{"id":"https://openalex.org/W1572279577","doi":"https://doi.org/10.1016/j.orl.2009.08.002","title":"Optimal cash management under uncertainty","display_name":"Optimal cash management under uncertainty","publication_year":2009,"publication_date":"2009-08-13","ids":{"openalex":"https://openalex.org/W1572279577","doi":"https://doi.org/10.1016/j.orl.2009.08.002","mag":"1572279577"},"language":"en","primary_location":{"id":"doi:10.1016/j.orl.2009.08.002","doi":"https://doi.org/10.1016/j.orl.2009.08.002","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.orl.2009.08.002","pdf_url":null,"source":{"id":"https://openalex.org/S27769002","display_name":"Operations Research Letters","issn_l":"0167-6377","issn":["0167-6377","1872-7468"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-3","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research Letters","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5027426452","display_name":"Alain Bensoussan","orcid":"https://orcid.org/0000-0003-2465-1249","observed_orcids":["https://orcid.org/0000-0003-2465-1249"]},"institutions":[{"id":"https://openalex.org/I162577319","display_name":"The University of Texas at Dallas","ror":"https://ror.org/049emcs32","country_code":"US","type":"education","lineage":["https://openalex.org/I162577319"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Alain Bensoussan","raw_affiliation_strings":["School of Management, The University of Texas at Dallas, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management, The University of Texas at Dallas, USA","institution_ids":["https://openalex.org/I162577319"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5052872469","display_name":"Anshuman Chutani","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I162577319","display_name":"The University of Texas at Dallas","ror":"https://ror.org/049emcs32","country_code":"US","type":"education","lineage":["https://openalex.org/I162577319"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Anshuman Chutani","raw_affiliation_strings":["School of Management, The University of Texas at Dallas, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management, The University of Texas at Dallas, USA","institution_ids":["https://openalex.org/I162577319"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5088868657","display_name":"SURESH P. SETHI","orcid":"https://orcid.org/0000-0001-9590-5627","observed_orcids":["https://orcid.org/0000-0001-9590-5627"]},"institutions":[{"id":"https://openalex.org/I162577319","display_name":"The University of Texas at Dallas","ror":"https://ror.org/049emcs32","country_code":"US","type":"education","lineage":["https://openalex.org/I162577319"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Suresh P. Sethi","raw_affiliation_strings":["School of Management, The University of Texas at Dallas, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management, The University of Texas at Dallas, USA","institution_ids":["https://openalex.org/I162577319"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5088868657"],"corresponding_institution_ids":["https://openalex.org/I162577319"],"apc_list":{"value":2960,"currency":"USD","value_usd":2960},"apc_paid":null,"fwci":2.2469,"has_fulltext":false,"cited_by_count":27,"citation_normalized_percentile":{"value":0.90684044,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"37","issue":"6","first_page":"425","last_page":"429"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.7865999937057495,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.7865999937057495,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.149399995803833,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10328","display_name":"Supply Chain and Inventory Management","score":0.01810000091791153,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cash-management","display_name":"cash management","score":0.8510000109672546},{"id":"https://openalex.org/keywords/stochastic-maximum-principle","display_name":"stochastic maximum principle","score":0.777999997138977},{"id":"https://openalex.org/keywords/stock-trading","display_name":"stock trading","score":0.4269999861717224},{"id":"https://openalex.org/keywords/dividends","display_name":"dividends","score":0.4560000002384186},{"id":"https://openalex.org/keywords/transaction-costs","display_name":"transaction costs","score":0.7519999742507935},{"id":"https://openalex.org/keywords/bank-deposits","display_name":"bank deposits","score":0.671999990940094},{"id":"https://openalex.org/keywords/investment-under-uncertainty","display_name":"investment under uncertainty","score":0.41600000858306885}],"concepts":[{"id":"https://openalex.org/C116168712","wikidata":"https://www.wikidata.org/wiki/Q181201","display_name":"Dividend","level":2,"score":0.6449329853057861},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6015748381614685},{"id":"https://openalex.org/C76087492","wikidata":"https://www.wikidata.org/wiki/Q1047352","display_name":"Cash management","level":3,"score":0.5959794521331787},{"id":"https://openalex.org/C2778083465","wikidata":"https://www.wikidata.org/wiki/Q693464","display_name":"Cash","level":2,"score":0.5898377299308777},{"id":"https://openalex.org/C2776034101","wikidata":"https://www.wikidata.org/wiki/Q1509347","display_name":"Commission","level":2,"score":0.5394083261489868},{"id":"https://openalex.org/C163428354","wikidata":"https://www.wikidata.org/wiki/Q1047513","display_name":"Cash flow","level":2,"score":0.5169426798820496},{"id":"https://openalex.org/C75949130","wikidata":"https://www.wikidata.org/wiki/Q848010","display_name":"Database transaction","level":2,"score":0.4844098687171936},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4732944369316101},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.42111632227897644},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.41716644167900085},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.39714768528938293},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3666178584098816},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3364025950431824},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.20636999607086182},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.066517174243927},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.1016/j.orl.2009.08.002","doi":"https://doi.org/10.1016/j.orl.2009.08.002","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.orl.2009.08.002","pdf_url":null,"source":{"id":"https://openalex.org/S27769002","display_name":"Operations Research Letters","issn_l":"0167-6377","issn":["0167-6377","1872-7468"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-3","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research Letters","raw_type":"journal-article"},{"id":"pmh:oai::19896","doi":null,"is_oa":false,"landing_page_url":"https://mpra.ub.uni-muenchen.de/19896/1/MPRA_paper_19896.pdf","pdf_url":"https://mpra.ub.uni-muenchen.de/19896/1/MPRA_paper_19896.pdf","source":{"id":"https://openalex.org/S4306400553","display_name":"Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I8204097","host_organization_name":"Ludwig-Maximilians-Universit\u00e4t M\u00fcnchen","host_organization_lineage":["https://openalex.org/I8204097"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"MPRA Paper"},{"id":"pmh:oai:RePEc:pra:mprapa:19896","doi":null,"is_oa":false,"landing_page_url":"https://mpra.ub.uni-muenchen.de/19896/1/MPRA_paper_19896.pdf","pdf_url":"https://mpra.ub.uni-muenchen.de/19896/1/MPRA_paper_19896.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:bibcyt.ucla.edu.ve:T070300015884/11","doi":null,"is_oa":false,"landing_page_url":"http://bibcyt.ucla.edu.ve/cgi-win/be_alex.exe?Acceso=T070300015884/11&Nombrebd=Bciucla","pdf_url":null,"source":{"id":"https://openalex.org/S7407064187","display_name":"UCLA - Biblioteca de Ciencias y Tecnologia Felix Morales Bueno","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I19325673","host_organization_name":"Universidad Centroccidental Lisandro Alvarado","host_organization_lineage":["https://openalex.org/I19325673"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null},{"id":"mag:1572279577","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:pra:mprapa:19896","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"mag:3146545852","doi":null,"is_oa":false,"landing_page_url":"https://ideas.repec.org/p/pra/mprapa/19896.html","pdf_url":null,"source":{"id":"https://openalex.org/S4306400553","display_name":"Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I8204097","host_organization_name":"Ludwig-Maximilians-Universit\u00e4t M\u00fcnchen","host_organization_lineage":["https://openalex.org/I8204097"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"MPRA Paper","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W1964255637","https://openalex.org/W1998031535","https://openalex.org/W2005158847","https://openalex.org/W2013640181","https://openalex.org/W2024824479","https://openalex.org/W2050427040","https://openalex.org/W2057097347","https://openalex.org/W2075756660","https://openalex.org/W2076057077","https://openalex.org/W2096285432","https://openalex.org/W2107563325","https://openalex.org/W2108395480","https://openalex.org/W2115580984","https://openalex.org/W2123908125","https://openalex.org/W2132264535","https://openalex.org/W2147736135","https://openalex.org/W2313819453","https://openalex.org/W2333752956","https://openalex.org/W4238221380","https://openalex.org/W4361794206"],"related_works":["https://openalex.org/W2108395480","https://openalex.org/W2086988698","https://openalex.org/W2067795184","https://openalex.org/W2920959958","https://openalex.org/W2804690047","https://openalex.org/W2377034323","https://openalex.org/W7017423321","https://openalex.org/W2520207838","https://openalex.org/W2987752435","https://openalex.org/W3011307436"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":3},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":3},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-31T12:09:11.096373","created_date":"2016-06-24T00:00:00"}
