Keyword: financial

Found 1008 papers in total
Option methods for incorporating risk into linear capacity planning models
Option methods for incorporating risk into linear capacity planning models
2000,
Manufacturing and service operations decisions depend critically on capacity and...
A bilevel programming approach to determining tax credits for biofuel production
A bilevel programming approach to determining tax credits for biofuel production
2000,
This paper presents a bilevel programming formulation of a leader–follower game...
An asset and liability management system for Towers Perrin-Tillinghast
An asset and liability management system for Towers Perrin-Tillinghast
2000,
Towers Perrin-Tillinghast employs a stochastic asset-and-liability management system...
Health care expenditure inertia in the OECD countries: A heterogeneous analysis
Health care expenditure inertia in the OECD countries: A heterogeneous analysis
2000,
Health care expenditure studies of the Organization for Economic Cooperation and...
Capitation funding in Australia: Imperatives and impediments
Capitation funding in Australia: Imperatives and impediments
2000,
Health service funding mechanisms are pivotal in the pursuit of health system...
Needs-based primary medical care capitation: Development and evaluation of alternative approaches
Needs-based primary medical care capitation: Development and evaluation of alternative approaches
2000,
Objective. To develop and evaluate alternative methods of adjusting primary medical...
Risk adjusting capitation: Applications in employed and disabled populations
Risk adjusting capitation: Applications in employed and disabled populations
2000,
Risk adjustment may be a sensible strategy to reduce selection bias because it links...
Growing importance of capitation in Switzerland
Growing importance of capitation in Switzerland
2000,
Since its liberalisation the Swiss health insurance market has shown risk selection...
Risk adjustment and the fear of markets: The case of Belgium
Risk adjustment and the fear of markets: The case of Belgium
2000,
In Belgium the management and administration of the compulsory and universal health...
Debunking the myths of yield management
Debunking the myths of yield management
1993,
This paper looks at ten popular misunderstandings about the role of yield management...
An optimal, dynamic policy for hotel yield management
An optimal, dynamic policy for hotel yield management
2000,
Most research into the yield management problem has generated variations on the...
Inductive modeling of expert decision making in loan evaluation: A decision strategy perspective
Inductive modeling of expert decision making in loan evaluation: A decision strategy perspective
1997,
There have been two dominant paradigms in understanding and modeling an expert's...
Optimal dividend payout under compound Poisson income
Optimal dividend payout under compound Poisson income
2000,
We consider an individual who receives income, which may be either positive or...
Multicriteria decision aid in financial management
Multicriteria decision aid in financial management
1999,
The financial decisions of an organization are usually included in the context of...
Equivalence of axioms for bankruptcy problems
Equivalence of axioms for bankruptcy problems
1999,
The bankruptcy problem is concerned with how to divide the net worth of the bankrupt...
Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards
Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards
1999,
This paper is the second part of our study of Blackwell optimal policies in Markov...
A cross-validation analysis of neural network out-of-sample performance in exchange rate forecasting
A cross-validation analysis of neural network out-of-sample performance in exchange rate forecasting
1999,
Econometric methods used in foreign exchange rate forecasting have produced inferior...
Mean-absolute deviation portfolio optimization model under transaction costs
Mean-absolute deviation portfolio optimization model under transaction costs
1999,
We will propose a branch and bound algorithm for solving a portfolio optimization...
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...
Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the European Monetary System
Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the European Monetary System
1999,
In this paper we extend nearest-neighbour predictors to allow for information content...
Nonlinear deterministic forecasting of daily dollar exchange rates
Nonlinear deterministic forecasting of daily dollar exchange rates
1999,
We perform out-of-sample predictions on several dollar exchange rate returns by using...
Pricing of European options when the underlying stock price follows a linear birth–death process
Pricing of European options when the underlying stock price follows a linear birth–death process
1998,
This investigation considers a possible approach to price options if the underlying...
Existence of general monetary equilibrium
Existence of general monetary equilibrium
1998,
This paper analyzes the general equilibrium model with money. We examine the role of...
Nonparametric analysis of educational costs
Nonparametric analysis of educational costs
1999,
Traditional economic analyses of the public sector that assume cost minimization are...
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