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1. The problem with integer programming.

2. Determining the optimal constrained multi-item (Q, r) inventory policy by maximising risk-adjusted profit.

3. The covariance sign of transformed random variables with applications to economics and finance.

4. Gearbox failure diagnosis based on vector autoregressive modelling of vibration data and dynamic principal component analysis.

5. Multilevel flexible specification of the production function in health economics.

6. Hedging entry and exit decisions: optimizing location under exchange rate uncertainty.

7. Theoretical and practical motivations for the use of the moving average rule in the stock market

8. Price and warranty competition in a duopoly distribution channel: dynamic stability analysis for boundedly rational agents

9. The optimal liquidity principle and the aggregate money demand

10. On the effect of non-optimal forecasting methods on supply chain downstream demand

11. Modelling two-echelon serial inventory systems with perishable items

12. Risk aversion in maintenance: a utility-based approach

13. Control consolidation with a threshold: an algorithm

14. Robust portfolio choice under the 4/2 stochastic volatility model

15. Pricing energy quanto options in the framework of Markov-modulated additive processes

16. Optimal portfolio execution with a Markov chain approximation approach

17. Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching

18. A new algorithm for calibrating local regime-switching models

19. How correlation risk in basket credit derivatives might be priced and managed?

20. Pricing resettable convertible bonds using an integral equation approach

21. Theory of optimal consumption and portfolio selection under a Capital-at-Risk (CaR) and a Value-at-Risk (VaR) constraint.

22. Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference

23. Explicit formulas for pricing credit-linked notes with counterparty risk under reduced-form framework

24. New forecasting insights on the bullwhip effect in a supply chain

25. A multistage stochastic programming approach for capital budgeting problems under uncertainty

26. Optimal pricing and ordering policy for perishable items with limited storage capacity and partial trade credit

27. The nexus between financial sector consolidation, competition and efficiency: empirical evidence from the malaysian banking sector

28. The covariance sign of transformed random variables with applications to economics and finance

29. Item price information feedback in multiple unit combinatorial auctions: design issues

30. Hedging mean-reverting commodities

31. Energy consumption and environmental pollution: a stochastic model

32. Hierarchical estimation as a basis for hierarchical forecasting

33. Using imperfect advance demand information in forecasting

34. Demand forecasting adjustments for service-level achievement

35. Investigation of rolling horizon flexibility contracts in a supply chain under highly variable stochastic demand

36. Predicting stock returns and assessing prediction performance

37. Pricing vulnerable European options with stochastic default barriers

38. Maximin investment problems for discounted and total wealth

39. Optimization techniques for Available Transfer Capability (ATC) and market calculations

40. Credit scoring using neural and evolutionary techniques

41. Sensitivity measures for split-capital investment trusts

42. Optimal smoothing of accounting earnings

43. Computational tests as a means of assessing the inaccuracies of index numbers