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This article presents a straightforward production/inventory model that can capture the trade-offs among average inventory, production capacity and customer service levels in a semi-process industry setting. The model is based on well-known approximations from queuing literature, and it supports...
Persistent link: https://www.econbiz.de/10010744510
In this study, we use zero-one variables to control fixed transaction costs independent of trade size in the portfolio selection problem. The optimal solution to the maximum flow, risk constrained stochastic portfolio network is found using Digital Portfolio Theory (DPT). Digital signals...
Persistent link: https://www.econbiz.de/10005553171
In this study, we use zero-one variables to control fixed transaction costs independent of trade size in the portfolio selection problem. The optimal solution to the maximum flow, risk constrained stochastic portfolio network is found using Digital Portfolio Theory (DPT). Digital signals...
Persistent link: https://www.econbiz.de/10008563634