Search Results - subject:"Linear programming"

A Cross-Country Non-Parametric Analysis of Bahrain's Banking Sector

Manole, Vlad; Grigorian, David A. - International Monetary Fund (IMF) - 2005

Bahrain's financial sector development strategy succeeded in building a leading regional banking center, which has become one of the main engines of growth and sources of employment. Although the simulations conducted in the paper suggest that the banking sector in Bahrain continues to occupy a...

Persistent link: https://www.econbiz.de/10005599768

Portfolio Selection with minimum transaction lots: an approach with dual expected utility

Cenci, Marisa; Filippini, Floriana - Dipartimento di Economia, Università degli Studi di Roma 3 - 2005

-complete problemandhas the advantage ofusing mixed linear programming to obtainthe optimal portfolio. We also show resultsobtained by … implementing the model on the Italian stock market. (keywords: dual expectedutility, portfolio selection, NP-completeness, linear … programming with mixed variables) …

Persistent link: https://www.econbiz.de/10005449346

Too Large or Too Small? Returns to Scale in a Retail Network

Brazdik, Frantisek; Druska, Viliam - Center for Economic Research and Graduate Education and … - 2005

Performance in retailing is usually evaluated by routine use of ratio analysis, but due to the univariate nature of this simple management tool there are many drawbacks to the obtained results. Therefore, the aim of this study is to demonstrate successful employment of parametric and...

Persistent link: https://www.econbiz.de/10005146544

Oriented stochastic data envelopment models: Ranking comparison to stochastic frontier approach

Brazdik, Frantisek - Center for Economic Research and Graduate Education and … - 2005

Results of data envelopment analysis sensitively respond to stochastic noise in the data. In this paper, by introduction of output augmentation and input reduction I extend additive models for stochastic data envelopment analysis (SDEA), which were developed by Li (1998) to handle the noise in...

Persistent link: https://www.econbiz.de/10005357511

Linear Parametric Sensitivity Analysis of the Constraint Coefficient Matrix in Linear Programs

Zuidwijk, R.A. - Erasmus Research Institute of Management (ERIM), ERIM … - 2005

-called critical range of the initial data, in which certain properties such as the optimal basis in linear programming are not changed … such as the optimal basis in linear programming are not changed. Linear one-parameter perturbations of the objective …. Free Keywords Linear parametric programming, Linear programming, Sensitivity analysis, Rational matrix function …

Persistent link: https://www.econbiz.de/10005288724

Modelling Waikato Farm Nitrogen Discharges for Policy Analysis

Ramilan, Thiagarajah; Scrimgeour, Frank G. - New Zealand Agricultural and Resource Economics Society … - 2005

This study describes the development of bio economic models examining the economic and water quality impact of various proposed policy options in the Upper Waikato catchment. In the first phase nitrogen emissions are determined for representative farming systems using the Overseer nutrient...

Persistent link: https://www.econbiz.de/10008802822

Fuzzy solution of the linear programming problem with interval coefficients in the constraints

Kuchta, Dorota - In: Operations Research and Decisions 3-4 (2005), pp. 35-42

A fuzzy concept of solving the linear programming problem with interval coefficients is proposed. For each optimism …

Persistent link: https://www.econbiz.de/10008777234

Tradable Substitution Rights: Simulation of the Cost-Efficiency of a Nitrogen Reduction in the Pig Finishing Sector

Carlier, Peter Jan; Lauwers, Ludwig H.; Mathijs, Erik - European Association of Agricultural Economists - EAAE - 2005

To comply with the European Nitrate Directive, the Flemish manure policy has been elaborated mainly on the base of command and control measures (maximum fertilisation limits etc.). In literature, however, tradable permits are described as a cost efficient and effective instrument. Applied to...

Persistent link: https://www.econbiz.de/10005327253

Non-linear anonymous pricing in combinatorial auctions

Drexl, Andreas; Jörnsten, Kurt O.; Knof, Diether - 2005

Persistent link: https://www.econbiz.de/10003140279

Constrained portfolio optimization

Müller, Stephan - 2005

The thesis considers an investor's problem of optimal consumption and portfolio choice in a financial market. The model used for the financial market is the semimartingales model. The thesis shows that an optimal solution to this problem exists, even if the investor is contrained in the...

Persistent link: https://www.econbiz.de/10002742689