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The Efficiency of the Japanese Equity Market
Nagayasu, Jun - International Monetary Fund (IMF) - 2003
Using the ARFIMA-FIGARCH model, this paper studies the efficiency of the Japanese equity market by examining the statistical properties of the return and volatility of the Nikkei 225. It shows that both follow a long range dependence, which stands against the efficient market hypothesis (EMH)....
Persistent link: https://www.econbiz.de/10005825859
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Synergies between operations research and data mining: The emerging use of multi-objective approaches
Corne, David; Dhaenens, Clarisse; Jourdan, Laetitia - In: European Journal of Operational Research 221 (2012) 3, pp. 469-479
Operations research and data mining already have a long-established common history. Indeed, with the growing size of databases and the amount of data available, data mining has become crucial in modern science and industry. Data mining problems raise interesting challenges for several research...
Persistent link: https://www.econbiz.de/10010597637
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DATA ENVELOPMENT ANALYSIS OF BANKING SECTOR IN BANGLADESH
RASHEDUL, HOQUE MD.; ISRAT, RAYHAN MD. - In: Russian Journal of Agricultural and Socio-Economic Sciences 5 (2012) 3, pp. 17-22
Banking sector of Bangladesh is flourishing and contributing to its economy. In this aspect measuring efficiency is important. Data Envelopment Analysis technique is used for this purpose. The data are collected from the annual reports of twenty four different banks in Bangladesh. Data...
Persistent link: https://www.econbiz.de/10011222469
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Regularity and singularity in linear-quadratic control subject to implicit continuous-time systems
Geerts, A.H.W. - Tilburg University, School of Economics and Management - 1992
Persistent link: https://www.econbiz.de/10011199205
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Ein allgemeines Dekompositionsverfahren fuer lineare Optimierungsprobleme
Heinemann, Hergen H. - Volkswirtschaftliche Fakultät, … - 1971
A Really GENERAL Decomposition Algorithm for Very Large Linear Optimization Problems Proven theory as Regards … consultancy on slight extensions in theory as well as on important extensions in calculation tactics you may contact Dr. Hergen … Heinemann: Hergen.Heinemann"et"alumni.insead.edu Detailed ABSTRACT of Theory (1) From the total problem matrix (TPM) partial …
Persistent link: https://www.econbiz.de/10008855812
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Pricing strategies for combination pediatric vaccines and their impact on revenue: Pediarix® or Pentacel®?
Robbins, Matthew; Jacobson, Sheldon; Sewell, Edward - In: Health Care Management Science 13 (2010) 1, pp. 54-64
Persistent link: https://www.econbiz.de/10008631274
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Automating the self-scheduling process of nurses in Swedish healthcare: a pilot study
Rönnberg, Elina; Larsson, Torbjörn - In: Health Care Management Science 13 (2010) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10008631275
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Time for a new budget allocation model for hospital care in Stockholm?
Andersson, Per-Åke; Bruce, Daniel; Walander, Anders; … - In: Health Care Management Science 14 (2011) 1, pp. 36-55
Persistent link: https://www.econbiz.de/10008926182
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Applying search theory to determine the feasibility of eradicating an invasive population in natural environments
Cacho, Oscar J.; Hester, Susan M.; Spring, Daniel - In: Australian Journal of Agricultural and Resource Economics 51 (2007) 4
The detectability of invasive organisms influences the feasibility of eradicating an infestation. Search theory offers … search environment. In this paper, search theory concepts are incorporated into a population model, and the costs of search …
Persistent link: https://www.econbiz.de/10009398576
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Note on supplier-restricted order quantity under temporary price discounts
Chu, Peter; Chen, Patrick; Niu, Thomas - In: Computational Statistics 58 (2003) 1, pp. 141-147
In this technical note, we consider the optimal replenishment strategies for a continuous review inventory model in which temporary price discounts are offered subject to supplier-obligatory restrictions on the special order quantity. We prove that the minimum inventory level during the on-sale...
Persistent link: https://www.econbiz.de/10010759279