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Solving Complex Equations Subject to Constraints Using Lagrangian Constrained Optimization
Burgess, Nicholas - 2021
In this paper we outline the Lagrangian constrained optimization method to solve complex problems subject to constraints. Firstly we summarize the Lagrangian constrained optimization routine. Secondly we outline a detailed implementation strategy. Thirdly and finally we provide example and solve...
Persistent link: https://www.econbiz.de/10013213151
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Dynamic lot-sizing with short-term financing and external deposits for a capital-constrained manufacturer
Kajjoune, Oussama; Aouam, Tarik; Zouadi, Tarik; Dairi, … - In: International journal of production economics 242 (2021), pp. 1-28
Persistent link: https://www.econbiz.de/10012695893
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Optimally Solving Banks' Legacy Problems
Segura, Anatoli - 2019
banks with legacy problems. Non-performing loans (NPLs) with low and risky returns create a debt overhang that induces bank … lending but, as they force bank owners to absorb losses, can also make them prefer the bank being resolved. For severe legacy …
Persistent link: https://www.econbiz.de/10012864905
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Optimally Solving Banks’ Legacy Problems
Segura, Anatoli; Suárez, Javier - 2021
banks with legacy problems. Non-performing loans (NPLs) with low and risky returns create a debt overhang that induces bank … lending but, as they force bank owners to absorb losses, can also make them prefer the bank being resolved. For severe legacy …
Persistent link: https://www.econbiz.de/10013315059
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What is the minimal systemic risk in financial exposure networks?
Diem, Christian; Pichler, Anton; Thurner, Stefan - In: Journal of economic dynamics & control 116 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012503232
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Optimising a Mining Portfolio Using CVaR
Allen, David E. - 2012
The mining industry can be extremely volatile during times of economic downturn. We compare extreme risk in mining share portfolios from each of the world's seven leading mining areas using Conditional Value at Risk (CVaR) which measures those risks beyond traditional Value at Risk (VaR)...
Persistent link: https://www.econbiz.de/10013113404
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Spatial model for determining the optimum placement of logistics centers in a predefined economic area
Ţarţavulea, Ramona Iulia; Belu, Mihaela Gabriela; … - In: Amfiteatru economic : an economic and business research … 18 (2016) 43, pp. 707-725
The process of globalization has stimulated the demand for logistics services at a level of speed and increased efficiency, which involves using of techniques, tools, technologies and modern models in supply chain management. The aim of this research paper is to present a model that can be used...
Persistent link: https://www.econbiz.de/10011840569
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Optimal Network Compression
Amini, Hamed - 2020
formulation is presented for different levels of network compression or rerouting allowed from the initial inter-bank network. We …
Persistent link: https://www.econbiz.de/10012825191
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Szenariogenerierung in der mehrstufigen stochastischen Optimierung
Cutaia, Massimo (contributor) - 2007
Persistent link: https://www.econbiz.de/10003641427
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A Linear Programming Model for Assessing Asset-Liability Management in Banks
Dash, Mihir - 2010
bank, considering the different bank management objectives and the legal, managerial and market constraints, for the … purpose of enhancing the value of the bank, providing liquidity, and mitigating interest rate risk (Gup and Brooks, 1993). An …-liability management of different bank groups, in terms of its implications on profitability, liquidity, and interest rate sensitivity …
Persistent link: https://www.econbiz.de/10013148581