Die Unternehmenssimulation LogisticPLUS ist ein generelles Planspiel mit Schwerpunkt auf logistischen Fragestellungen. Ziel der Arbeit ist es, Logistikern die Auswirkungen von getroffenen Entscheidungen transparent zu machen und langfristig durch einen Lernprozess bessere Entscheidungen...

Für Industrieunternehmen ist es wichtig, ihre Bestellmengen zu optimieren. Sie wirken sich auf Lagerhaltung und Beschaffung aus und beeinflussen Servicegrad und Produktionsbereitschaft. Fehlerhaft bestimmte Losgrößen führen zu höheren Kosten und Gewinneinbußen.[...] Die Interaktion...

The stock level in industrial companies is frequently subject of critical discussions. Material managers tendtowards high stock levels to ensure delivery and operational readiness. In contrast, controllers demand lowerstock levels to minimize the costs of capital commitment. This decision...

In this paper we study the integration of production, transportation and storage decisions ina multi plant-distribution center supply chain structure. Multiple plants produce one type ofitem, each of them with different production capacity and costs, and send finished goods tothe distribution...

Particle Swarm Optimization is a population based search strategy based on the idea of the simulation of bird flocks. In this paper we will introduce an application of the PSO to a management problem. The simulated stochastic 2-product-warehouse with the parameters order amount and safety stock...

Zielsetzung der vorliegenden Untersuchung ist die Entwicklung und Umsetzung einer Methodik zum systematischen Vergleich der Gesamtperformance (Totalrendite) von Lebensversicherungsprodukten (hier primär: Kapitallebensversicherung) auf der einen Seite und Investmentprodukten (Aktien-, Renten-...

This paper shows that skewness of individual firms return distributions has a considerable spurious effect on the mean-variance relationship as it is usually measured.

While the relationship between volatility and risk is central to much of thefinancial literature it has not been incorporated systematically into assessment ofsovereign debt sustainability. This paper attempts to fill this gap by studying how the probability distribution of sovereign debt to GDP...

This paper presents a theoretical study of how incentives affect hedge fund risk and returns and an empirical study of the performance of a large group of operating hedge funds. Most hedge fund managers receive a flat fee plus a share of the returns above a certain benchmark. We investigate how...

Two different probability measures are of importance when calculating the risk of a large portfolio: the risk-neutral measure for pricing, and the real measure to project true earnings. When using Monte Carlo, the natural method is to conduct two different simulations, one in each probability...