Search Results - Business Economics

The linear dynamic lot size problem with minimum order quantities

Okhrin, Irena; Richter, Knut - 2010

This paper continues the analysis of a special uncapacitated single item lot sizing problem where a minimum order quantity restriction, instead of the setup cost, guarantees a certain level of production lots. A detailed analysis of the model and an investigation of the particularities of the...

Persistent link: https://www.econbiz.de/10003954250

An O(T3) algorithm for the capacitated lot sizing problem with minimum order quantities

Okhrin, Irena; Richter, Knut - 2010

This paper explores a single-item capacitated lot sizing problem with minimum order quantity, which plays the role of minor set-up cost. We work out the necessary and sufficient solvability conditions and apply the general dynamic programming technique to develop an O(T3) exact algorithm that is...

Persistent link: https://www.econbiz.de/10003954254

Is there a bubble in the Chinese housing market?

Dreger, Christian; Zhang, Yanqun - 2010

For many analysts, the Chinese economy is spurred by a bubble in the housing market, probably driven by the fiscal stimulus package and massive credit expansion, with possible adverse effects to the real economy. To get insights into the size of the bubble, the house price evolution is...

Persistent link: https://www.econbiz.de/10008748352

Sovereign bond yield spreads : a time-varying coefficient approach

Bernoth, Kerstin; Erdogan, Burcu - 2010

We study the determinants of sovereign bond yield spreads across 10 EMU countries between Q1/1999 and Q1/2010. We apply a semiparametric time-varying coefficient model to identify, to what extent an observed change in the yield spread is due to a shift in macroeconomic fundamentals or due to...

Persistent link: https://www.econbiz.de/10008748363

Das Gesetz zur Angemessenheit der Vorstandsvergütung

Koch, Rosemarie; Stadtmann, Georg - 2010

Wir analysieren das Gesetz zur Angemessenheit der Vorstandsvergütung. Ferner arbeiten wir einige aufgrund wirtschaftswissenschaftlicher Überlegungen zu erwartende Probleme heraus und prognostizieren mögliche ökonomische Auswirkungen des Gesetzes. Des Weiteren gehen wir im Rahmen einer...

Persistent link: https://www.econbiz.de/10008748377

Adaptive LASSO-type estimation for ergodic diffusion processes

Gregorio, Alessandro De; Iacus, Stefano - Dipartimento di Economia, Management e Metodi … - 2010

The LASSO is a widely used statistical methodology for simultaneous estimation and variable selection. In the last years, many authors analyzed this technique from a theoretical and applied point of view. We introduce and study the adaptive LASSO problem for discretely observed ergodic diffusion...

Persistent link: https://www.econbiz.de/10009324401

On Lasso-type estimation for dynamical systems with small noise

Iacus, Stefano - Dipartimento di Economia, Management e Metodi … - 2010

We consider a dynamical system with small noise where the drift is parametrized by a finite dimensional parameter. For this model we consider minimum distance estimation from continuous time observations under some penalty imposed on the parameters in the spirit of the Lasso approach. This...

Persistent link: https://www.econbiz.de/10009324436

Behavioral Decision Theory : Psychological and Mathematical Descriptions of Human Choice Behavior

Takemura, Kazuhisa - 2014

widely in such fields as economics, business administration, and engineering, and are expected to become more useful in the … expertise; nonetheless, an introductory knowledge of psychology, business administration, and economics, and approximately a … systems, such as the utility theory widely used in economics, have not been established; it is often limited to qualitative …

Persistent link: https://www.econbiz.de/10014017585

Measuring and predicting liquidity in the stock market

Wyss, Rico von (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002192698

Wissensorganisation in Professional Service Firms : Perspektiven aus der Wirtschaftsprüfung

Kühnel, Stephan (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002192700