Search Results - subject:"Linear Programming"

A Stochastic Dominance Approach to Spanning

Post, G.T. - Erasmus Research Institute of Management (ERIM), ERIM … - 2002

, Kleinbedrijf Free keywords portfolio selection, portfolio evaluation, stochastic dominance, spanning, linear programming 1 A … intervals and for testing hypothesis. Second, Post (2001) presents tractable linear programming (LP) tests for SD efficiency in … develops empirical test statistics that can be computed using straightforward linear programming (LP). These test statistics …

Persistent link: https://www.econbiz.de/10005505024

Testing for Third-Order Stochastic Dominance with Diversification Possibilities

Post, G.T. - Erasmus Research Institute of Management (ERIM), ERIM … - 2002

alternatives. The test can be computed using straightforward linear programming. Bootstrapping techniques and asymptotic …

Persistent link: https://www.econbiz.de/10005450982

Optimizacion estatica restringida en economia: metodos, algoritmos e implementacion en el general algebraic modeling system

Lambardi, Germán D.; Mercado, P. Ruben - Volkswirtschaftliche Fakultät, … - 2002

The paper presents methods of linear and nonlinear mathematical programming and their computational implementation in the General Algebraic Modeling System (GAMS). It also presents economic examples and introduces a number of solution algorithms: simplex, gradient, Newton and penalties.

Persistent link: https://www.econbiz.de/10011112051

Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems

Sturm, J.F. - Tilburg University, Center for Economic Research - 2002

AMS classifications: 90C22; 90C20;

Persistent link: https://www.econbiz.de/10011092113

Testing for Third-Order Stochastic Dominance with Diversification Possibilities

Post, Post, G.T. - Erasmus Research Institute of Management (ERIM), … - 2002

alternatives. The test can be computed using straightforward linear programming. Bootstrapping techniques and asymptotic …

Persistent link: https://www.econbiz.de/10010731536

A Stochastic Dominance Approach to Spanning

Post, Post, G.T. - Erasmus Research Institute of Management (ERIM), … - 2002

We develop a Stochastic Dominance methodology to analyze if new assets expand the investment possibilities for rational nonsatiable and risk-averse investors. This methodology avoids the simplifying assumptions underlying the traditional mean-variance approach to spanning. The methodology is...

Persistent link: https://www.econbiz.de/10010837673

An analysis of sugarcane harvesting options in the Tully mill area using dynamic and linear programming

Lawes, R.A.; Wegener, Malcolm K. - Australian Agricultural and Resource Economics Society … - 2002

Sugarcane in a perennial crop harvested annually over a six-month season from June to December. Each crop cycle consists of a plant crop followed by several ratoon crops. Time of harvest influences both commercial cane sugar (CCS) content in the current season and yield in the following season....

Persistent link: https://www.econbiz.de/10010909047

Where should out water go? Assessing trade-offs in water allocation in the Namoi River Catchment

Letcher, Rebecca A.; Watson, W.D.; Hall, Nigel H. - Australian Agricultural and Resource Economics Society … - 2002

The Namoi river catchment in northern NSW is an important irrigation region. Water resources in this region are increasingly stressed. Both surface and groundwater supplies are overallocated in many areas of the catchment. Management options to reduce allocations in line with available supply...

Persistent link: https://www.econbiz.de/10010909096

Solving Project Scheduling Problems by Minimum Cut

Moehring, Rolf; Uetz, Marc; Stork, Frederik; Schulz, … - Sloan School of Management, Massachusetts Institute of … - 2002

In project scheduling, a set of precedence-constrained jobs has to be scheduled so as to minimize a given objective. In resource-constrained project scheduling, the jobs additionally compete for scarce resources. Due to its universality, the latter problem has a variety of applications in...

Persistent link: https://www.econbiz.de/10005574700

VALUE OF FEED PEAS TO SWINE DIETS

Wachenheim, Cheryl J.; Mattson, Jeremy W. - Department of Agribusiness and Applied Economics, North … - 2002

.S. markets. The results of a linear programming analysis suggest that peas can be an attractive alternative as a feed ingredient …

Persistent link: https://www.econbiz.de/10005806350