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The usefulness of optimal design for generating blocked and split-plot response surface experiments

Goos, Peter (contributor) - 2005

Persistent link: https://www.econbiz.de/10003275915

Portfolio selection with a rank-deficient covariance matrix

Gulliksson, Mårten; Oleynik, Anna; Mazur, Stepan - 2021

Persistent link: https://www.econbiz.de/10012605415

Candogan, Ozan; Chen, Chen; Niazadeh, Rad - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 4069-4086

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Minimum VaR and minimum CvaR optimal portfolios : the case of singular covariance matrix

Gulliksson, Mårten; Mazur, Stepan; Oleynik, Anna - 2024

This paper examines optimal portfolio selection using quantile-based risk measures such as Valueat-Risk (VaR) and Conditional Value-at-Risk (CVaR). We address the case of a singular covariance matrix of asset returns, which leads to an optimization problem with infinitely many solutions. An...

Persistent link: https://www.econbiz.de/10015084447

Portfolio selection with a rank-deficient covariance matrix

Gulliksson, Mårten; Oleynik, Anna; Mazur, Stepan - In: Computational economics 63 (2024) 6, pp. 2247-2269

Persistent link: https://www.econbiz.de/10014636734

Quality in the construction industry : an application of DOE with goal programming

Gijo, E. V.; Ravindran, G. - In: Total quality management & business excellence : an … 19 (2008) 11/12, pp. 1249-1255

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Multi-performance optimisation in WEDM using Taguchi method embedded with utility concept

Padhi, P. C.; Mahapatra, Siba Sankar; Yadav, S. N.; … - In: International journal of procurement management 7 (2014) 1, pp. 50-70

Persistent link: https://www.econbiz.de/10010498662

Integrating two-agent scheduling and order acceptance problems to maximise total revenue by bounding each agent penalty function

Reisi-Nafchi, Mohammad; Moslehi, Ghasem - In: International journal of services and operations management 20 (2015) 3, pp. 358-384

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Optimisation of perforated plate matrix heat exchanger surfaces using Taguchi and analysis of variance method

John, Anish K.; Krishnakumar, K. - In: International journal of services and operations management 24 (2016) 2, pp. 186-207

Persistent link: https://www.econbiz.de/10011620019

Interpreting the regression coefficient in semilogarithmic functions : a note

Krautmann, Anthony Charles; Ciecka, James E. - In: Indian journal of economics & business : IJEB 5 (2006) 1, pp. 121-125

Persistent link: https://www.econbiz.de/10003361745