Cash management models from a multiobjective perspective

What is it about?

This paper show the utility of ROC analysis from a triple perspective as a tool for: (1) showing model performance; choosing models; and assessing the impact of operating conditions on model performance. The paper illustrate the selection of cash management models by means of a numerical example.

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Why is it important?

This paper addresses the problem of selecting cash management models under different operating conditions from a multiobjective perspective considering not only cost but also risk.