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A multi-objective approach to the cash management problem
16 references·1 citing·35 second hop
A multi-objective approach to the cash management problem (2016)A multi-objective approach to the cash ma…Fundamentals of Corporate Finance (2018)Fundamentals of Corporate Fin…Determinants of corporate cash policy: Insights from private firms (2013)Determinants of corporate cas…Multiple-Criteria Decision Making: "Concepts, Techniques, And Extensions" (2012)Multiple-Criteria Decision Ma…Determinants of Corporate Cash Policy: Insights from Private Firms (2012)Determinants of Corporate Cas…Why Do U.S. Firms Hold So Much More Cash than They Used To? (2009)Why Do U.S. Firms Hold So Muc…Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Quantitative Risk Management:…Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management:…Multicriteria decision aid in financial management (1999)Multicriteria decision aid in…The Sharpe Ratio (1994)The Sharpe RatioMultiple Criteria Decision Making (1983)Multiple Criteria Decision Ma…Principles of Corporate Finance. (1981)Principles of Corporate Finan…Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time (1978)Existence of Optimal Simple P…Mutual Fund Performance (1966)Mutual Fund PerformanceA Model of the Demand for Money by Firms (1966)A Model of the Demand for Mon…The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)The Transactions Demand for C…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Optimal cash management with uncertain, interrelated and bounded demands (2019)Optimal cash management with …An Introduction to Copulas (1999)Coherent Measures of Risk (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Pair-copula constructions of multiple dependence (2007)Quantitative Risk Management (2011)Selecting and estimating regular vine copulae and application to financial returns (2012)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Corporate Governance and Equity Prices (2003)Costly external finance, corporate investment, and the subprime mortgage credit crisis (2010)Product Market Threats, Payouts, and Financial Flexibility (2012)Feverish Stock Price Reactions to COVID-19* (2020)Basel Committee On Banking Supervision (2010)A review of copula models for economic time series (2012)Dynamic Econometrics (1995)Inflation and Welfare (2000)The Cointegrated VAR Model: Methodology and Applications (2006)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)The Influence of Organizational Acquisition Experience on Acquisition Performance: A Behavioral Learning Perspective (1999)The Relationship Between Corporate Philanthropy And Shareholder Wealth: A Risk Management Perspective (2005)The Capital Structure Puzzle (1984)The Determinants of Capital Structure Choice (1988)The theory and practice of corporate finance: evidence from the field (2001)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)Application of multi-criteria decision making to sustainable energy planning—A review (2004)Extended VIKOR method in comparison with outranking methods (2006)Sustainable supplier selection in healthcare industries using a new MCDM method: Measurement of alternatives and ranking according to COmpromise solution (MARCOS) (2019)
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1981Principles of Corporate Finance.3,634 cited
  • 2009Why Do U.S. Firms Hold So Much More Cash than They Used To?2,896 cited
  • 1994The Sharpe Ratio2,542 cited
  • 1983Multiple Criteria Decision Making2,459 cited
  • 1952The Transactions Demand for Cash: An Inventory Theoretic Approach2,353 cited
  • 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,201 cited
  • 2006Quantitative Risk Management: Concepts, Techniques, and Tools1,932 cited
  • 2018Fundamentals of Corporate Finance1,477 cited
  • 1966A Model of the Demand for Money by Firms1,338 cited
  • 2012Multiple-Criteria Decision Making: "Concepts, Techniques, And Extensions"692 cited
  • 2013Determinants of corporate cash policy: Insights from private firms602 cited
  • 2012Determinants of Corporate Cash Policy: Insights from Private Firms360 cited
  • 1999Multicriteria decision aid in financial management198 cited
  • 1978Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time

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  • 2019Optimal cash management with uncertain, interrelated and bounded demands13 cited