Applied financial non-linear programming models for decision making
by Kenneth David Strang
International Journal of Applied Decision Sciences (IJADS), Vol. 5, No. 4, 2012

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.

Online publication date: Wed, 24-Oct-2012

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