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Cost minimization and efficient energy use: an exercise in applied microeconomics

Teplitz-Sembitzky, Witold - In: Beiträge zur Ökonomie offener Volkswirtschaften : …, (pp. 117-130). 1999

Persistent link: https://www.econbiz.de/10001435639

Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management

Schürle, Michael - 1998

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The application of a multiperiod goal programming model in interest rate risk management : a special case of a depository bank

Malick Ousmane, Sy; Tan Hwee Cheng - 1994

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Reducing transaction costs for interest rate risk hedging with stochastic programming

Blomvall, Jörgen; Hagenbjörk, Johan - In: European journal of operational research : EJOR 302 (2022) 3, pp. 1282-1293

Persistent link: https://www.econbiz.de/10013363855

A stochastic optimization model for multi-currency bond portfolio management

Hakala, Tuula - 1996

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A Knightian irreversible investment problem

Ferrari, Giorgio; Li, Hanwu; Riedel, Frank - 2020

In this paper, we study an irreversible investment problem under Knightian uncertainty. In a general framework, in … investment plan, and derive necessary and sufficient conditions for optimality. This allows us to construct the optimal policy in …-ignorance" - we are able to provide the explicit form of the optimal irreversible investment plan. …

Persistent link: https://www.econbiz.de/10012198652