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Quadratic programming for portfolio planning : insights into algorithmic and computational issues ; solving a family of QP models. Part I
Mitra, Gautam; Ellison, Frank; Scowcroft, Alan - In: The journal of asset management 8 (2007/08) 3, pp. 200-214
Persistent link: https://www.econbiz.de/10003543593
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Welfare
Jorgenson, Dale Weldeau - 1997
Persistent link: https://www.econbiz.de/10000963791
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Quality uncertainty with imperfect information acquisition
Gertz, Christopher - 2013 - This version: September 17, 2013
I analyze a monopolistic model of quality uncertainty but with the possibility of information acquisition on the consumer side. Information is costly and its amount is chosen by the consumer. The analysis of Bayesian equilibria shows the possibility of three equilibrium classes, only one of...
Persistent link: https://www.econbiz.de/10009793534
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American-type options : stochastic approximation methods
Silvestrov, Dmitrii - 2015
Persistent link: https://www.econbiz.de/10010236724
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Time-series model with periodic stochastic regime switching: Part 2 : Applications to 16th- and 17th-century grain prices
Bac, Catherine; Chevet, Jean-Michel; Ghysels, Eric - In: Macroeconomic dynamics 5 (2001) 1, pp. 21-55
Persistent link: https://www.econbiz.de/10001570829
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Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric - In: Macroeconomic dynamics 4 (2000) 4, pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
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Portfoliomanagement
Breuer, Wolfgang; Gürtler, Marc; Schuhmacher, Frank - 2004
Persistent link: https://www.econbiz.de/10001664773
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Supply models with feedback features
1980
Persistent link: https://www.econbiz.de/10000885230
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Toward interactive and intelligent decision support systems : proceedings of the 7th Internat. Conference on Multiple Criteria
Sawaragi, Yoshikazu (contributor) - 1987
Persistent link: https://www.econbiz.de/10000739128
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Special issue on "optimization models in environment and sustainable development"
Maros, Istvan (contributor) - 2009
Persistent link: https://www.econbiz.de/10003893303