Network techniques for solving asset diversification problems in finance

Golden, Bruce L.; Keating, Karen D.

doi:10.1016/0305-0548(82)90017-x

Cited by 2 publications

(1 citation statement)

References 12 publications

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“…The model also accounts for limits on liquid assets in different countries, as well as the "compensating balances" U.S. banks require on deposit for loans made to firms. The paper discusses poten- [106] x Crum et al [36] x Golden et al [54] x Christofides et al [31] x Crum and Nye [37] x Golden and Keating [53] x x Mulvey [79] x x x Dembo et al [38] x x x Mulvey and Vladimirou [81,82] x x x Gautier and Granot [47] x x Mulvey and Ziemba [83] x x Mulvey et al [80] x x tial solution methods for the resulting generalized network flow problem, but does not provide results of any computational tests.…”

Section: Network Optimization In Financial Engineeringmentioning

confidence: 99%

Network optimization in supply chain management and financial engineering: An annotated bibliography

Geunes

Pardalos

2003

Networks

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During the past decade, two relatively new application areas have attracted the attention of a growing number of researchers who specialize in applying optimization techniques to large-scale real-world problems. The now well-known areas of supply chain management and financial engineering have provided extremely rich contexts for the definition of new large-scale optimization problems, the solutions of which can provide substantial value to organizations. This paper discusses the extent to which network optimization approaches have contributed to the advancement of supply chain management and financial engineering research through an examination of past literature involving network optimization applications within these still emerging fields

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