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Título: | Boundless multiobjective models for cash management |
Autor: | Salas-Molina, Francisco; Rodríguez-Aguilar, Juan Antonio CSIC ORCID CVN ; Pla-Santamaría, David | Fecha de publicación: | 2018 | Editor: | Taylor & Francis | Citación: | Engineering Economist 63(4): 363-381 (2018) | Resumen: | Cash management models are usually based on a set of bounds that complicate the selection of the optimal policies due to nonlinearity. We here propose to linearize cash management models to guarantee optimality through linear-quadratic multiobjective compromise programming models. We illustrate our approach through a reformulation of the suboptimal state-of-the-art Gormley-Meade’s model to achieve optimality. Furthermore, we introduce a much simpler formulation that we call the boundless model that also provides optimal solutions without using bounds. Results from a sensitivity analysis using real data sets from 54 different companies show that our boundless model is highly robust to cash flow prediction errors. | Versión del editor: | http://dx.doi.org/10.1080/0013791X.2018.1456596 | URI: | http://hdl.handle.net/10261/197329 | DOI: | 10.1080/0013791X.2018.1456596 | ISSN: | 0013-791X | E-ISSN: | 1547-2701 |
Aparece en las colecciones: | (IIIA) Artículos |
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