Keyword: investment

Found 1239 papers in total
Compromise programming and an approximation of the optimum portfolio
Compromise programming and an approximation of the optimum portfolio
1998,
The paper examines the portfolio selection problem from the viewpoint of...
A strategic investment model for phased implementation of flexible manufacturing systems
A strategic investment model for phased implementation of flexible manufacturing systems
1999,
This paper describes a set of strategic, tactical, and operational models that can be...
Revisiting the golden triangle of cost, time and quality: The role of net present value in project control, success and failure
Revisiting the golden triangle of cost, time and quality: The role of net present value in project control, success and failure
2000,
The paper examines the relationship between project budgets, cash flow, cost control...
Price versus production postponement: Capacity and competition
Price versus production postponement: Capacity and competition
1999,
This article presents a comparative analysis of possible postponement strategies in a...
A note on asset proportions, stochastic dominance, and the 50% rule
A note on asset proportions, stochastic dominance, and the 50% rule
1999,
In this note we analyze the composition of an optimal portfolio by considering the...
Third degree stochastic dominance and mean-risk analysis
Third degree stochastic dominance and mean-risk analysis
2000,
In their recent article, Ogryczak and Ruszczyński proved that those portfolios...
The practice of investment management in Hong Kong: Market forecasting and stock selection
The practice of investment management in Hong Kong: Market forecasting and stock selection
1999,
This is the first survey study in Hong Kong on the practice of investment management...
The Black–Scholes model of option prices if individual's utilities are admitted
The Black–Scholes model of option prices if individual's utilities are admitted
2000,
The principle of no arbitrage in Black and Scholes's framework is manifested in their...
A parametric algorithm for the minimum norm point problem under a linear constraint and its application to portfolio optimization
A parametric algorithm for the minimum norm point problem under a linear constraint and its application to portfolio optimization
1997,
We present an algorithm and its improvement for the problem of finding a minimum norm...
A payback model for radio frequency in warehousing
A payback model for radio frequency in warehousing
1999,
In spite of the wide experience already developed in the field of internal logistics...
Technology use and performance: A field study of broker workstations
Technology use and performance: A field study of broker workstations
1999,
Organizations invest in technology with the expectation that it will contribute to...
Robust option replication for a Black–Scholes model extended with nondeterministic trends
Robust option replication for a Black–Scholes model extended with nondeterministic trends
1999,
Statistical analysis on various stocks reveals long range dependence behavior of the...
Coordinating investment, production and subcontracting
Coordinating investment, production and subcontracting
1999,
We value the option of subcontracting to improve financial performance and system...
Dynamic R&D investment policies
Dynamic R&D investment policies
1999,
This paper examines dynamic R&D investment policies and the valuation of R&D...
Inventory and investment in setup operations under return on investment maximization
Inventory and investment in setup operations under return on investment maximization
1999,
In this paper, we construct and analyze inventory and investment in setup operations...
Information asymmetry and municipal revenue bonds
Information asymmetry and municipal revenue bonds
1999,
This paper provides theoretical arguments for the existence of, and measurement of,...
Dynamic asset allocation in a mean-variance framework
Dynamic asset allocation in a mean-variance framework
1998,
The aim of this article is to analyze the portfolio strategies that are mean-variance...
Hierarchical Bayes methods for multifactor model estimation and portfolio selection
Hierarchical Bayes methods for multifactor model estimation and portfolio selection
1998,
The factor model is an important construct for both portfolio managers and researchers...
Measuring the timing ability of mutual fund managers
Measuring the timing ability of mutual fund managers
1999,
This paper discusses the ARCH (Autoregressive Conditional Heteroscedasticity) effect...
A portfolio approach to risk reduction in discretely rebalanced option hedges
A portfolio approach to risk reduction in discretely rebalanced option hedges
1998,
This paper analyses the accumulated hedging errors generated by discretely rebalanced...
Evaluating environmental investments: A real options approach
Evaluating environmental investments: A real options approach
1998,
The paper presents a model that determines when (at which output price level) it is...
Transport infrastructural investment project rankings under quasi-uniform resource allocating constraint, assisted by a multicriterion analysis process
Transport infrastructural investment project rankings under quasi-uniform resource allocating constraint, assisted by a multicriterion analysis process
1998,
Consider: (1) a finite set of transport infrastructural investment projects (TIIP)...
An integrated investment and financial planning model
An integrated investment and financial planning model
1998,
In countries where investment incentives and tax exemptions are offered, directing...
Growth versus security tradeoffs in dynamic investment analysis
Growth versus security tradeoffs in dynamic investment analysis
1999,
This paper presents an approach to the problem of optimal dynamic choice in discrete...
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