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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

Auf der Suche nach operativer Exzellenz im Krankenhaus: Logistik als Rationalisierungsinstrument und strategischer Wettbewerbsfaktor in einem dynamischen Marktumfeld

Walther, Markus - 2005

Restrukturierungsansätze im Krankenhaus. … the existing structures in the health care sector in general and the hospital sector in particular. The environmental … the hospital sector and with it catalyze the need for economic action. Besides medical necessities, the economic paradigm …

Persistent link: https://www.econbiz.de/10009451142

On Hospital Competition: Quality, Efficiency, and Ownership

Herr, Annika - 2009

In this research we will focus on three topics which we think are particularly relevant for hospital competition: i … to detect and reduce inefficiencies in this market. Therefore, hospital inefficiency is one main aspect in our research … (Chapters 3 and 4). Our research sheds some light on market outcomes by hospital ownership type given their respective …

Persistent link: https://www.econbiz.de/10009451161

Incentive Compatibility and Efficiency in the Contractual Insurer-Provider Relationship - Economic Theory and Practical Implications: The Case of North Carolina

Schmid, Andreas - 2007

providers. An introduction to relevant aspects of contract theory is followed by their adaptation to the characteristics of the … conflicts of interest once a contract has been sealed (ex post). The theory based conclusions are contrasted with the situation …

Persistent link: https://www.econbiz.de/10009485586

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

A systems development lifecycle approach to Patient Journey Modeling projects

Curry, Joanne; McGregor, Carolyn; Tracy, Sally; Kuhn, … - University of Western Sydney; University of Western Sydney; … - 2007

Patient Journey Modeling, a relatively recent innovation in healthcare quality improvement, models the patient's movement through a Health Care Organisation (HCO) by viewing it from a patient centric perspective. A Systems Development Life Cycle (SDLC) provides a standard project management...

Persistent link: https://www.econbiz.de/10009482061