Wavelet based multi-scale analysis of financial time series has attracted much attention, lately, from both the academia and practitioners from all around the world. The unceasing metamorphosis of the discipline of finance from its humble beginning as applied economics to the more sophisticated...

The article studies the nature and direction of shock and volatility transmission among the nine non-overlapping sectoral indices of Bombay Stock Exchange (BSE) across eight different scales (from 2–4 days to 1–2 years) using a newly developed wavelet-based...

Numerous empirical studies show that portfolio returns are generally asymmetric, and investors would prefer a portfolio return with larger degree of asymmetry when the mean value and variance are same. In order to measure the asymmetry of fuzzy portfolio return, a concept of skewness is defined...

This paper develops an inventory model of a volume flexible manufacturing system for a deteriorating item with randomly distributed shelf life, continuous time-varying demand, and shortages over a finite time horizon. It is assumed that the produced units deteriorate over time with uncertainty...