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First passage times in portfolio optimization : a novel nonparametric approach

Zsurkis, Gabriel; Nicolau, João; Rodrigues, Paulo M. M. - In: European journal of operational research : EJOR 312 (2024) 3, pp. 1074-1085

Persistent link: https://www.econbiz.de/10014456467

Is Utility Transferable? A Revealed Preference Analysis

Cherchye, Laurens; Demuynck, Thomas; Rock, Bram de - 2011

We provide a revealed preference analysis of the transferable utility hypothesis, which is widely used in economic models. First, we establish revealed preference conditions that must be satisfied for observed group behavior to be consistent with Pareto efficiency under transferable utility....

Persistent link: https://www.econbiz.de/10014185457

Is Utility Transferable? A Revealed Preference Analysis

Cherchye, Laurens - 2011

Persistent link: https://www.econbiz.de/10013129058

Efficiency and productivity in the insurance industry using frontier methodologies

Rubio-Misas, María - In: Handbook of Insurance : Volume I, (pp. 463-504). 2025

Persistent link: https://www.econbiz.de/10015185056

A regime-switching factor model for mean-variance optimization

Costa, Giorgio; Kwon, Roy H. - In: Journal of risk 22 (2019/2020) 4, pp. 31-59

Persistent link: https://www.econbiz.de/10012297507

Dynamic pricing with finite price sets : a non-parametric approach

Avramidis, Athanassios N.; Boer, Arnoud V. den - In: Mathematical methods of operations research : ZOR 94 (2021) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10012618967

A comparison between goal programming and regression analysis for portfolio selection

Tamiz, Mehrdad - In: Multiple criteria decision making : proceedings of the …, (pp. 421-432). 1997

Persistent link: https://www.econbiz.de/10001320327

Les mesures monétaires et directes de la pauvreté sont-elles substituables? : Investigations sur base de la courbe du ROC

Fusco, Alessio - In: Recherches économiques de Louvain 75 (2009) 3, pp. 369-396

Persistent link: https://www.econbiz.de/10003862553

A Flexible Mathematical Programming Model to Estimate Interregional Input-Output Accounts

Canning, Patrick N.; Wang, Zhi - 2005

This study implements and tests a mathematical programming model to estimate interregional, interindustry transaction flows in a national system of economic regions based on an interregional accounting framework and initial information of interregional shipments. A national input-output (IO)...

Persistent link: https://www.econbiz.de/10014063386

Fractional integration of nominal exchange rates : evidence from CEECs in the light of EMU enlargement

Barros, Carlos Pestana; Gil-Alaña, Luis A.; Matousek, Roman - In: Review of international economics 19 (2011) 1, pp. 77-92

Persistent link: https://www.econbiz.de/10009127594