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A Linear Programming Model For Short Term Financial Planning Under Uncertainty Classic Reprint
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Book Synopsis A Linear Programming Model for Short Term Financial Planning Under Uncertainty (Classic Reprint) by : Gerald Albert Pogue
Download or read book A Linear Programming Model for Short Term Financial Planning Under Uncertainty (Classic Reprint) written by Gerald Albert Pogue and published by Forgotten Books. This book was released on 2018-02-24 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: Excerpt from A Linear Programming Model for Short Term Financial Planning Under Uncertainty Short run financial planning deals with the problem of interfac ing the short run cash requirements of the firm with the time stream of cash available from the firm's long run financing strategy. This task can be divided into two parts; the raising of funds required to supplement long term funds and the provision of short run financing and investment sources to buffer timing differences between subperiods of net cash outflows 'and inflows. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
Book Synopsis A Linear Programming Model for Short Term Financial Planning Under Uncertainty by : G. A. Pogue
Download or read book A Linear Programming Model for Short Term Financial Planning Under Uncertainty written by G. A. Pogue and published by Sagwan Press. This book was released on 2015-08-23 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work.This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work.As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Book Synopsis A Linear Programming Model for Short Term Financial Planning Under Uncertainty by : Gerald A. Pogue
Download or read book A Linear Programming Model for Short Term Financial Planning Under Uncertainty written by Gerald A. Pogue and published by . This book was released on 1971 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Linear Programming for Financial Planning Under Uncertainty (Classic Reprint) by : Stewart C. Myers
Download or read book Linear Programming for Financial Planning Under Uncertainty (Classic Reprint) written by Stewart C. Myers and published by Forgotten Books. This book was released on 2019-02-16 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt: Excerpt from Linear Programming for Financial Planning Under Uncertainty LP problems, should generate interest in the models as practical decision-making tools. It is too soon, of course, to assess their ultimate fruitfulness in either respect. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
Book Synopsis A Linear Programming Model for Short Term Financial Planning Under Uncertainty - Primary Source Edition by : G. A. Pogue
Download or read book A Linear Programming Model for Short Term Financial Planning Under Uncertainty - Primary Source Edition written by G. A. Pogue and published by . This book was released on 2013-10 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a reproduction of a book published before 1923. This book may have occasional imperfections such as missing or blurred pages, poor pictures, errant marks, etc. that were either part of the original artifact, or were introduced by the scanning process. We believe this work is culturally important, and despite the imperfections, have elected to bring it back into print as part of our continuing commitment to the preservation of printed works worldwide. We appreciate your understanding of the imperfections in the preservation process, and hope you enjoy this valuable book.
Book Synopsis Linear Programming for Financial Planning Under Uncertainty by : Stewart C. Myers
Download or read book Linear Programming for Financial Planning Under Uncertainty written by Stewart C. Myers and published by Forgotten Books. This book was released on 2015-06-17 with total page 79 pages. Available in PDF, EPUB and Kindle. Book excerpt: Excerpt from Linear Programming for Financial Planning Under Uncertainty 2. The models yield simultaneous solutions for the firm's optimal financing and investment decisions. The financing decision is not considered "with the investment decision given," nor vice-versa. 3. Some practical difficulties associated with the cost of capital concept are avoided. The traditional weighted average cost of capital does not appear in these LP models. The first two characteristics should lead to some interest in the mosels as theory; the third, along with the ease of solution of LP problems, should generate interest in the models as practical decision-making tools. However, this paper does not include a detailed model for practical application. The paper is organized as follows. The general linear format is explained in the next section. The key assumption justifying it is that the structure of security prices at equilibrium is best described by the class of security valuation models which imply risk-independence of financing and investment options. The following section examines a simple model in detail, and contrasts the LP approach with "traditional" approaches using the cost of capital. Practical implications of the model are discussed in the third section. We will consider the firm's financial planning problem in the following terms. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
Book Synopsis Linear Programming and Short Term Financial Planning by : Charles William Young
Download or read book Linear Programming and Short Term Financial Planning written by Charles William Young and published by . This book was released on 1968 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Linear Programming for Financial Planning Under Uncertainty by : Stewart C. Myers
Download or read book Linear Programming for Financial Planning Under Uncertainty written by Stewart C. Myers and published by . This book was released on 1969 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis An Integrated Intertemporal Linear Programming Model Under Risk for Short-term Financial Planning by : Jerome S. Osteryoung
Download or read book An Integrated Intertemporal Linear Programming Model Under Risk for Short-term Financial Planning written by Jerome S. Osteryoung and published by . This book was released on 1971 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis An Integrated Intertemporal Linear Programming Model Under Risk for Short-term Financial Planning by : James Stuart Osteryoung
Download or read book An Integrated Intertemporal Linear Programming Model Under Risk for Short-term Financial Planning written by James Stuart Osteryoung and published by . This book was released on 1971 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Linear Programming for Financial Planning under Uncertainty - Primary Source Edition by : Stewart C. Myers
Download or read book Linear Programming for Financial Planning under Uncertainty - Primary Source Edition written by Stewart C. Myers and published by Nabu Press. This book was released on 2014-01 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a reproduction of a book published before 1923. This book may have occasional imperfections such as missing or blurred pages, poor pictures, errant marks, etc. that were either part of the original artifact, or were introduced by the scanning process. We believe this work is culturally important, and despite the imperfections, have elected to bring it back into print as part of our continuing commitment to the preservation of printed works worldwide. We appreciate your understanding of the imperfections in the preservation process, and hope you enjoy this valuable book.
Book Synopsis Improving Short-term Financial Decisions by : Daryl D. Smith
Download or read book Improving Short-term Financial Decisions written by Daryl D. Smith and published by . This book was released on 1969 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Short-term Financial Planning in a Multinational Enterprise: a Linear Programming Solution by : Jose Angel Lopez
Download or read book Short-term Financial Planning in a Multinational Enterprise: a Linear Programming Solution written by Jose Angel Lopez and published by . This book was released on 1972 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Optimization Models in Finance by : W. T. Ziemba
Download or read book Stochastic Optimization Models in Finance written by W. T. Ziemba and published by World Scientific. This book was released on 2006 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt: A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon. It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems. Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever. Sample Chapter(s). Chapter 1: Expected Utility Theory (373 KB). Contents: Mathematical Tools: Expected Utility Theory; Convexity and the Kuhn-Tucker Conditions; Dynamic Programming; Qualitative Economic Results: Stochastic Dominance; Measures of Risk Aversion; Separation Theorems; Static Portfolio Selection Models: Mean-Variance and Safety First Approaches and Their Extensions; Existence and Diversification of Optimal Portfolio Policies: Effects of Taxes on Risk Taking; Dynamic Models Reducible to Static Models: Models That Have a Single Decision Point; Risk Aversion over Time Implies Static Risk Aversion; Myopic Portfolio Policies; Dynamic Models: Two-Period Consumption Models and Portfolio Revision; Models of Optimal Capital Accumulation and Portfolio Selection; Models of Option Strategy; The Capital Growth Criterion and Continuous-Time Models. Readership: Postdoctoral and graduate students, researchers, academics, and professionals interested in portfolio theory and stochastic optimization.
Book Synopsis Linear Programming in Financial Planning by : Gerald R. Salkin
Download or read book Linear Programming in Financial Planning written by Gerald R. Salkin and published by . This book was released on 1973 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis An Application of a Linear Programming Model for Budgeting and Financial Planning by : William C. Skelly
Download or read book An Application of a Linear Programming Model for Budgeting and Financial Planning written by William C. Skelly and published by . This book was released on 1975 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Optimization Methods in Finance by : Gerard Cornuejols
Download or read book Optimization Methods in Finance written by Gerard Cornuejols and published by Cambridge University Press. This book was released on 2006-12-21 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.
