Title: Applied financial non-linear programming models for decision making
Authors: Kenneth David Strang
Addresses: 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.
International Journal of Applied Decision Sciences, 2012 Vol.5 No.4, pp.370 - 395
Published online: 09 Aug 2014 *Full-text access for editors Access for subscribers Purchase this article Comment on this article