| Article ID: | iaor1993851 |
| Country: | Netherlands |
| Volume: | 11 |
| Issue: | 5 |
| Start Page Number: | 273 |
| End Page Number: | 279 |
| Publication Date: | Jun 1992 |
| Journal: | Operations Research Letters |
| Authors: | Granot Frieda, Gautier Antoine |
| Keywords: | networks: flow |
The authors show in this note how an asset allocation model can be formulated as a nonlinear parametric network flow problem with one additional linear constraint. They then recommend a method by which a decision-maker could understand qualitatively how to respond to changes in the environment such as variations in interest rates, taxes or asset prices without any additional computation.