IDEAS home Printed from https://ideas.repec.org/a/eee/proeco/v67y2000i2p183-199.html
   My bibliography  Save this article

A nonlinear mixed integer multiperiod firm model

Author

Listed:
  • Ostermark, Ralf
  • Skrifvars, Hans
  • Westerlund, Tapio

Abstract

No abstract is available for this item.

Suggested Citation

  • Ostermark, Ralf & Skrifvars, Hans & Westerlund, Tapio, 2000. "A nonlinear mixed integer multiperiod firm model," International Journal of Production Economics, Elsevier, vol. 67(2), pages 183-199, September.
  • Handle: RePEc:eee:proeco:v:67:y:2000:i:2:p:183-199
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0925-5273(00)00019-0
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. דבי עובדיה, 1991. "קו חירום לנשים מוכות," Working Papers 203, National Insurance Institute of Israel.
    2. Healy, Paul M. & Palepu, Krishna G., 1988. "Earnings information conveyed by dividend initiations and omissions," Journal of Financial Economics, Elsevier, vol. 21(2), pages 149-175, September.
    3. Altman, Edward I, 1984. " A Further Empirical Investigation of the Bankruptcy Cost Question," Journal of Finance, American Finance Association, vol. 39(4), pages 1067-1089, September.
    4. Jensen, Michael C. & Meckling, William H., 1976. "Theory of the firm: Managerial behavior, agency costs and ownership structure," Journal of Financial Economics, Elsevier, vol. 3(4), pages 305-360, October.
    5. Warner, Jerold B., 1977. "Bankruptcy, absolute priority, and the pricing of risky debt claims," Journal of Financial Economics, Elsevier, vol. 4(3), pages 239-276, May.
    6. Korhonen, Antti, 1987. "A dynamic bank portfolio planning model with multiple scenarios, multiple goals and changing priorities," European Journal of Operational Research, Elsevier, vol. 30(1), pages 13-23, June.
    7. G. Geoffrey Booth & Peter E. Koveos, 1986. "A Programming Model For Bank Hedging Decisions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(3), pages 271-279, September.
    8. Myers, Stewart C, 1984. " The Capital Structure Puzzle," Journal of Finance, American Finance Association, vol. 39(3), pages 575-592, July.
    9. Bessler, Wolfgang & Geoffrey Booth, G., 1994. "An interest rate risk management model for commercial banks," European Journal of Operational Research, Elsevier, vol. 74(2), pages 243-256, April.
    10. רבקה פריאור, 1991. "גמלאות נפגעי עבודה, 1989," Working Papers 496, National Insurance Institute of Israel.
    11. Booth, G. Geoffrey & Bessler, Wolfgang & Foote, William G., 1989. "Managing interest-rate risk in banking institutions," European Journal of Operational Research, Elsevier, vol. 41(3), pages 302-313, August.
    12. Gordon, Myron J, 1971. "Towards a Theory of Financial Distress," Journal of Finance, American Finance Association, vol. 26(2), pages 347-356, May.
    13. יעקב צדקה, 1991. "משפחתונים לקשישים בטבריה," Working Papers 80, National Insurance Institute of Israel.
    14. Asquith, Paul & Mullins, David Jr., 1986. "Equity issues and offering dilution," Journal of Financial Economics, Elsevier, vol. 15(1-2), pages 61-89.
    15. אסתר טולידנו, 1991. "מקבלי דמי אבטלה בשנת 1990," Working Papers 514, National Insurance Institute of Israel.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ostermark, Ralf, 2004. "A multipurpose parallel genetic hybrid algorithm for non-linear non-convex programming problems," European Journal of Operational Research, Elsevier, vol. 152(1), pages 195-214, January.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:proeco:v:67:y:2000:i:2:p:183-199. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/ijpe .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.