This paper tests if the use of simple technical trading rules on Swiss stock prices is profitable. It considers several trading rules based on the crossing of moving averages. The use of bands and oscillators such as the relative strength index or the stochastic indicator is also investigated,...

In this paper we consider a new analytic center cutting plane method in a projective space. We prove the efficiency for the general scheme and show that these results can be used in the analysis of a feasability problem, the variational inequality problem and the problem if constrained...

We Highlight a fast subsampling method that can be used to provide valid inference in nonlinear dynamic econometric models.

Un choix ECI s'appuie encore aujourd'hui sur des analyses d'opportunites considerant l'entreprise comme une entite isolee. Or, l'EDI interesse des reseaux de "partenaires" dont certaines societes pourraient avoir des specificites communes. L'objet de notre etude est de determiner ces criteres...

We propose a generic path-following scheme which is essentially a method of centers that can be implemented with a variety of algorithms. The complexity estimate is computed on the sole assumption that a certain local quadratic convergence property holds, independently of the specific...

L'orientation vers le marche (OVM) est un paradigme de la gestion et du marketing qui a fait jusqu'a maintenant l'objet d'un nombre limite de travaux empiriques. L'objectif de cette étude est de determiner dans quelle mesure l'OVM est adoptee dans le secteur de la gestion privee et dans des...

We drive the minimum variance quadratic unbiased estimator (MIVQUE) of the variance of the components of a random vector having a compound normal distribution (CND). We show that the MIVQUE converges in probability to a random variable whose distribution is essentially the mixing distribution...

Cette etude porte sur l'examen de l'orientation vers le marche de la firme, ses activites de recherche marketing et sa performance. Une serie d'hypotheses de recherche sont proposees et testees empiriquement sur un echantillon de 175 entreprises suisses appartenant a differents secteurs industriels.

In this paper, we discuss the optimal design of telecommunications networks prone to failure. The problem concerns mid-range planning objectives. The purpose of the model is to give insight on the cost of protecting the network against failures by balancing the choice of a base routing of the...

This article spans the literature from organizational learning to knowledge management by indicating out the various combinations in the field. First, it provides an overview of the divergent debates in the field of organizational learning; focusing on the content , agents and proces of...