Search Results - subject:"Linear programming"

Impact of the CAP reform on small-scale grassland regions

Roeder, Norbert; Kantelhardt, Jochen; Kapfer, Martin - In: German Journal of Agricultural Economics 55 (2006) 5/6

utility. Farm agents optimize their utility with the help of a linear-programming algorithm that takes into account natural …

Persistent link: https://www.econbiz.de/10008802601

Development of nature-oriented dairy farm systems with an optimization model: the case of â€˜Farming for Natureâ€™ in â€˜de Langstraatâ€™, the Netherlands

Schrijver, R.A.M.; Berentsen, Paul B.M.; Groeneveld, Rolf A. - In: German Journal of Agricultural Economics 55 (2006) 5/6

-based linear programming model known as FIONA (Farm based Integrated Optimization Model for Nature and Agriculture). The model is …

Persistent link: https://www.econbiz.de/10008802797

A dynamic portfolio theory model based on minimum semi‐absolute deviations criterion with an application in the Chinese stock markets

Chen, Li; Pan, Heping - In: China Finance Review International 3 (2013) 3, pp. 284-300

Purpose – The purpose of this paper is to prove the effectiveness of minimum semi‐absolute deviations (MSAD) method in dynamic portfolio investment. Design/methodology/approach – In financial investment, the classical static portfolio theory of Markowitz type lacks the dynamic adaptability...

Persistent link: https://www.econbiz.de/10014694566

What causes increase in gas prices: the case of Ukraine

G. Goncharuk, Anatoliy - In: International Journal of Energy Sector Management 7 (2013) 4, pp. 448-458

Purpose – The paper aims to test the hypothesis about increasing the efficiency of gas distribution companies in the period of high gas prices on the example of Ukraine that is highly dependent on this energy source. Design/methodology/approach – The basic and super-efficiency models of data...

Persistent link: https://www.econbiz.de/10014773713

Estimation of operational efficiency and its determinants using DEA : The case of Indian coal-fired power plants

Kumar Singh, Sudhir; Kumar Bajpai, Vijay - In: International Journal of Energy Sector Management 7 (2013) 4, pp. 409-429

Purpose – The purpose of this study is to benchmark the performance of state-owned coal-fired power plants (CFPPs) and test whether plant-specific knowledge in terms of quality of coal, size, age and make of plant contribute to an improvement in plant efficiency. Design/methodology/approach...

Persistent link: https://www.econbiz.de/10014773718

A replacement method in evaluating the performance of international mutual funds

Reza Tavakoli Baghdadabad, Mohammad - In: International Journal of Emerging Markets 8 (2013) 2, pp. 144-169

risk‐adjusted measures during monthly period of 2001‐2010. Using 65 linear programming models, the OV is calculated to … crisis periods. Findings – The empirical evidence detects which OV, as measured by the Markowitz's linear programming model … proposes a new linear programming model to get OV of market index in introducing four optimized new measures of Treynor, M …

Persistent link: https://www.econbiz.de/10014788250

SDF-based estimation of linear factor models with alternative loss functions

Longarela, Iñaki R. - In: International Journal of Financial Markets and Derivatives 3 (2013) 2, pp. 137-178

of simple linear programming and Monte Carlo simulations are undertaken to assess the relative performance of all three …

Persistent link: https://www.econbiz.de/10011130271

A demand scenario based fuelwood supply chain: A conceptual model

Arabatzis, Garyfallos; Petridis, Konstantinos; … - In: Renewable and Sustainable Energy Reviews 25 (2013) C, pp. 687-697

sustainable management of the forests. For this purpose a mixed integer linear programming (MILP) model is considered in modeling …

Persistent link: https://www.econbiz.de/10011190525

Optimization models for differentiating quality of service levels in probabilistic network capacity design problems

Shen, Siqian; Chen, Zhihao - In: Transportation Research Part B: Methodological 58 (2013) C, pp. 71-91

This paper develops various chance-constrained models for optimizing the probabilistic network design problem (PNDP), where we differentiate the quality of service (QoS) and measure the related network performance under uncertain demand. The upper level problem of PNDP designs...

Persistent link: https://www.econbiz.de/10010730390

Cycles and Third-Party Payments in the Partnership Formation Problem

Gudmundsson, Jens - Nationalekonomiska Institutionen, Ekonomihögskolan - 2013

, 2011) using cycles in the solution of a linear programming problem. The cycles also lead us to a new and intuitive …

Persistent link: https://www.econbiz.de/10010734806