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Fractals: A More Dynamic & Multidimensional Approach to Business Analytics

Roy, Priya A. - 2010

This paper has two parts. In the first part, I articulate the short but significant evolution of the study of fractals …. In the second part, I discuss the application of fractals to business models and business analytics. "Clouds are not … line"(Mandelbrot, 1982, pg. 1). Thus began the study of fractals on a large scale. Fractals in their most common sense are …

Persistent link: https://www.econbiz.de/10009459095

Analytical and approximate variance of total project cost

Skitmore, Martin; Ng, S. Thomas - 2002

The statistical variance of total project cost is usually estimated by means of Monte Carlo simulation on the assumption that exact analytic approaches are too difficult. This paper tests that assumption and shows that, contrary to expectations, the analytic solution is relatively...

Persistent link: https://www.econbiz.de/10009437452

Dynamic Portfolio Construction and Portfolio Risk Measurement

Mazibas, Murat - 2011

The research presented in this thesis addresses different aspects of dynamic portfolio construction and portfolio risk measurement. It brings the research on dynamic portfolio optimization, replicating portfolio construction, dynamic portfolio risk measurement and volatility forecast together....

Persistent link: https://www.econbiz.de/10009440952

RENTABILIDAD DEL NOGAL PECANERO BAJO SISTEMAS DE PRODUCCIÓN DE MEDIANA TECNOLOGÍA EN DELICIAS, CHIHUAHUA

Lopez Diaz, Julio Cesar; Arras Vota, Ana Maria; Salas … - 2011

Pecans (Carya Illinoinensis [Wangenh] K. Koch) are a native food of North America andrepresent a high economic crop value in the north of Mexico, mainly in the state of Chihuahua,the biggest pecan nut producer in this country. The goal of this study was to evaluate theprofitability of pecan...

Persistent link: https://www.econbiz.de/10009445599

The Expected Value of Sample Information Analysis for Nonpoint Water Quality Management

Sung, Hwansoo; Shortle, James S. - 2006

There is considerable interest in watershed-based water quality protection. However, the approach can be highly information intensive, necessitating decisions about the types and amounts of data used to guide decisions. This study examines the Bayesian value of different types and amounts of...

Persistent link: https://www.econbiz.de/10009446229

Análise de risco do desempenho econômico de um sistema de recria de gado de corte em regime de pastejo rotacionado

Simoes, Andre Rozemberg Peixoto; Moura, Altair Dias de - 2006

The success of the agricultural systems is affected by several social, cultural and economical variables, which can restrict or nurture the development of the agribusiness. In this context, agricultural managers search for ways to improve production efficiency. This effort comprises the...

Persistent link: https://www.econbiz.de/10009446497

Simulation-based Valuation and Counterparty Exposure Estimation of American Options

Kan, Kin Hung - 2010

Valuing American options is a central problem in option pricing since the early-exercise feature is very common among financial or insurance derivatives products. For high-dimensional American options, Monte Carlo simulation is generally regarded as the only viable approach to price them, and...

Persistent link: https://www.econbiz.de/10009447254

A Comparison of Estimators of Capital Asset Indexes

Rambaldi, Alicia N.; Hill, R. Carter; Knight, John - 2003

The two basic models used for constructing price indexes for durable assets (such us real estate assets) have been the hedonic and repeated sales models. Case and Quigley (1991)-CQ proposed a generalized least squares (GLS) procedure to estimate a combined (single and repeated sales information)...

Persistent link: https://www.econbiz.de/10009448023

Simulation discounted cash flow valuation for internet companies

Ali, M; El-Haddadeh, R; Eldabi, T; Mansour, E - 2008

Discounted cash flow (DCF) is the most accepted approach for company valuation. It is well grounded in theory and practice. However, the DCF approach, which is commonly used for traditional companies valuation, presents a number of serious weaknesses within the Internet companies’ context. One...

Persistent link: https://www.econbiz.de/10009465487

Multi-Asset Equity Options

Su, Xia - 2003

The feature of several underlying assets requires traders to incorporate the correlation matrix of underlying assets in multi-asset equity options pricing. In this thesis, Monte Carlo simulation methods are used in order to quantify the precision of multi-asset equity options pricing. The...

Persistent link: https://www.econbiz.de/10009467243