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| Tekijä: | Korhonen, A. |
| Otsikko: | Strategic financial management in a multinational financial conglomerate: A multiple goal stochastic programming approach |
| Lehti: | European Journal of Operational Research
2001 : JAN 16, VOL. 128:2, p. 418-434 |
| Asiasana: | STRATEGIC PLANNING FINANCIAL INSTITUTIONS ASSETS AND LIABILITIES RISK ANALYSIS OPTIMIZATION FINANCIAL MANAGEMENT |
| Kieli: | eng |
| Tiivistelmä: | The paper discusses a multi-stage stochastic programming approach to the strategic financial management of a multi- company financial conglomerate. The planning system creates a comprehensive strategy which simultaneously covers a number of future scenarios within a multi-period planning horizon. Multiple conflicting goals may be specified for the group level, company level or individual business area level, and the decision maker's preferences are allowed to change over time to reflect changing operating conditions and trade-off relationships between the goals. Forthcoming versions of the present model will include, among other things, modules covering insurance liabilities. |
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