Keyword: simulation

Found 2961 papers in total
Economic and environmental comparison of grouping strategies in coordinated multi-item inventory systems
Economic and environmental comparison of grouping strategies in coordinated multi-item inventory systems
2016,
The increasing concerns for sustainability throughout supply chains are enforcing...
Downward migration credit risk problem: a non-homogeneous backward semi-Markov reliability approach
Downward migration credit risk problem: a non-homogeneous backward semi-Markov reliability approach
2016,
International organizations evaluate credit risk and rank firms according to risk by...
Using a birth-and-death process to estimate the steady-state distribution of a periodic queue
Using a birth-and-death process to estimate the steady-state distribution of a periodic queue
2015,
If the number of customers in a queueing system as a function of time has a proper...
A queueing system with vacations after N services
A queueing system with vacations after N services
2015,
This article is devoted to the study of an M/G/1 queue with a particular vacation...
Multistage portfolio optimization with stocks and options
Multistage portfolio optimization with stocks and options
2016,
We develop a multistage portfolio optimization model that utilizes options for...
Optimal Choice for Appointment Scheduling Window under Patient No-Show Behavior
Optimal Choice for Appointment Scheduling Window under Patient No-Show Behavior
2016,
Observing that patients with longer appointment delays tend to have higher...
The Benefits and Costs of Using Metadata to Improve Enterprise Document Search
The Benefits and Costs of Using Metadata to Improve Enterprise Document Search
2015,
The literature shows that there are many problems with enterprise document search....
Forecast-driven model for prepositioning supplies in preparation for a foreseen hurricane
Forecast-driven model for prepositioning supplies in preparation for a foreseen hurricane
2016,
In this paper, we present a forecast‐driven dynamic model for prepositioning...
Optimal trading and shipping of agricultural commodities
Optimal trading and shipping of agricultural commodities
2016,
We develop and implement a model for a profit maximizing firm that provides an...
3D extreme value analysis for stock return, interest rate and speed of mean reversion
3D extreme value analysis for stock return, interest rate and speed of mean reversion
2016,
It is important to analyze extreme cases of stock return, interest rate and speed of...
Pricing dynamic fund protections with regime switching
Pricing dynamic fund protections with regime switching
2016,
This paper deals with the valuation of dynamic fund protections in a Markov...
Field-scale modeling of tree‐crop interactions: Challenges and development needs
Field-scale modeling of tree‐crop interactions: Challenges and development needs
2016,
Performance assessment and prediction tools are needed for agroforestry systems....
Scenarios for Australian agricultural production and land use to 2050
Scenarios for Australian agricultural production and land use to 2050
2016,
We modelled potential trajectories for Australian agriculture under global change....
Regulatory influences on portfolio performance: short selling and regulation T
Regulatory influences on portfolio performance: short selling and regulation T
1982,
Several models are developed to examine the portfolio effect of short selling. Three...
Simulation of portfolio returns: varying numbers of securities and holding periods
Simulation of portfolio returns: varying numbers of securities and holding periods
1982,
Variability may be measured around the long‐run market return by combining the...
The economic consequences of ESOPS
The economic consequences of ESOPS
1982,
The purpose of this paper is to assess the economic consequences of Employee Stock...
Inflation, security values, and risk premia
Inflation, security values, and risk premia
1982,
The impact of stochastic inflation on the cross‐sectional structure of nominal...
Growth, beta and agency costs as determinants of dividend payout ratios
Growth, beta and agency costs as determinants of dividend payout ratios
1982,
A model of optimal dividend payout is presented in which increased dividends lower...
The information content of dividend changes
The information content of dividend changes
1982,
In this study, the open empirical question as to whether or not dividends contain...
Alternative mortgage instruments: comparisons and a proposal
Alternative mortgage instruments: comparisons and a proposal
1983,
Personal income growth since 1950 has been similar to increases in housing prices. In...
The existence of heteroscedasticity and its effect on estimates of the market model parameters
The existence of heteroscedasticity and its effect on estimates of the market model parameters
1983,
A number of recent studies have found significant evidence of heteroscedasticity in...
Speculation and the market for recommendations
Speculation and the market for recommendations
1983,
The purpose of this paper is to investigate the theoretical value of information in a...
Capital budgeting decisions when cash flows and project lives are stochastic and dependent
Capital budgeting decisions when cash flows and project lives are stochastic and dependent
1983,
The purpose of this study is twofold: (1) to develop an operational economic state and...
The market model as an appropriate description of the stochastic process generating security returns
The market model as an appropriate description of the stochastic process generating security returns
1983,
The objective of this research was to investigate whether the market model is an...
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