Cette etude analyse de maniere empirique l'impact sur le marche des action sous-jacentes de l'emission d'option sur action a la Swiss Options and Financial Futures Exchange (SOFFEX).

This paper seeks to determine whether it is sufficient to revise administered trade procedures to reduce endogenous protectionist tendencies of the trade policy mechanism.

This paper tests the existence of a risk premium in the one-month and three-month forward exchange markets.

Concepts of organizational learning abound in the literature. There has been an increasing diversity of attempts at classification, but an integrated theory is still missing. To provide some tentative answers as to why theory development id organizational learning has made such little progress,...

We use a decomposition approach to solve two types of realistic problems: block-angular linear programs arising in energy planning, and multicommodity network problems arising in capacity planning for survvable telecommunication netwroks. Decomposition is an algorithmic device that breaks down...

We describe in this paper a method allowing to order submodels in linear regression. A real function is attached to each submodel, allowing to graphically compare and order them. Our procedure defines an objective function depending on two factors (lack of fit and multicolinearity) with the...

Two new subroutines, SPLITDAT and DECOMP, have been created in the GAMS I/O library. The aim of these subroutines is to provide the GAMS user with the possibility of using Benders and other decomposition algorithms within the Gams modeling language framework.