This book offers new quantitative insights into how South African economy reacts to external economic shocks. The analysis includes focusing on economic growth and financial spill over, effects of capital inflows, contrasting the stock market price returns and volatility on economic growth and...

Investors are trying to generate excess returns through active investment strategies. Since the outbreak of the financial crisis, investors face a situation where increased risks are accompanied by falling key interest rates. An optimal portfolio in terms of risk and return becomes a perpetual...

In the face of the recent financial crisis there is increased focus on long-term investment strategies. This is particularly true for institutional investors who manage our retirement savings. Simultaneously there is increased demand that financial assets be invested with an understanding of...

This book relates to strategic asset allocation for institutional investors. It consists of a collection of edited papers from academics worldwide on the latest developments in asset allocation, portfolio management and international investments. These expert studies can improve the risk and...

Entscheidungsmodell zur ressourcenbeschränkten Projektplanung flexibler Projekte -- Strukturelle Eigenschaften flexibler Projekte -- Genetischer Algorithmus zur Planung flexibler Projekte -- Qualität in flexiblen Projekten.

Grundlagen der Kommissionierung -- Modelle und Lösungsansätze für das Order Batching-Problem -- Genetische Algorithmen zur Lösung des Order Batching-Problems -- Numerische Experimente zur Evaluation der Genetischen Algorithmen.

Auftragseinplanung zur Produktion in der Automobilindustrie -- Genetische Algorithmen als Suchverfahren -- Die Auftragseinplanung im vernetzten Planungsprozess -- Nutzung Genetischer Algorithmen im globalen Planungskontext.

Möglichkeiten und Grenzen des Einsatzes von Design for Six Sigma im Produktentstehungsprozess (PEP) -- Six Sigma – Zeitgemäßes Managementkonzept zur Erzielung von Null-Fehler-Qualität im Wertschöpfungsprozess -- Praxis-Theorie-Transformation als induktive Vorgehensweise: Vom konkreten zum...

Svenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO tranches with the same underlying portfolio of obligors. Instead of assuming a homogeneous dependence structure between the default times of different obligors, as it is assumed in...