Journal: IMA Journal of Management Mathematics

Found 110 papers in total
Performance assessment using mixed effects models: a case study on coronary patient care
Performance assessment using mixed effects models: a case study on coronary patient care
2011,
Provider profiling is the process of evaluation of the performance of hospitals,...
Investigating the efficiency of fitting Coxian phase‐type distributions to health care data
Investigating the efficiency of fitting Coxian phase‐type distributions to health care data
2011,
Coxian phase‐type distributions are becoming a popular means of representing...
Two methods for optimal investment with trading strategies of finite variation
Two methods for optimal investment with trading strategies of finite variation
2011,
Two methods for designing optimal portfolios are proposed. In order to reduce the...
Managing research quality: critical mass and optimal academic research group size
Managing research quality: critical mass and optimal academic research group size
2011,
We use a simple, sociophysical, agent‐based model to gain insight into the...
Mean‐reverting discrete time market models: speculative opportunities and absence of arbitrage
Mean‐reverting discrete time market models: speculative opportunities and absence of arbitrage
2012,
In this article, we study discrete time mean‐reverting market models. We show...
The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility
The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility
2011,
In this paper, we consider an investment problem where the objective is to maximize...
Non‐linear programs with max‐linear constraints: a heuristic approach
Non‐linear programs with max‐linear constraints: a heuristic approach
2011,
In multiprocessor interactive systems, a number of products are prepared using...
A production–transportation problem with piecewise linear cost structures
A production–transportation problem with piecewise linear cost structures
2012,
In this paper, we study a multistage production–transportation problem for a...
Models for evolving networks: with applications in telecommunication and online activities
Models for evolving networks: with applications in telecommunication and online activities
2011,
Driven by a range of modern applications that includes telecommunications,...
On the effect of non‐optimal forecasting methods on supply chain downstream demand
On the effect of non‐optimal forecasting methods on supply chain downstream demand
2011,
Demand information sharing is used by many organizations to counter the bullwhip...
Cost efficiency estimations and the equity returns for the US public solar energy firms in 1990–2008
Cost efficiency estimations and the equity returns for the US public solar energy firms in 1990–2008
2011,
This paper provides a direct estimate of the cost efficiencies of firms in the US...
Relative profitability and stock market performance of listed commercial banks on the Athens Exchange: a non‐parametric approach
Relative profitability and stock market performance of listed commercial banks on the Athens Exchange: a non‐parametric approach
2011,
The purpose of this paper is to evaluate the performance of a sample of thirteen...
Measuring efficiency of Brazilian courts with data envelopment analysis (DEA)
Measuring efficiency of Brazilian courts with data envelopment analysis (DEA)
2011,
In Brazilian law, there may be nothing as uncontroversial as the idea that courts are...
On comparison of ratio analysis and data envelopment analysis as performance assessment tools
On comparison of ratio analysis and data envelopment analysis as performance assessment tools
2011,
In this paper, we compare ratio analysis with the data envelopment analysis approach....
International market selection using advanced data envelopment analysis
International market selection using advanced data envelopment analysis
2011,
Selecting the best markets from a large number of different markets with varying...
Productivity change of coal‐fired thermal power plants in India: a Malmquist index approach
Productivity change of coal‐fired thermal power plants in India: a Malmquist index approach
2011,
Coal‐based power plants in India account for about 53% of installed...
Applying quality‐driven, efficiency‐adjusted DEA (QE‐DEA) in the pursuit of high‐efficiency–high‐quality service units: an input‐oriented approach
Applying quality‐driven, efficiency‐adjusted DEA (QE‐DEA) in the pursuit of high‐efficiency–high‐quality service units: an input‐oriented approach
2011,
The data envelopment analysis (DEA) is used extensively for estimating the comparative...
The nexus between financial sector consolidation, competition and efficiency: empirical evidence from the malaysian banking sector
The nexus between financial sector consolidation, competition and efficiency: empirical evidence from the malaysian banking sector
2011,
By employing data on 337 bank‐year observations, the paper examines the impact...
A partial differential equation system for modelling stochastic storage in physical systems with applications to wind power generation
A partial differential equation system for modelling stochastic storage in physical systems with applications to wind power generation
2011,
Analytic solutions exist only for highly idealized simple problems in stochastic...
A model of equilibrium in markets of cash balances
A model of equilibrium in markets of cash balances
2011,
A model is presented to characterize the equilibrium in markets of short‐term...
A note on solving the EOQ model with imperfect quality subject to in‐house inspection
A note on solving the EOQ model with imperfect quality subject to in‐house inspection
2011,
Recently, Konstantaras et al. (2007) presented an economic order quantity model with...
Linear and non‐linear filtering in mathematical finance: a review
Linear and non‐linear filtering in mathematical finance: a review
2011,
This paper presents a review of time series filtering and its applications in...
Item price information feedback in multiple unit combinatorial auctions: design issues
Item price information feedback in multiple unit combinatorial auctions: design issues
2011,
Combinatorial auctions allow bidders to bid on individual items or bundles of items....
The covariance sign of transformed random variables with applications to economics and finance
The covariance sign of transformed random variables with applications to economics and finance
2011,
A number of problems in economics, finance and insurance rely on determining the sign...
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