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Efficient and exact simulation of the Gaussian affine interest rate models

Ostrovski, Vladimir - In: International journal of financial engineering 3 (2016) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10011577107

Stress-testing of liquidity risk in TARGET2

Papsdorf, Patrick (contributor); Arciero, Luca (contributor) - Europäische Zentralbank / Group on TARGET2 Stress Testing - 2017

The paper reports the outcome of the stress-testing of liquidity risk in the TARGET2 payment system, with the study having been conducted by an ad-hoc group composed of operators and overseers of TARGET2. The study aims to assess the resilience of the system, defined as the network of its...

Persistent link: https://www.econbiz.de/10011627053

Supply chain configurations : a model to evaluate performance in customised productions

Macchion, Laura; Fornasiero, Rosanna; Vinelli, Andrea - In: International journal of production research 55 (2017) 5/6, pp. 1386-1399

Persistent link: https://www.econbiz.de/10011628173

Organizational dissent dynamics : a conceptual framework

Zaini, Raafat Mahmoud; Elmes, Michael B.; Pavlov, Oleg V.; … - In: Management communication quarterly : an international … 31 (2017) 2, pp. 258-277

Persistent link: https://www.econbiz.de/10011631131

Designing lean processes with improved service quality : an application in financial services

Li, Gang; Field, Joy M.; Davis, Mark - In: Quality management journal : QMJ 24 (2017) 1, pp. 6-20

Persistent link: https://www.econbiz.de/10011633032

Pension reforms and adverse demographics : the case of the Czech Republic

Stepanek, Martin - 2017

appropriate remedy and little action. In this paper, I present a comprehensive OLG model tailored for simulation of pension …

Persistent link: https://www.econbiz.de/10011716622

Evaluating vendor managed inventory systems : how incentives can benefit supply chain partners

Bi̇ri̇m, Sule; Sofyalioglu, Cigdem - In: Journal of business economics and management 18 (2017) 1, pp. 163-179

Persistent link: https://www.econbiz.de/10011721726

Improving spare parts management for field services : a model and a case study for the repair kit problem

Saccani, Nicola; Visintin, Filippo; Mansini, Renata; … - In: IMA journal of management mathematics 28 (2017) 2, pp. 185-204

Persistent link: https://www.econbiz.de/10011723256

Automatic translation of plant data into management performance metrics : a case for real-time and predictive production control

Mousavi, A.; Siervo, H. R. A. - In: International journal of production research 55 (2017) 17/18, pp. 4862-4877

Persistent link: https://www.econbiz.de/10011723794

Big data and supply chain decisions : the impact of volume, variety and velocity properties on the bullwhip effect

Hofmann, Erik - In: International journal of production research 55 (2017) 17/18, pp. 5108-5126

Persistent link: https://www.econbiz.de/10011723927