombe). A multicriteria DEA model for evaluating the intensive supervision for probationers (K.D. Lawrence et al.).
巻冊次

v. 6 (2001) ISBN 9780762308323

内容説明

This is a blind refereed serial publication published on an annual basis. The objective of this research annual is to present state-of-the-art studies in the integration of mathematical programming into financial planning and management. The literature and techniques in financial planning and management are becoming increasingly complex. It is hoped that the monographs aid in the dissemination of research efforts in quantitative financial analysis. The topics will normally include cash management, capital budgeting, financial decisions, portfolio management and performance analysis, and financial planning models. The analyses generally include mixed integer programming, goal programming, biased regression techniques and simulation models, application of forecasting methodologies to such areas as sales, marketing, and strategic decision making (an accurate, robust forecast is critical to effective decision making). It is the hope of the editors that the majority of the papers will simulate questions and possible solutions that are of interest to financial planners.

目次

List of contributors. Part I: Data Envelopment Analysis and Productivity Analysis. Efficiency evaluation of research university libraries using data envelopment analysis (N.K. Kwark, T.S. Choi, S. Kim). Beyond the balanced scorecard (R. Klimberg, F. van Bennekom, K. Lawrence). Measuring performance: A multiple criteria/multiple objective approach data envelopment analysis (T. Elkins, K. Lawrence). Part II: Financial Planning Applications. On non-dominated sets and surfaces in investment portfolio optimization (R. Steuer). A multi-objective approach to the selection of the chief financial officer (D.G. Schniederjans). Decision policy optimization via certainty equivalent functions for exponential utility (R. Davis). The use of goal programming model to improve the efficiency of audit sampling (K. Lawrence, G. Kleinman). Evaluating credit risk using the AHP multi-criteria decision model. (R. Chung, K. Hogan, G. Olsen). A fuzzy decision process of the cost-volume profit analysis under uncertainty (T.Y. Hsiao, S. Wu, T.W. Lin). Part III: Financial Applications. A decision theoretic approach to measuring the cost of environmental quality. (H. Min). A two dimensional warranty policy - effects of warranty execution (A. Mitra, J.G. Patankar). An analytical procedure for evaluating supply chains and JIT policies in collaborative e-commerce environments (A. Mobolurin, K.M. Bryson). Use of computer simulation to evaluate options for the configuration of an extruded food production line (S. Owens, R.R. Levary). A decision support model for supply chain management using multi-criteria mathematical programming (N.K. Kwak, C.W. Lee).
巻冊次

v. 3 (1993) ISBN 9781559382519

内容説明

Volume 3 in a series which aims to discuss recent advances in the fields of mathematical programming and financial planning. Topics covered include: compound portfolio strategies; applications of financial decision-making; and multi-criteria applications of financial decision-making.
巻冊次

v. 4 (1995) ISBN 9781559387248

内容説明

This is the fourth volume in a series which discusses advances in mathematical programming and financial planning.

目次

  • Portfolio applications: formulation and computation of general financial with transaction costs, A. Nagurney, J. Dong
  • a multiple period, optimal hedge portfolio selection model, R.F. Deckro et al
  • simple criteria for optimal portfolio selection revisited, A. Christofi, P. Theodossious
  • preferential alteration of a portfolios efficient frontier - a goal programming approach, M. Scnierderjans et al
  • backtest results for a portfolio optimization model using certainty equivalent criteria for gamma distributed returns, R.E. Davis. Applications in finance and decision making - a dynamic programming approach with Markov process to the cost-volume-profit analysis, S. Wu et al
  • warranty costs for renewable warranty programs under partial redemption, A. Mitra, J.G. Patankar
  • financial planning with 0-1 Knapsack problem, I - domination results, D.E. O'Leary
  • financial planning with 0-1 Knapsack problems, II - using domination results to solve Knapsack problems, D.E. O'Leary
  • ranking research programs in an R&D laboratory using the analytical hierarchy process, E. Melachrinoudis. Multi-criteria applications of financial decision making: lineal goal programming approach to resource allocations - a case for Pakistan's economy, A.A.W. Rana, N.K. Kwak
  • a goal programming approach for hedging a portfolio with financial futures - an empirical test, J. Wingender, R. Sharda
  • a goal programming research equipment acquisitions, D. Kouchy, N.K. Kwak
  • a multiple criteria approach for sales force sizing and allocation, L.N. Spasovic et al
  • managing the allocation of exploration capital with a multi-objective portfolio model, R.M. Wall. Portfolio appliations: formulation and computation of general financial equilibrium with transaction costs, A. Nagurney, J. Dong
  • a multiple period, optimal hedge portfolio selection model, R.F. deckro et al
  • simple criteria for optimal portfolio selection revisited, A. Christofi, P. Theodossious
  • preferential alteration of a portfolio efficient frontier - a goal programming approach, M. Schniederjans et al
  • backtest results for a portfolio optimization model using certainty equivalent criteria for gamma distributed returns, R.E. Davis.

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