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Exact methods for large-scale multi-period financial planning problems

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  • R. Baldacci
  • M. Boschetti
  • N. Christofides
  • S. Christofides

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  • R. Baldacci & M. Boschetti & N. Christofides & S. Christofides, 2009. "Exact methods for large-scale multi-period financial planning problems," Computational Management Science, Springer, vol. 6(3), pages 281-306, August.
    • Handle: RePEc:spr:comgts:v:6:y:2009:i:3:p:281-306
    DOI: 10.1007/s10287-006-0037-5
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    References listed on IDEAS

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    1. John M. Mulvey & Andrzej Ruszczyński, 1995. "A New Scenario Decomposition Method for Large-Scale Stochastic Optimization," Operations Research, INFORMS, vol. 43(3), pages 477-490, June.
    2. John M. Mulvey & Hercules Vladimirou, 1992. "Stochastic Network Programming for Financial Planning Problems," Management Science, INFORMS, vol. 38(11), pages 1642-1664, November.
    3. Golub, Bennett & Holmer, Martin & McKendall, Raymond & Pohlman, Lawrence & Zenios, Stavros A., 1995. "A stochastic programming model for money management," European Journal of Operational Research, Elsevier, vol. 85(2), pages 282-296, September.
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