Showing 1 - 10 of 113
obtain explicit convergence rates in matrix norms that show the trade-off between the sparsity of the true model, dimension …
Persistent link: https://www.econbiz.de/10009476576
Nitrate pollution from agriculture is an important environmental problem, caused bythe excessive use of inorganic fertilizers. The internalization of this externality, via a tax onmineral nitrogen, could lead to a second best solution, reducing nitrate emissions. Severalauthors suggest that a...
Persistent link: https://www.econbiz.de/10009442765
Recently, Branzei, Dimitrov, and Tijs (2003) introduced cooperative interval-valued games. Among other insights, the notion of an interval core has been coined and proposed as a solution concept for interval-valued games. In this paper we will present a general mathematical programming algorithm...
Persistent link: https://www.econbiz.de/10009447478
We analyze the current state and future requirements of an agricultural income stabilization mechanism in a transition country – namely, the crop insurance system in Kazakhstan. Three objectives will be pursued: First, factors influencing the development of the crop insurance market will be...
Persistent link: https://www.econbiz.de/10009444834
A mathematical programming model is developed and associated to a spatial pattern index (Ripley L function) to analyse the optimal reserve design and implementation for the Little Bustard conservation in Plaine de Niort. The model structure corresponds to three spatial levels, fields, farm and...
Persistent link: https://www.econbiz.de/10009445725
The biological nature of agricultural production processes induce a higher degree ofuncertainty surrounding the economic performance of farm enterprises. This has contributedto the development and acceptance of forms of public intervention aimed at reducing incomevariability that have no...
Persistent link: https://www.econbiz.de/10009445763
closely to the theory of convex risk measures. We show that the complexity of this approach is equivalent to that of solving a …
Persistent link: https://www.econbiz.de/10009475403
Gegenstand dieser Arbeit ist die Untersuchung von Finanzmarktmodellen, die für den An- und Verkauf von Finanzgütern anfallende Kosten berücksichtigen, sogenannte Transaktionskosten. Zentrales Thema ist dabei ein Portfoliooptimierungsproblem in einem Black-Scholes-Modell mit n Aktien bei...
Persistent link: https://www.econbiz.de/10009429000
This paper proposes different investment strategies for portfolio selection based on decision-making under uncertainty, rather than the conventional Markowitz portfolio model. The results of perfectinformation and the results of investment strategies for decision-making under uncertainty are...
Persistent link: https://www.econbiz.de/10009456018
model in the theory of Markov controlled processes in discrete time. We solve some classical optimization problems without …. We are able to prove a factorization of the wealth process. Using this and some renewal theory arguments we can reduce …
Persistent link: https://www.econbiz.de/10009429036