An inventory model for optimal cash management for financial institutions : a case study

N. K. Kwak; Michael D. Renfro

RAIRO - Operations Research - Recherche Opérationnelle (1989)

  • Volume: 23, Issue: 1, page 99-112
  • ISSN: 0399-0559

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Kwak, N. K., and Renfro, Michael D.. "An inventory model for optimal cash management for financial institutions : a case study." RAIRO - Operations Research - Recherche Opérationnelle 23.1 (1989): 99-112. <http://eudml.org/doc/104957>.

@article{Kwak1989,
author = {Kwak, N. K., Renfro, Michael D.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
language = {eng},
number = {1},
pages = {99-112},
publisher = {EDP-Sciences},
title = {An inventory model for optimal cash management for financial institutions : a case study},
url = {http://eudml.org/doc/104957},
volume = {23},
year = {1989},
}

TY - JOUR
AU - Kwak, N. K.
AU - Renfro, Michael D.
TI - An inventory model for optimal cash management for financial institutions : a case study
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1989
PB - EDP-Sciences
VL - 23
IS - 1
SP - 99
EP - 112
LA - eng
UR - http://eudml.org/doc/104957
ER -

References

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  1. 1. M. ANVARI, An Application of Inventory Theoretic Models to Cash Collection, Decision Sciences, Vol. 17, 1981, pp. 126-135. 
  2. 2. W. J. BAUMOL, The Transaction Demand of Cash: An Inventory Theoretic Approach, Quarterly Journal of Economics, Vol. 66, 1952, pp. 545-556. 
  3. 3. G. D. EPPEN and E. F. FAMA, Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs, International Economic Review, Vol. 10, 1969, pp. 119-133. Zbl0212.24904
  4. 4. Federal Reserve Bank of St. Louis: U.S. Financial Data, St. Louis, MO, 1985. 
  5. 5. N. M. GIRIS, Optimal Cash Balance Level, Management Science, Vol. 15, 1968, pp. 130-140. Zbl0167.48302
  6. 6. D. P. HEYMAN, A Model for Cash Balance Management, Management Science, Vol. 19, 1973, pp. 1407-1413. Zbl0263.90009
  7. 7. N. K. KWAK and S. A. DELURGIO, Quantitative Models for Business Decisions, Duxbury Press, North Scituate, MA, 1980. 
  8. 8. LBC Finance Department: Consolidated Financial Analysis, St. Louis, MO, 1985. 
  9. 9. M. H. MILLER and D. J. ORR, A Model of the Demand for Money by Firms, Quarterly Journal of Economics, Vol. 80, 1966, pp. 413-435. 
  10. 10. D. J. WHITE and J. M. NORMAN, Control of Cash Reserves, Operational Research Quarterly, Vol. 16, 1965, pp. 309-328. 
  11. 11. S. H. ZANAKIS, P. MAVRIDES and E. N. ROUSSAKIS, Applications of Management Science in Banking, Decision Sciences, Vol. 17, 1986, pp. 114-128. 

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