Search Results - subject:"integer constraints"

Dynamic trading under integer constraints

Gerhold, Stefan; Krühner, Paul - In: Finance and stochastics 22 (2018) 4, pp. 919-957

Persistent link: https://www.econbiz.de/10011946587

Imperfect competition, integer constraints and industry dynamics

AMIR, Rabah; LAMBSON, Val E. - Center for Operations Research and Econometrics (CORE), … - 2004

Amir and Lambson (2003) developed an infinite-horizon, stochastic model of entry and exit by integer numbers of firms facing sunk costs and uncertain market conditions. Here, as examples of the model' usefulness, special cases are applied to the following three s issues: (1) the relationship...

Persistent link: https://www.econbiz.de/10005043706

Entry, exit, and imperfect competition in the long run

AMIR, Rabah; LAMBSON, Val - Center for Operations Research and Econometrics (CORE), … - 2003

An infinite-horizon, stochastic model of entry and exit with sunk costs and imperfect competition is constructed. Simple examples provide insights into: (1) the relationship between sunk costs and industry concentration, (2) entry when current profits are negative, and (3) the relationship...

Persistent link: https://www.econbiz.de/10005065444

Integer programming approaches in mean-risk models

Konno, Hiroshi; Yamamoto, Rei - In: Computational Management Science 4 (2005) 4, pp. 339-351

This paper is concerned with porfolio optimization problems with integer constraints. Such problems include, among …

Persistent link: https://www.econbiz.de/10005370535

Entry, Exit, and Imperfect Competition in the Long Run.

Amir, Rabah; Lambson, Val E. - Centre for Industrial Economics (CIE), Økonomisk Institut - 2003

Persistent link: https://www.econbiz.de/10005749434