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Portfolio optimization with risk constraints

Gandy, Ralf - 2005

In dieser Arbeit setzen wir uns mit den Auswirkungen von Risikobeschränkungen auf das optimale Verhalten eines Investors auseinander, welcher versucht, den erwarteten Endnutzen zu einem festgelegten Zeitpunkt zu maximieren. Dazu kann er ein vorgegebenes Anfangsvermögen in einem Markt...

Persistent link: https://www.econbiz.de/10009462193

Intelligent Business Process Optimization for the Service Industry

Kress, Markus - 2010

The company's sustainable competitive advantage derives from its capacity to create value for customers and to adapt the operational practices to changing situations. Business processes are the heart of each company. Therefore process excellence has become a key issue. This book introduces a...

Persistent link: https://www.econbiz.de/10009434602

Treasury Management Model with Foreign Exchange Exposure

Volosov, K; Mitra, G; Spagnolo, F; Lucas, C A - 2005

In this paper we formulate a model for foreign exchange exposure management and (international) cash management taking into consideration random fluctuations of exchange rates. A vector error correction model (VECM) is used to predict the random behaviour of the forward as well as spot rates...

Persistent link: https://www.econbiz.de/10009465463

Dynamic Asset (and Liability) Management under Market and Credit Risk

Jobst, N J; Mitra, G; Zenios, S A - 2003

We introduce a modelling paradigm which integrates credit risk and marketrisk in describing the random dynamical behaviour of the underlying fixed income assets.We then consider an asset and liability management (ALM) problem and develop a mul-tistage stochastic programming model which focuses...

Persistent link: https://www.econbiz.de/10009465480

Crop decision planning under yield and price uncertainties

Kantanantha, Nantachai - 2007

This research focuses on developing a crop decision planning model to help farmers make decisions for an upcoming crop year. The decisions consist of which crops to plant, the amount of land to allocate to each crop, when to grow, when to harvest, and when to sell. The objective is to maximize...

Persistent link: https://www.econbiz.de/10009475761

Assessing the Farm Level Impacts of Yield and Revenue Insurance: an Expected Value-Variance Approach

Berg, Ernst - 2002

This paper investigates the farm level impacts of multiple peril yield and revenue insurance in an expected value-variance framework. The analysis is conducted using stochastic simulation jointly with numerical optimisation. Simulation is used to compute the means and variances of revenues as...

Persistent link: https://www.econbiz.de/10009443846

UNCERTAIN YIELDS IN SECTORAL WELFARE ANALYSIS: AN APPLICATION TO GLOBAL WARMING

Lambert, David K.; McCarl, Bruce A.; He, Q.; Kaylen, … - 1995

Agriculture operates in an uncertain environment. Yields, prices, and resource usage can change dramatically from year to year. However, most analyses of the agricultural sector, at least those using mathematical programming methods, assume decision making is based on average yields, ignoring...

Persistent link: https://www.econbiz.de/10009446902

Der praxisorientierte Weg zum schlanken Produktionssystem

Straub, Markus; Schiepp, Thomas - 2010

Viele kleine und mittlere Unternehmen haben kein eigenes Produktionssystem, jedoch wird die Notwendigkeit mit …. Ein Produktionssystem stellt weiterhin sicher, dass dieReaktionsfähigkeit und die Flexibilität eines Unternehmens von … Systeme zu duplizieren,vielmehr kann die Philosophie eines bestehenden Systems dazu beitragen, um eineigenes Produktionssystem …

Persistent link: https://www.econbiz.de/10009460983

Management betrieblicher Risiken bei produzierenden Unternehmen

König, Roland - 2008

Für produzierende Unternehmen wird es zunehmend wichtig, auch die operativen Risiken besser zu bewerten. Daher werden Methoden benötigt, mit denen diese Risiken identifiziert und bewertet werden können. Im Rahmen der vorliegenden Arbeit wurden entsprechende Methoden entwickelt. Dabei geht es...

Persistent link: https://www.econbiz.de/10009467405

Production of Shale Oil

1982

Intensive pre-project feasibility and engineering studies begun in 1979 have produced an outline plan for development of a major project for production of shale oil from private lands in the Piceance Basin in western Colorado. This outline plan provides a blueprint for the development of a...

Persistent link: https://www.econbiz.de/10009465049