CVaR in the single-period stochastic cash balance problem

2011 ◽  
Author(s):  
Shuren Liu
Keyword(s):  
Cash Balance ◽  
Balance Problem ◽  
Single Period

A Perfect Planning Horizon Procedure for a Deterministic Cash Balance Problem

1982 ◽  
Vol 28 (6) ◽  
pp. 652-669 ◽  
Author(s):  
Suresh Chand ◽  
Thomas E. Morton
Keyword(s):  
Planning Horizon ◽  
Cash Balance ◽  
Balance Problem

Equivalent Formulations of the Stochastic Cash Balance Problem

1972 ◽  
Vol 19 (3) ◽  
pp. 250-253 ◽  
Author(s):  
Evan L. Porteus
Keyword(s):  
Cash Balance ◽  
Balance Problem

On the Cash Balance Problem

1974 ◽  
Vol 25 (4) ◽  
pp. 553-572 ◽  
Author(s):  
Edwin J. Elton ◽  
Martin J. Gruber
Keyword(s):  
Cash Balance ◽  
Balance Problem

A note on the optimal control of a cash balance problem

1980 ◽  
Vol 4 (4) ◽  
pp. 345-352 ◽  
Author(s):  
Charles S. Tapiero ◽  
Dror Zuckerman
Keyword(s):  
Optimal Control ◽  
Cash Balance ◽  
Balance Problem

Protective Planning-Horizon Procedures for a Deterministic Cash Balance Problem

1978 ◽  
Vol 26 (4) ◽  
pp. 637-652 ◽  
Author(s):  
J. Mensching ◽  
S. Garstka ◽  
T. Morton
Keyword(s):  
Planning Horizon ◽  
Cash Balance ◽  
Balance Problem

Note—The Stochastic Cash Balance Problem with Charges Levied Against the Balance

1972 ◽  
Vol 18 (11) ◽  
pp. 600-602 ◽  
Author(s):  
Evan L. Porteus ◽  
Edwin H. Neave
Keyword(s):  
Cash Balance ◽  
Balance Problem
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