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A stochastic programming approach to cash management in banking
10 references·5 citing·44 second hop
A stochastic programming approach to cash management in banking (2007)A stochastic programming approach to cash…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Stochastic Programming (2010)Stochastic ProgrammingStochastic programming models for asset liability management (2008)Stochastic programming models…High-Performance Computing for Asset-Liability Management (2001)High-Performance Computing fo…Stochastic integer programming:General models and algorithms (1999)Stochastic integer programmin…Introduction to Stochastic Programming (1998)Introduction to Stochastic Pr…Stochastic programming (1995)Stochastic programmingA stochastic programming model for money management (1995)A stochastic programming mode…Multi-stage stochastic linear programs for portfolio optimization (1993)Multi-stage stochastic linear…Short Term Financial Planning under Uncertainty (1982)Short Term Financial Planning…Improving cash logistics in bank branches by coupling machine learning and robust optimization (2017)Improving cash logistics in b…Pareto improvement and joint cash management optimisation for banks and cash-in-transit firms (2016)Pareto improvement and joint …A Review of Operational Issues in Managing Physical Currency Supply Chains (2016)A Review of Operational Issue…Optimizing Logistics Processes in Cash Supply Chains (2014)Optimizing Logistics Processe…An MIP model to optimize a Colombian cash supply chain (2012)An MIP model to optimize a Co…PORTFOLIO SELECTION* (1952)The Behavior of Stock-Market Prices (1965)Coherent Measures of Risk (1999)The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios (2001)OR PRACTICE—Assisting Defined-Benefit Pension Plans (2008)Asset Liability Modelling and Pension Schemes: The Application of Robust Optimization to USS (2014)Theory of Financial Decision Making. (1988)Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Asset/liability management under uncertainty for fixed-income securities (1995)Financial planning via multi-stage stochastic optimization (2003)An intelligent financial portfolio trading strategy using deep Q-learning (2020)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)The integer L-shaped method for stochastic integer programs with complete recourse (1993)Stochastic Programming (1995)A class of stochastic programs withdecision dependent random elements (1998)Stochastic programming with integer variables (2003)A two‐stage procurement model for humanitarian relief supply chains (2011)Chance-Constrained Programming (1959)A Model of the Demand for Money by Firms (1966)Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition (1981)A two-stage stochastic programming with recourse model for determining robust planting plans in horticulture (2000)Linear Programming Under Uncertainty (2004)Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS (1996)Dynamic stochastic programmingfor asset-liability management (1998)Robust multiperiod portfolio management in the presence of transaction costs (2006)Introduction to Stochastic Programming (1997)A stochastic linear goal programming approach to multistage portfolio management based on scenario generation via linear programming (2005)Investment decisions and sensitivity analysis: NPV-consistency of rates of return (2018)Conditional value-at-risk for general loss distributions (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Ambulance location and relocation models (2003)Stochastic Programming Models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)A generic stochastic model for supply-and-return network design (2005)Stochastic reverse logistics network design for waste of electrical and electronic equipment (2015)An effective two-stage stochastic multi-trip location-transportation model with social concerns in relief supply chains (2018)Robust solutions of uncertain linear programs (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)Lectures on Stochastic Programming: Modeling and Theory (2009)
this work references cited by second hop

References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 2010Stochastic Programming2,228 cited
  • 1998Introduction to Stochastic Programming1,664 cited
  • 1995Stochastic programming261 cited
  • 1993Multi-stage stochastic linear programs for portfolio optimization223 cited
  • 1999Stochastic integer programming:General models and algorithms190 cited
  • 1995A stochastic programming model for money management126 cited
  • 1982Short Term Financial Planning under Uncertainty114 cited
  • 2001High-Performance Computing for Asset-Liability Management108 cited
  • 2008Stochastic programming models for asset liability management69 cited

Cited by

  • 2017Improving cash logistics in bank branches by coupling machine learning and robust optimization40 cited
  • 2014Optimizing Logistics Processes in Cash Supply Chains20 cited
  • 2016A Review of Operational Issues in Managing Physical Currency Supply Chains19 cited
  • 2016Pareto improvement and joint cash management optimisation for banks and cash-in-transit firms17 cited
  • 2012An MIP model to optimize a Colombian cash supply chain14 cited

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