Keyword: financial

Found 1008 papers in total
Valuation of power plants by utility indifference and numerical computation
Valuation of power plants by utility indifference and numerical computation
2009,
This paper presents a real option valuation model of a power plant, which accounts for...
Constructing risk measures from uncertainty sets
Constructing risk measures from uncertainty sets
2009,
We illustrate the correspondence between uncertainty sets in robust optimization and...
Business models for media firms: Does competition matter for how they raise revenue?
Business models for media firms: Does competition matter for how they raise revenue?
2009,
The purpose of this article is to analyze how competitive forces may influence the way...
Optimal project portfolio selection with carryover constraint
Optimal project portfolio selection with carryover constraint
2009,
In a typical capital rationing problem, a project portfolio is selected to maximize...
Dynamic inventory management with cash flow constraints
Dynamic inventory management with cash flow constraints
2008,
In this article, we consider a classic dynamic inventory control problem of a...
Natural gas storage valuation and optimization: A real options application
Natural gas storage valuation and optimization: A real options application
2009,
In this article, we present an algorithm for the valuation and optimal operation of...
Optimizing performance funding at Kutztown University of Pennsylvania
Optimizing performance funding at Kutztown University of Pennsylvania
2009,
Kutztown University (KU) is one of 14 public universities that comprise the...
Selection neglect in mutual fund advertisements
Selection neglect in mutual fund advertisements
2009,
Mutual fund companies selectively advertise their better-performing funds. However,...
Effort, revenue, and cost sharing mechanisms for collaborative new product development
Effort, revenue, and cost sharing mechanisms for collaborative new product development
2009,
The growing sophistication of component technologies and the rising costs and...
A practical method of determining project risk contingency budgets
A practical method of determining project risk contingency budgets
2009,
Given a collection of accepted risks with corresponding impacts and probabilities over...
Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies
Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies
2008,
The purpose of this paper is to build an alternative method of bankruptcy prediction...
The predictive value of temporally disaggregated volatility: evidence from index futures markets
The predictive value of temporally disaggregated volatility: evidence from index futures markets
2008,
This paper examines the benefits to forecasters of decomposing close-to-close return...
Integrated material requirements/cost planning
Integrated material requirements/cost planning
2008,
This article presents an extension of the traditional material requirements planning...
Pioneering plus a broad product line strategy: Higher profits or deeper losses?
Pioneering plus a broad product line strategy: Higher profits or deeper losses?
2009,
Previous research suggests firms can build a market share advantage by pre-empting...
Maximum Profit Scheduling
Maximum Profit Scheduling
2008,
The classical scheduling literature considers many problems where a given set of jobs...
Designing Optimal Preannounced Markdowns in the Presence of Rational Customers with Multiunit Demands
Designing Optimal Preannounced Markdowns in the Presence of Rational Customers with Multiunit Demands
2008,
We analyze the optimal design of a markdown pricing mechanism with preannounced...
Tactical planning for optimal cash flow and value sharing in supply chain
Tactical planning for optimal cash flow and value sharing in supply chain
2009,
In this paper, we discuss optimisation of cash flow and value sharing in the context...
The effect of financial constraints on the optimal design of public transport services
The effect of financial constraints on the optimal design of public transport services
2009,
Recent experience with the design of bus services in Santiago, Chile, seems to confirm...
Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems
Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems
2007,
We consider decomposition approaches for the solution of multistage stochastic...
Estimating advertisers' values for paid search clickthroughs
Estimating advertisers' values for paid search clickthroughs
2009,
Paid search is an important form of online advertisement. Clickthroughs from slots are...
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...
Spatial mapping of price competition using logit-type market share models and store-level scanner-data
Spatial mapping of price competition using logit-type market share models and store-level scanner-data
2009,
This paper proposes a methodology to obtain reliable spatial maps of price competition...
Social efficiency in microfinance institutions
Social efficiency in microfinance institutions
2009,
Microfinance institutions (MFIs) are a special case in the financial world. They have...
Simulation-Based Optimization of Virtual Nesting Controls for Network Revenue Management
Simulation-Based Optimization of Virtual Nesting Controls for Network Revenue Management
2008,
Virtual nesting is a popular capacity control strategy in network revenue management....
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