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For several decades, scholars have developed methods for solving optimization problems which emerge in economics, econometrics, operations research, and other disciplines. A …
The present study has been accepted as a doctoral thesis by the Depart ment of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Main. It grew out from my five …
A tremendous amount of work has been done over the last thirty years in cluster analysis, with a significant amount occurring since 1960. A substantial portion of this work has …
Mandelbrot and van Ness (1968) suggested fractional Brownian motion as a parsimonious model for the dynamics of ?nancial price data, which allows for dependence between returns …
Die Motivation zur Beschaftigung mit der Problematik der wirtschaft- lichen Ungleichheit geht zurUck auf Diskussionssitzungen und LektUre innerhalb des Assistententeams von Prof. …
The history of many sciences is characterized by an almost continuous emer gence of new theories. From a normative point of view, the survival of a new theory should mainly be …
In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed. …
This monograph provides a novel approach to the evaluation of economic policy by combining two different analytical strategies. On the one hand, the computable general equilibrium …
Valuing portfolios of options embedded in investment decisions is arguably one of the most important and challenging problems in real options and corporate ?nance in general. …
Dieser kurze Uberblick uber Kcnvexe Optiroie.rurv: J stutzt sich auf Vortragsnotizen, die ich fur eine Vortragsreihe an der Universitat Koeln benutzte. Der Stoff entspricht dem …