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We consider the classical duality operators for convex objects such as the polar of a convex set containing the origin … other duality operators of convex objects. …
Persistent link: https://www.econbiz.de/10010731735
This paper attempts to extend the notion of duality for convex cones, by basing it on a predescribed conic ordering and …-product itself is replaced by a general multi-dimensional bilinear mapping. This new type of duality is termed the D-induced duality … in the paper. Basic properties of the extended duality, including the extended bi-polar theorem, are proven. Examples are …
Persistent link: https://www.econbiz.de/10010731905
In this article, we characterize efficient portfolios, i.e. portfolios which are optimal for at least one rational agent, in a very general financial market model of foreign currencies with proportional transaction costs. In our setting, transaction costs may be random, time dependent, have...
Persistent link: https://www.econbiz.de/10010733710
, that illustrates the duality between modeling emissions and abatement. …
Persistent link: https://www.econbiz.de/10010860673
In this thesis we deal with different topics in financial mathematics, that are all related to market imperfections and to the fundamental technique of utility maximization. The work consists of three parts. In the first one, which is based on two papers, we consider the problem of optimal...
Persistent link: https://www.econbiz.de/10010861637
This paper examines a generalization of cost-production duality for regulated firms. It derives an equivalency between …
Persistent link: https://www.econbiz.de/10010866009
Recently, in some papers in the field of operations research the performance analysis of decision making units, in the presence of time factor, has been dealt with by an analytical framework of DEA: dynamic DEA. This paper provides a new approach, utilizing the envelopment models, for estimating...
Persistent link: https://www.econbiz.de/10010866052
duality approach. Next, we discount added value and costs resulting from intangible assets using fixed effects. Empirical …
Persistent link: https://www.econbiz.de/10010866391
This study examines how board leadership structure (CEO duality) affects the corporate governance of corporatized state … duality will generate a positive (negative) significant impact on the firms’ corporate governance when state owners tend to … between CEO duality and CEO turnover in Chinese listed companies that are ultimately controlled by central or local …
Persistent link: https://www.econbiz.de/10010867264
suggest that organizations may, in alternative, view market and community as part of a duality, interdependent and mutually … constituting processes that may not only contradict each other but also enable one another. The implications of a duality view for …, and duality is presented as a way of transcending what is commonly viewed as opposition, moving organizations both in the …
Persistent link: https://www.econbiz.de/10010868277