Country: Switzerland

Found 927 papers in total
A universal building block for the approximate analysis of a shared buffer ATM switch architecture
A universal building block for the approximate analysis of a shared buffer ATM switch architecture
1994,
A universal analytic approximation is proposed for the performance analysis of a...
Bursty traffic modeling and efficient analysis algorithms via fluid-flow models for ATM IBCN
Bursty traffic modeling and efficient analysis algorithms via fluid-flow models for ATM IBCN
1994,
In this paper fluid models for heterogeneous multiplexed traffic are considered....
On the asymptotic analysis of statistical multiplexers with hyper-bursty arrivals
On the asymptotic analysis of statistical multiplexers with hyper-bursty arrivals
1994,
The paper considers multiplexers in discrete time fed by the superposition of...
A bibliography of ATM related papers
A bibliography of ATM related papers
1994,
In this paper, the authors give a list of ATM related papers. This is not a complete...
A model for portfolio management with mortgage-backed securities
A model for portfolio management with mortgage-backed securities
1993,
This paper presents a stochastic programming model for the mamagement of large...
General financial equilibrium with policy interventions: A variational inequality approach
General financial equilibrium with policy interventions: A variational inequality approach
1993,
In this paper a model of general financial equilibrium with policy interventions is...
Valuing flexibility: An impulse control framework
Valuing flexibility: An impulse control framework
1993,
This paper presents a general framework for modeling and evaluating investments which...
Approximate valuation of average options
Approximate valuation of average options
1993,
This paper concerns the valuation of average options of European type where an...
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
1993,
In this paper, the authors first define risk in an axiomatic way and a class of...
Computation of mean-semivariance efficient sets by the Critical Line Algorithm
Computation of mean-semivariance efficient sets by the Critical Line Algorithm
1993,
The general mean-semivariance portfolio optimization problem seeks to determine the...
Dynamic linkages between stock prices, accrual earnings and cash flows: A cointegration analysis
Dynamic linkages between stock prices, accrual earnings and cash flows: A cointegration analysis
1993,
This paper investigates the dynamic linkages between stock market prices, accrual...
Using Kalman filter and finite difference techniques in default free bond pricing models
Using Kalman filter and finite difference techniques in default free bond pricing models
1993,
A model to price default free bonds, similar to ones developed by Cox, Ingersoll and...
Look-back policies for two-stage, pull-type production/inventory systems
Look-back policies for two-stage, pull-type production/inventory systems
1994,
The authors consider a two-stage, pull-type production/inventory system with a known...
Order selection on a single machine with high set-up costs
Order selection on a single machine with high set-up costs
1993,
The paper studies the problem of allocating a limited quantity of a single...
Local search procedures for improving feasible solutions to the Sequential Ordering Problem
Local search procedures for improving feasible solutions to the Sequential Ordering Problem
1993,
Given a digraph G=(V,A), a weight for each node in V and a weight for each arc in A,...
Optimal portfolios with asymptotic criteria
Optimal portfolios with asymptotic criteria
1993,
This paper is concerned with a portfolio optimization model for a long planning...
A mean-absolute deviation-skewness portfolio optimization model
A mean-absolute deviation-skewness portfolio optimization model
1993,
It is assumed in the standard portfolio analysis that an investor is risk averse and...
A two-stage approach to multi-period allocation of savings among investment plans
A two-stage approach to multi-period allocation of savings among investment plans
1993,
This paper presents a two-stage multi-period decision model for allocation of the...
Economic screening procedures with multi-decision alternatives in logistic and normal models
Economic screening procedures with multi-decision alternatives in logistic and normal models
1993,
For situations where there are several markets with different profit/cost structures,...
On the number of securities which constitute an efficient portfolio
On the number of securities which constitute an efficient portfolio
1993,
The purpose of this paper is to discuss the relationship between the number of...
An interior point algorithm for large scale portfolio optimization
An interior point algorithm for large scale portfolio optimization
1993,
The minimum-norm point problem which arises in portfolio selections is discussed and...
Mean-absolute deviation portfolio optimization for mortgage-backed securities
Mean-absolute deviation portfolio optimization for mortgage-backed securities
1993,
The authors develop an integrated simulation/optimization model for managing...
Rolling schedules for a dynamic lot-sizing problem with start-up cost
Rolling schedules for a dynamic lot-sizing problem with start-up cost
1993,
This paper considers a dynamic lot size model with start-up cost where backlogging is...
A method for the analysis of equilibrium multipart prices in oligopolistic markets
A method for the analysis of equilibrium multipart prices in oligopolistic markets
1993,
Motivated by the fact that both long distance and local telephone business are...
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