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A Multi-Transportation-Modes Optimization with Time and Cost Constraints of the Postal Delivery Service in Indonesia
Sarasi, Vita - Departemen Manajemen dan Bisnis, Fakultas Ekonomi - 2003
An optimization procedure with constraints of time and cost was applied to the postal delivery service in Indonesia …. Although it is nevertheless the initial stage, the optimization has showed its capability to satisfy the delivery time standard …
Persistent link: https://www.econbiz.de/10008740698
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Portfolio Diversification Effects of Downside Risk
Hyung, Namwon; de Vries, Casper G. - 2005
the benefits of portfolio diversification for downside risk in case returns are normally distributed with the case of fat …
Persistent link: https://www.econbiz.de/10010325374
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The downside risk of heavy tails induces low diversification
Hyung, Namwon; Vries, Casper G. de - 2010
diversification against the benefits in terms of the standard deviation of the returns. Suppose a safety first investor cares about …
Persistent link: https://www.econbiz.de/10011381335
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Portfolio diversification effects of downside risk
Hyung, Namwon; Vries, Casper G. de - 2004 - Rev.
the benefits of portfolio diversification for downside risk in case returns are normally distributed with the case of fat …
Persistent link: https://www.econbiz.de/10011343318
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The Downside Risk of Heavy Tails Induces Low Diversification
Hyung, Namwon - 2010
diversification against the benefits in terms of the standard deviation of the returns. Suppose a safety first investor cares about … sizes are smaller than traditional correlation based diversification analysis suggests …
Persistent link: https://www.econbiz.de/10013138700
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Portfolio Diversification Effects of Downside Risk
Hyung, Namwon; Vries, Casper G. de - Tinbergen Institute - 2005
the benefits of portfolio diversification for downside risk in case returns are normally distributed with the case of fat …
Persistent link: https://www.econbiz.de/10005137332
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The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio
Busse, Marc; Dacorogna, Michel; Kratz, Marie - In: Risks 2 (2014) 3, pp. 260-276
Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit … occurrence, systemic risk can reduce dramatically the diversification benefits. It is clearly revealed via a non …
Persistent link: https://www.econbiz.de/10011030572
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Portfolio Diversification Effects of Downside Risk
Hyung, Namwon; Vries, Casper G. de - Tinbergen Instituut - 2005
the benefits of portfolio diversification for downside risk in case returns are normally distributed with the case of fat …
Persistent link: https://www.econbiz.de/10011256893
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RESPONSIBLE DIVERSIFICATION: KNOWING ENOUGH ABOUT DIVERSIFICATION TO DO IT RESPONSIBLY: MOTIVES, MEASURES AND CONSEQUENCES
García, Ma. Belén Lozano; Hidalgo, Alberto de Miguel; … - In: Annales Universitatis Apulensis Series Oeconomica 1 (2013) 15, pp. 19-19
should diversify and whether it is a way to create value, since themotives leading to diversification are not always …
Persistent link: https://www.econbiz.de/10011143739
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Identifying Preference for Early Resolution from Asset Prices
Ai, Hengjie; Bansal, Ravi; Guo, Hongye; Yaron, Amir - National Bureau of Economic Research - 2023
This paper develops an asset market based test for preference for the timing of resolution of uncertainty. Our main theorem provides a characterization of preference for early resolution of uncertainty in terms of the risk premium of assets realized during the period when the informativeness of...
Persistent link: https://www.econbiz.de/10014248005