Portfolio selection to achieve a target beta
Thomas H. McInish, Joel N. Morse, Erwin M. Saniga (1984)
RAIRO - Operations Research - Recherche Opérationnelle
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Thomas H. McInish, Joel N. Morse, Erwin M. Saniga (1984)
RAIRO - Operations Research - Recherche Opérationnelle
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Abraham Mehrez (1983)
RAIRO - Operations Research - Recherche Opérationnelle
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Itzhak Venezia (1982)
RAIRO - Operations Research - Recherche Opérationnelle
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Mahmut Parlar, Wang Qinan (1995)
RAIRO - Operations Research - Recherche Opérationnelle
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Ryszarda Rempała (2002)
Applicationes Mathematicae
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This paper deals with an unreliable manufacturing system in which limited backlog is allowed. An admissible production policy is described by two decision parameters: upper and lower hedging points. The objective is to find the optimum hedging points so as to minimize the long run average expected cost under an additional condition. The condition expresses a constraint for the limiting probability of the event that the system stays at the lower hedging point, which corresponds to a limit...
S. Nakamura, T. Nakagawa, H. Sandoh (1998)
RAIRO - Operations Research - Recherche Opérationnelle
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Mukuddem-Petersen, J., Petersen, M.A., Schoeman, I.M., Tau, B.A. (2007)
Journal of Applied Mathematics
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Maria De Lourdes Centeno, Onofre Simoes (2009)
RACSAM
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S. K. Manna, K. S. Chaudhuri, C. Chiang (2008)
The Yugoslav Journal of Operations Research
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Wu, Jong-Wuu, Lee, Wen-Chuan, Lei, Chia-Ling (2009)
Mathematical Problems in Engineering
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Huan Neng Chiu (1999)
RAIRO - Operations Research - Recherche Opérationnelle
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