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Optimizing the Conditional Value-at-Risk in Revenue Management
Gönsch, Jochen - 2014
Many service industries use revenue management to balance demand and capacity. The assumption of risk-neutrality lies at the heart of the classical approaches, which aim at maximizing expected revenue. In this paper, we give a comprehensive overview of the existing approaches, most of which were...
Persistent link: https://www.econbiz.de/10013064213
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Design of Portfolio using Multivariate Analysis
Marisetty, Nagendra - 2022
Stock markets are considered a barometer of the respective country’s economy around the world. Modern portfolio theory … investors and portfolio managers for the construction of their portfolios to maximize returns for a given level of risk. The … study of co-movements provides inputs for portfolio construction and facilitates the dentification of markets where indices …
Persistent link: https://www.econbiz.de/10013309563
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The Greek equity market in European equity portfolios
Vortelinos, Dimitrios I. - In: Economic modelling 49 (2015), pp. 144-153
Persistent link: https://www.econbiz.de/10011439510
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Do BRIC countries' equity markets co-move in long run?
Amanjot Singh; Kaur, Parneet - In: Theoretical economics letters 6 (2016) 2, pp. 119-130
Persistent link: https://www.econbiz.de/10011545444
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Dynamic asset allocation
Madhogarhia, Pawan K.; Lam, Marco - In: The journal of asset management 16 (2015) 5, pp. 293-302
Persistent link: https://www.econbiz.de/10011416515
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Innovative currency risk management : the new life of the monetary model
Dupuy, Philippe; Adjriou, Abdelak - In: The journal of asset management 16 (2015) 6, pp. 374-385
Persistent link: https://www.econbiz.de/10011416625
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Knowledge creation and application in technology collaboration portfolio : two cases in China
Liu, Yang; Ying, Ying; Fagerlin, Wen Pan - In: Chinese management studies : CMS 9 (2015) 4, pp. 571-588
Persistent link: https://www.econbiz.de/10011507827
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To overcome the challenges thrown by govalisation by benchmarking with a special reference to banking sector : a case study
Garg, Ajay K.; Sandhu, Parneet K. - In: International journal of process management and … 5 (2015) 3, pp. 280-297
Persistent link: https://www.econbiz.de/10011525583
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Relationship between major developed equity markets and major : frontier equity markets of world
Baig, Muhammad Mansoor; Bilal, Muhammad; Aslam, Waheed - In: Acta Universitatis Danubius / Oeconomica 12 (2016) 1, pp. 182-196
Persistent link: https://www.econbiz.de/10011527086
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Long-term strategic asset allocation : an out-of-sample evaluation
Diris, Bart; Palm, Franz C.; Schotman, Peter C. - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2185-2202
Persistent link: https://www.econbiz.de/10011372433