Similar Search Results - EconBiz

Set-up and production planning in hybrid manufacturing–remanufacturing systems with large returns

Polotski, Vladimir; Kenne, Jean-Pierre; Gharbi, Ali - In: International journal of production research 55 (2017) 13/14, pp. 3766-3787

Persistent link: https://www.econbiz.de/10011671348

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

Fuzzy goal programming approach for solving stochastic transportation problem with additional budgetary constraints

Akilbasha, A.; Abd El-Wahed Khalifa, Hamiden; Juman, … - In: International journal of shipping and transport … 18 (2024) 1, pp. 30-45

Persistent link: https://www.econbiz.de/10015070063

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

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

The joint density of two functionals of a Brownian motion

Abadir, Karim Maher - 1994

Persistent link: https://www.econbiz.de/10000895295

Option pricing under incompleteness and stochastic volatility

Hofmann, Norbert - 1992

Persistent link: https://www.econbiz.de/10000834044

Simple binomial processes as diffusion approximations in financial models

Nelson, Daniel B.; Ramaswamy, Krishna - 1990

Persistent link: https://www.econbiz.de/10000811122

Pricing foreign currency options with stochastic volatility

Melino, Angelo; Turnbull, Stuart M. - 1988

Persistent link: https://www.econbiz.de/10000772329

The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0

Miltersen, Kristian R.; Nielsen, Lars - 1989

Persistent link: https://www.econbiz.de/10000775498

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