Narrow search
Showing 1 - 10 of 638,994
Cover Image
Portfolio optimization : application of the Markowitz model using lagrange and profitability forecast
Brătian, Vasile - In: Expert journal of economics 6 (2018) 1, pp. 26-34
This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the determination of the structure of the efficient securities portfolio. In this sense, in order to determine the structure of the efficient Markowitz portfolio (PE), a Lagrange function is built and...
Persistent link: https://www.econbiz.de/10012062904
Cover Image
Simulation-optimization via kriging and bootstrapping : a survey
Kleijnen, Jack P. C. - 2013 - Revision of CentER DP 2011-064
Persistent link: https://www.econbiz.de/10010228792
Cover Image
Inter-cell movement minimisation in a cellular manufacturing system having stochastic parameters
Salarian, Reza; Fazlollahtabar, Hamed; Mahdavi, Iraj - In: International journal of services and operations management 17 (2014) 1, pp. 67-87
Persistent link: https://www.econbiz.de/10010389451
Cover Image
A stochastic maritime transportation-inventory problem with gamma, exponential, and uniform demand distributions
Soroush, Hossein M.; Al-Yakoob, Salem M.; Alqallaf, … - In: European journal of industrial engineering : EJIE 14 (2020) 6, pp. 813-850
Persistent link: https://www.econbiz.de/10012504279
Cover Image
Stochastic programs with simple integer recourse
Louveaux, François - 1991
Persistent link: https://www.econbiz.de/10000130324
Cover Image
Stochastic linear programming
Kall, Peter - 1976
Persistent link: https://www.econbiz.de/10000048408
Cover Image
Stochastic systems : modeling, identification and optimization ; [proceedings of a symposium held in Lexington, Kentucky, in june 1975]
Wets, Roger J.-B. (contributor) - 1976
Persistent link: https://www.econbiz.de/10000106045
Cover Image
Discrete stochastic programming : concepts, examples and a review of empirical applications
Apland, Jeffrey; Hauer, Grant - 1993
Persistent link: https://www.econbiz.de/10000875085
Cover Image
Zur kurzfristigen Finanzplanung des internationalen Konzerns : mit 7 Tabellen
Knobloch, Alois Paul - 1998
Persistent link: https://www.econbiz.de/10000984698
Cover Image
The achievable region approach to the optimal control of stochastic systems
Dacre, Marcus (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10000989319