How do consumers evaluate the prestige of a person of an object? This paper proposes an empirical exploration of this question from a symbolic interactionist point of view.

Une motivation importante lors de la creation d'indicateurs de prix de l'immobilier est la construction de sous-indices par region ou par quartier. Des differences dans l'evolution de ces sous-indices sont alors le reflet de modifications de l'environnement, notamment des infrastructures...

WE analyze the multiple cut generation scheme in the analytic center cutting plane method. We propose an optimal primal and dual updating direction when the cuts are central. The dircetion is optimal in the sense that it maximizes the product of the new dual slacks and of the new primal...

To obtain the maximum benefits from diversification, financial theory suggests that investors should invest internationally because of the larger potential for risk reduction stemming, from the lower correlation existing between assets of different countries. The question that we raise in this...

Stochastic programs inevitably get huge if they are to model real life problems accurately. Nowadays only massive parallel machines can solve them but at a cost few decision makers can afford. We report hereon a deterministic equivalent linear programming model of 1,111,112 constraints and...

Dans un precedent article (Bender et Hoesli, 1996), les auteurs ont discute les raisons pour lesquelles il est necessaire d'evaluer periodiquement a la valeur de marche les portefeuilles immobiliers des investisseurs institutionnels. Il ressort des recherches recentes que la meilleure solution...

This paper deals with the sizing of telecommunications networks offering private line service to a few clients. The clients ask for some transfer capacity between some pair of nodes, but their demand is uncertain. In case of high demand and insufficient capacity, some clients may be denied the...

Cet article tests la validite du Capital Asset Pricing Model pour le marche des actions suisses sur une periode allant de 1973 a 1991.

This paper investigates, theoretically and empirically, the dynamic of the implied volatility (ISD) around earnings announcements dates. The volatility implied in option prices can be interpreted as the market's expected level of volatility over the remaining life of the option. In this...

This paper presents linear algebra techniques used in the implementation of an interior point method for solving linear programs and convex quadratic programs with linear constraint. The new regularization techniques for Newton equation system applicable to both symmetric positive definite and...