Advances in mathematical programming and financial planning

Advances in mathematical programming and financial planning 3 1993

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Sprache:eng
Veröffentlicht: 1993
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Titel Jahr Verfasser
A stochastic assurance approach to portfolio analysis for a casualty insurance company 1999 Li, Susan X.
Planning strategic decisions via data envelopment and entropy analysis 1999 Velayas, James M.
Reallocating production activity among US-Mexican and Canadian plants in light of the North American Free Trade Agreement (NAFTA) : a goal programming approach 1999 Schniederjans, Marc J.
A multiple objective approach to data envelopment analysis 1999 Klimberg, Ronald
A stochastic, dynamic, multi-objective model for siting manufacturing plants abroad with contingency planning 1999 Melachrinoudis, Emanuel
A multiple criterion model for the product pricing decision 1999 Jackson, Cecile
A recursive industry portfolio revision model 1999 Spahr, Ronald W.
Planning for multinational firms using an intelligent network modeling system 1999 McBride, Richard D.
Optimal allocation of electricity after major earthquakes : market mechanisms versus rationing 1999 Rose, Adam
A linear programming approach for determining efficient rates for public utility services 1993 O'Neill, Richard P.
Application of linear programming to portfolio formulation 1990 Wood, Robert A.
A further look at the effectiveness of corporate R&D expenditures 1990 Guerard, John Baynard
The leasing or purchasing of major capital equipment : a multicriteria financial model 1990 Lawrence, Kenneth D.
Nonlinear serial dependence in industrial stock returns 1990 Ashley, Richard A.
A multiple-period approach to investment portfolio selection 1990 Deckro, Richard F.
Continuous versus network models of spatial oligopoly 1990 Hobbs, Benjamin Field
Some mathematical programming based measures of efficiency in health care institutions 1987 Bitran, Gabriel R.
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