To obtain the maximum benefits from diversification, financial theory suggests that investors should invest internationally because of the larger potential for risk reduction stemming, from the lower correlation existing between assets of different countries. The question that we raise in this...

Cet article tests la validite du Capital Asset Pricing Model pour le marche des actions suisses sur une periode allant de 1973 a 1991.

We propose a stochastic programming approach for quantitative analysis of supply contracts, involving flexibility, between a buyer and a supplier, in a supply chain framework.

We describe in this paper a method allowing to order submodels in linear regression. A real function is attached to each submodel, allowing to graphically compare and order them. Our procedure defines an objective function depending on two factors (lack of fit and multicolinearity) with the...