Int. J. of Applied Decision Sciences   »   2012 Vol.5, No.4

 

 

Title: Applied financial non-linear programming models for decision making

 

Author: Kenneth David Strang

 

Address: APPC Research, 2 Haymarket, Sydney NSW 2007, Australia; University of Phoenix, 1625 Fountainhead Parkway, Tempe, 85282 Arizona, USA

 

Abstract: Financial programming portfolio evaluation is a contemporary analysis technique which combines linear and non-linear mathematical programming with financial investment analysis. The study examined an applied model at a case study, which used linear and non-linear programming to forecast profits and investment returns of various alternatives. A unique perspective of the case study was the type of investments ranged from operational (business model) improvement, stock market beta risk analysis, and also low risk bond return on investment. A financial spreadsheet example is presented to demonstrate the applicability of the proposed framework and methodology for decision making in a business.

 

Keywords: financial analysis; beta risk analysis; non-linear mathematical programming; linear mathematical programming; portfolio model evaluation; decision making; analysis techniques; financial investments; profit forecasts; profits; investment returns; operational improvements; business models; stock markets; low risk bonds; financial spreadsheets; Touchstone Energy Cooperatives; electricity distribution; USA; United States; Blue Ridge Energies; Blue Ridge Electric Membership Corporation; applied decision sciences.

 

DOI: 10.1504/IJADS.2012.050023

 

Int. J. of Applied Decision Sciences, 2012 Vol.5, No.4, pp.370 - 395

 

Available online: 24 Oct 2012

 

 

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