[EN] A critical step in multiple criteria optimization is setting the preferences for all the criteria under consideration. Several methodologies have been proposed to compute the relative priority of criteria when preference ...

[EN] Cash management is concerned with optimizing costs of short-term cash policies of a company. Different optimization models have been proposed in the literature whose focus has been only placed on a single objective, ...

[EN] Challenging the Efficient Market Hypothesis (EMH) has been a recurrent topic for researchers and practitioners since its formulation. Hundreds of empirical studies claim to either prove or disprove the EMH by means ...

[EN] In this paper, we consider cash management systems with multiple bank accounts described by a given particular relationship between accounts and by a linear state transition law. Since cash managers may simultaneously ...

[EN] This paper deals with two important issues related to the decision making in the financial field: Big Data and Multicriteria Decision Making (MCDM) methods. To handle the combination between them, we apply the so-called ...

[EN] The optimum portfolio selection for an investor with particular preferences was proven to lie on the normalized efficient frontier between two bounds defined by the Ballestero (1998) bounding theorem. A deeper ...

Esta tesis investiga el problema de gestión de tesorería desde un punto de vista multidimensional. La gestión de tesorería trata de equilibrar la cantidad que se mantiene en efectivo y la que se dedica a inversiones a corto ...

[EN] Random events make multiobjective programming solutions vulnerable to changes in input data. In many cases statistically quantifiable information on variability of relevant parameters may not be available for decision ...

[EN] Compromise programming (CP) aims to find solutions by minimising distances to an ideal point with maximum achievement which is usually infeasible. A common assumption in CP is that it is highly unlikely that the optimum ...

[EN] The current use of natural resources in the textile industry leads us to introduce a new economic concept called inverse Malthusianism describing a context in which population grows linearly and resource consumption ...