Similar Search Results

Syntetos, A. A.; Teunter, Ruud H.; Babai, M. Zied; … - In: European journal of operational research : EJOR 249 (2016) 3, pp. 963-970

Persistent link: https://www.econbiz.de/10011412493

The Brownian Motion : A Rigorous but Gentle Introduction for Economists

Löffler, Andreas; Kruschwitz, Lutz - 2019 - 1st ed. 2019

This open access textbook is the first to provide Business and Economics Ph.D. students with a precise and intuitive introduction to the formal backgrounds of modern financial theory. It explains Brownian motion, random processes, measures, and Lebesgue integrals intuitively, but without...

Persistent link: https://www.econbiz.de/10012398673

On the optimality conditions of a price-setting newsvendor problem

Luo, Sirong; Sethi, Suresh P.; Shi, Ruixia - In: Operations research letters 44 (2016) 6, pp. 697-701

Persistent link: https://www.econbiz.de/10011622204

Bank insolvency risk, Z-score measures and unimodal returns : a refinement

Mercadier, Mathieu; Strobel, Frank - In: The quarterly review of economics and finance 98 (2024), pp. 1-3

Persistent link: https://www.econbiz.de/10015188620

The shape of luck and competition in winner-take-all tournaments

Ryvkin, Dmitry; Drugov, Mikhail - In: Theoretical economics : TE ; an open access journal in … 15 (2020) 4, pp. 1587-1626

In winner-take-all tournaments, agents' performance is determined jointly by effort and luck, and the top performer is rewarded. We study the impact of the ''shape of luck'' -- the details of the distribution of performance shocks -- on incentives in such settings. We are concerned with the...

Persistent link: https://www.econbiz.de/10012415494

Modality for scenario analysis and maximum likelihood allocation

Koike, Takaaki; Hofert, Marius - In: Insurance / Mathematics & economics 97 (2021), pp. 24-43

Persistent link: https://www.econbiz.de/10012491956

Posterior probabilities: nonmonotonicity, asymptotic rates, log-concavity, and Turán's inequality

Hart, Sergiu; Rinott, Yosef - 2020

Persistent link: https://www.econbiz.de/10013364335

The transformed Gram Charlier distribution : parametric properties and financial risk applications

León Valle, Ángel Manuel; Ñíguez, Trino-Manuel - In: Journal of empirical finance 63 (2021), pp. 323-349

Persistent link: https://www.econbiz.de/10013259272

Distributionally robust chance constraint with unimodality-skewness information and conic reformulation

Shang, Chao; Wang, Chao; You, Keyou; Huang, Dexian - In: Operations research letters 50 (2022) 2, pp. 176-183

Persistent link: https://www.econbiz.de/10013192686

Optimal renewing free-maintenance warranty period and preventive replacement age for repairable products

Changa, Chin-Chih - In: Journal of the Operational Research Society 73 (2022) 12, pp. 2602-2613

Persistent link: https://www.econbiz.de/10013533295