Keyword: financial

Found 1008 papers in total
Heuristics for cardinality constrained portfolio optimisation
Heuristics for cardinality constrained portfolio optimisation
2000,
In this paper we consider the problem of finding the efficient frontier associated...
Determining cost savings from attempted cephalic version in an inner city delivering population
Determining cost savings from attempted cephalic version in an inner city delivering population
2000,
The use of external cephalic version (ECV) is increasingly seen as an important...
Managed care, deficit financing, and aggregate health care expenditure in the United States: A cointegration analysis
Managed care, deficit financing, and aggregate health care expenditure in the United States: A cointegration analysis
2000,
We applied a battery of cointegration tests comprising those of Johansen and Juselius...
The impact of the Austrian hospital financing reform on hospital productivity: Empirical evidence on efficiency and technology changes using a non-parametric input-based Malmquist approach
The impact of the Austrian hospital financing reform on hospital productivity: Empirical evidence on efficiency and technology changes using a non-parametric input-based Malmquist approach
2000,
The 1997 hospital financing reform has been supposed to reduce considerable...
The value of runway time slots for airlines
The value of runway time slots for airlines
2000,
In flight scheduling, airlines usually determine optimal timing for their flights to...
Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market
Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market
2000,
This paper estimates time-varying and constant hedge ratios, and investigates their...
The cost of uncertainty in capacity expansion problems
The cost of uncertainty in capacity expansion problems
1999,
The goals of this paper are to present a two-stage programming model for the capacity...
Inter-company comparison using a modification of the technique for order preference by similarity to ideal solution (TOPSIS) with objective weights
Inter-company comparison using a modification of the technique for order preference by similarity to ideal solution (TOPSIS) with objective weights
2000,
Simultaneous consideration of multiple financial ratios is required to adequately...
Predictable variation and profitable trading of US equities: A trading simulation using neural networks
Predictable variation and profitable trading of US equities: A trading simulation using neural networks
2000,
A switching rule conditioned on out-of-sample one-step-ahead predictions of returns is...
Arbitrage-free valuation of a federal timber lease
Arbitrage-free valuation of a federal timber lease
1999,
The objective of this paper is to describe a quantitative framework for offering...
Valuing a forest as a call option: The sale of Forestry Corporation of New Zealand
Valuing a forest as a call option: The sale of Forestry Corporation of New Zealand
2000,
In September 1996, the New Zealand (NZ) Government sold its 100% shareholding...
Uncertain demand, modal competition and optimal price-capacity adjustments in air transportation
Uncertain demand, modal competition and optimal price-capacity adjustments in air transportation
1994,
A new microeconomic model for the operation of an airline facing modal competition...
The seat reservation problem
The seat reservation problem
1999,
We investigate the problem of giving seat reservations on-line. We assume that a train...
Solving a savings allocation problem by numerical dynamic programming with shape-preserving interpolation
Solving a savings allocation problem by numerical dynamic programming with shape-preserving interpolation
2000,
This article introduces a bivariate shape-preserving interpolation algorithm to...
A model for portfolio selection with order of expected returns
A model for portfolio selection with order of expected returns
2000,
This paper proposes a new model for portfolio selection in which the expected returns...
A cutting-plane procedure for maximizing revenues in yield management
A cutting-plane procedure for maximizing revenues in yield management
1997,
A graph-theory approach for allocating seats and setting optimal prices in an...
Competition and price dispersion in the United-States airlines industry
Competition and price dispersion in the United-States airlines industry
1994,
We study dispersion in the prices an airline charges to different passengers on the...
Interfirm rivalry and firm-specific price elasticities in deregulated airline markets
Interfirm rivalry and firm-specific price elasticities in deregulated airline markets
1993,
This paper examines the pattern of a firm's pricing rivalry and its associated price...
Using prices more realistically as decision variables in perishable-asset revenue management problems
Using prices more realistically as decision variables in perishable-asset revenue management problems
1997,
This paper addresses a new slant to a problem which is general to many of the...
Dynamic pricing in retail gasoline markets
Dynamic pricing in retail gasoline markets
1996,
Supergame models of tacit collusion show that supportable price-cost margins increase...
Forecasting exchange rates using general regression neural networks
Forecasting exchange rates using general regression neural networks
2000,
In this study, we examine the forecastability of a specific neural network...
On capital investment
On capital investment
1999,
We deal with the problem of making capital investments in machines for manufacturing a...
Accounting, strategy and advanced manufacturing technology investment
Accounting, strategy and advanced manufacturing technology investment
1998,
One strand in the current debate on AMT investment emphasises technical aspects of...
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...
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