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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 …
In order to obtain more reliable optimal solutions of concrete technical/economic problems, e.g. optimal design problems, the often known stochastic variations of many …
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. …
Managing uncertainty in new product development projects for improved valuation and decision making is one of the most complex and challenging problems in operations management. It …
Project planning, scheduling, and control are regularly used in business and the service sector of an economy to accomplish outcomes with limited resources under critical time …
In seminars and graduate level courses I have had several opportunities to discuss modeling and analysis of time series with economists and economic graduate students during the …
3 On the Economic Relevance of Rational Bubbles 79 3. 1 Capital markets . . . . . . . . . 80 3. 1. 1 Efficient capital markets 86 3. 1. 2 Rational bubbles on capital markets. 93 3. …
This thesis summarizes most of my recent research in the field of portfolio optimization. The main topics which I have addressed are portfolio problems with stochastic interest …
A volume of this nature containing a collection of papers has been brought out to honour a gentleman - a friend and a colleague - whose work has, to a large extent, advanced and …