Keyword: investment

Found 1239 papers in total
A coevolutionary genetic algorithm approach for multiperiod manufacturing planning problems with financial investment
A coevolutionary genetic algorithm approach for multiperiod manufacturing planning problems with financial investment
2009,
We consider the multiperiod manufacturing planning problems with financial investment;...
Robust static hedging of barrier options in stochastic volatility models
Robust static hedging of barrier options in stochastic volatility models
2009,
Static hedge portfolios for barrier options are extremely sensitive with respect to...
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
2009,
We approximate the price of the American put for jump diffusions by a sequence of...
A generic asset management framework for optimising maintenance investment decision
A generic asset management framework for optimising maintenance investment decision
2008,
This paper proposes a generic asset management framework that integrates enterprise...
A fuzzy interactive approach for optimal portfolio management
A fuzzy interactive approach for optimal portfolio management
2009,
Portfolio management problem is a multiobjective optimization problem in which some or...
A truthful screening mechanism for improving information asymmetry in initial public offering transactions
A truthful screening mechanism for improving information asymmetry in initial public offering transactions
2009,
We propose a mechanism to deal with the asymmetric information which increases the...
Exact methods for large-scale multi-period financial planning problems
Exact methods for large-scale multi-period financial planning problems
2009,
A relevant financial planning problem is the periodical rebalance of a portfolio of...
Portfolio selection under downside risk measures and cardinality constraints based on DC (Difference of Convex) programming and DCA (DC Algorithms)
Portfolio selection under downside risk measures and cardinality constraints based on DC (Difference of Convex) programming and DCA (DC Algorithms)
2009,
In this paper, we consider the case of downside risk measures with cardinality and...
Principles of evaluating quality investments
Principles of evaluating quality investments
2008,
Quality departments often experience difficulties selling the idea that first priority...
A two-period portfolio selection model for asset-backed securitization
A two-period portfolio selection model for asset-backed securitization
2009,
Asset-Backed Securitization (ABS) is a well-stated financial mechanism which allows an...
Dynamic network DEA: An illustration
Dynamic network DEA: An illustration
2009,
Network DEA provides a flexible way to customize DEA problems to specific...
Optimal financial structure in investment projects
Optimal financial structure in investment projects
2009,
Investment projects tied to large public infrastructures have proliferated throughout...
Modeling regime transition in stock index futures markets and forecasting implications
Modeling regime transition in stock index futures markets and forecasting implications
2008,
Using a time-varying regime-switching vector error correction approach, this paper...
Cost analysis in the implementation of ISO quality system in a petroleum refinery
Cost analysis in the implementation of ISO quality system in a petroleum refinery
2009,
The substantial amounts of financial and non‐financial resources invested...
Robust selling times in adaptive portfolio management
Robust selling times in adaptive portfolio management
2009,
Traditional techniques in portfolio management rely on the precise knowledge of the...
Satisficing Measures for Analysis of Risky Positions
Satisficing Measures for Analysis of Risky Positions
2009,
In this work we introduce a class of measures for evaluating the quality of financial...
On the Spanning Property of Risk Bonds Priced by Equilibrium
On the Spanning Property of Risk Bonds Priced by Equilibrium
2007,
We propose a method of pricing financial securities written on nontradable underlyings...
Replication and shortfall risk in a binomial model with transaction costs
Replication and shortfall risk in a binomial model with transaction costs
2009,
The shortfall risk is defined as the optimal mean value of the terminal deficit...
Loss functions in option valuation: A framework for selection
Loss functions in option valuation: A framework for selection
2009,
In this paper, we investigate the importance of different loss functions when...
New DEA performance evaluation indices and their applications in the American fund
New DEA performance evaluation indices and their applications in the American fund
2008,
The data envelopment analysis (DEA) method is a mathematical programming approach to...
Portfolio selection theory and wildlife management
Portfolio selection theory and wildlife management
2008,
With a strong commercial incentive driving the increase in game ranching in Southern...
Global optimization of higher order moments in portfolio selection
Global optimization of higher order moments in portfolio selection
2009,
We discuss the global optimization of the higher order moments of a portfolio of...
The errors-in-variable model in the optimal portfolio construction
The errors-in-variable model in the optimal portfolio construction
2007,
A modification of Sharpe's method used in classical portfolio analysis for optimal...
Moment based approaches to value the risk of contingent claim portfolios
Moment based approaches to value the risk of contingent claim portfolios
2009,
In this paper we describe and apply the estimating function methodology to value the...
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