Similar Search Results - EconBiz

Using compromise programming in a stock market pricing model

Ballestero, Enrique - In: Research and practice in multiple criteria decision …, (pp. 388-399). 2000

Persistent link: https://www.econbiz.de/10001498022

Optimal portfolios of a small investor in a limit order market : a shadow price approach

Kühn, Christoph; Stroh, Maximilian - In: Mathematics and financial economics 3 (2010) 2, pp. 45-72

Persistent link: https://www.econbiz.de/10003983165

Intelligent option portfolio model with perspective of shadow price and risk-free profit

Xu, Fengmin; Ma, Jieao - In: Financial innovation : FIN 9 (2023) 1, pp. 1-28

Since Markowitz proposed modern portfolio theory, portfolio optimization has been being a classic topic in financial engineering. Although it is generally accepted that options help to improve the market, there is still an improvement for the portrayal of their unique properties in portfolio...

Persistent link: https://www.econbiz.de/10014289096

Hydroelectricity

Horsley, Anthony; Wrobel, Andrzej J. - 1999

Persistent link: https://www.econbiz.de/10001437362

Linear programming, shadow prices and environmental taxes

Hawdon, David - 1986

Persistent link: https://www.econbiz.de/10000693973

Shadow prices in infinite dimensional linear programming

Romeijn, H. Edwin; Smith, Robert L. - 1994

Persistent link: https://www.econbiz.de/10000910814

Shadow prices in linear programming problems

Alaouze, Chris M. - 1996

Persistent link: https://www.econbiz.de/10000947547

Efficiency rents of storage plants in peak-load pricing, I : pumped storage

Horsley, Anthony; Wrobel, Andrew J. - 1996

Persistent link: https://www.econbiz.de/10000933336

Improving shadow price information : obtaining relevant shadow prices from problems with decomposable objectives

McCarl, Bruce A.; Rister, M. Edward; Stokes, Jeffrey R.; … - In: American journal of agricultural economics 78 (1996) 3, pp. 699-705

Persistent link: https://www.econbiz.de/10001210731

Dual "prices" in plan and market

Abouchar, Alan J. - In: Economics of planning : an international journal … 24 (1991) 2, pp. 93-105

Persistent link: https://www.econbiz.de/10001108321

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