Country: Netherlands

Found 18376 papers in total
Setting accuracy targets for short-term judgemental sales forecasting
Setting accuracy targets for short-term judgemental sales forecasting
2001,
Traditionally, the quality of a forecasting model is judged by how it compares, in...
Fiscal policy in a Lucasian general equilibrium model with productive government spending
Fiscal policy in a Lucasian general equilibrium model with productive government spending
1999,
This paper analyzes the effects of fiscal policy on the steady-state growth rate of a...
Bootstrapping prediction intervals for autoregressive models
Bootstrapping prediction intervals for autoregressive models
2001,
Methods of improving the coverage of Box–Jenkins prediction intervals for linear...
An endogenous growth model with public capital and government borrowing
An endogenous growth model with public capital and government borrowing
1999,
The paper presents an endogenous growth model with public capital. However, in...
Forecasting models and prediction intervals for the multiplicative Holt–Winters method
Forecasting models and prediction intervals for the multiplicative Holt–Winters method
2001,
A new class of models for data showing trend and multiplicative seasonality is...
The influence of perceived stock value price histories in the mean–variance-instability model
The influence of perceived stock value price histories in the mean–variance-instability model
2001,
The model introduced by H. Talpaz, A. Harpaz and J.B. Penson extends the...
Further results on focus forecasting vs. exponential smoothing
Further results on focus forecasting vs. exponential smoothing
2001,
In an earlier paper, we found that damped-trend, seasonal exponential smoothing was...
Strategic financial management in a multinational financial conglomerate: A multiple goal stochastic programming approach
Strategic financial management in a multinational financial conglomerate: A multiple goal stochastic programming approach
2001,
The paper discusses a multi-stage stochastic programming approach to the strategic...
Basket problems in margin calculation: Modelling and algorithms
Basket problems in margin calculation: Modelling and algorithms
2001,
This paper considers combinatorial models and algorithms for the problems of...
A preference disaggregation decision support system for financial classification problems
A preference disaggregation decision support system for financial classification problems
2001,
Classification is one of the most extensively studied problems in the fields of...
Cash management in a randomly varying environment
Cash management in a randomly varying environment
2001,
We study a cash management system, in which the distribution of the cash flow X n in...
A general model for automated business diagnosis
A general model for automated business diagnosis
2001,
In this paper we develop a formalism to support diagnostic reasoning in the domain of...
Investigating the exchange rate between Japanese Yen and the Deutschmark: Arbitrage opportunities and a case for asymmetry
Investigating the exchange rate between Japanese Yen and the Deutschmark: Arbitrage opportunities and a case for asymmetry
2001,
Deviations from the triangular equality are observed on foreign exchange (FX) markets...
Innovative research in operational research and management science?
Innovative research in operational research and management science?
2001,
This paper is a contribution to the continuing debate about research priorities and...
Optimal investment facing possible accidents
Optimal investment facing possible accidents
1999,
This paper studies the optimal behavior of a firm over time that faces the probability...
Introduction to the field of methodology for handling complex societal problems
Introduction to the field of methodology for handling complex societal problems
2001,
The interdisciplinary demands for handling complex societal problems require a...
Sustainability in small open economies under uncertainty
Sustainability in small open economies under uncertainty
1999,
Sustainability of the average level of consumption in a resource-rich country is...
On one aspect of science policy based on an uncertain model
On one aspect of science policy based on an uncertain model
1999,
We discuss one aspect of the allocation of new scientists to teaching and research...
Interactive policy-making – a model of management for public works
Interactive policy-making – a model of management for public works
2001,
In this article a management model for interactive policy-making is proposed....
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study
2000,
The bond portfolio management problem is formulated as a stochastic program based on...
Optimal firm investment in security
Optimal firm investment in security
1999,
In this paper, we analyze the problem of an individual firm that has to deal with...
Selecting portfolios with fixed costs and minimum transaction lots
Selecting portfolios with fixed costs and minimum transaction lots
2000,
The original Markowitz model of portfolio selection has received a widespread...
Technology acquisition with technological progress: Effects of expectations, rivalry and uncertainty
Technology acquisition with technological progress: Effects of expectations, rivalry and uncertainty
2001,
We study the effect of expectations regarding technological progress on a firm's...
Real options with random controls and the value of learning
Real options with random controls and the value of learning
2000,
In this paper we propose a conceptual framework for continuous-time valuation of real...
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