default search action
Advances in Decision Sciences, Volume 2012
Volume 2012, 2012
- Tomoyuki Amano, Tsuyoshi Kato, Masanobu Taniguchi:
Statistical Estimation for CAPM with Long-Memory Dependence. 571034:1-571034:12 - Kenta Hamada, Wei Ye Dong, Masanobu Taniguchi:
Statistical Portfolio Estimation under the Utility Function Depending on Exogenous Variables. 127571:1-127571:15 - Junichi Hirukawa, Mako Sadakata:
Least Squares Estimators for Unit Root Processes with Locally Stationary Disturbance. 893497:1-893497:16 - Hiroshi Shiraishi, Hiroaki Ogata, Tomoyuki Amano, Valentin Patilea, David Veredas, Masanobu Taniguchi:
Optimal Portfolios with End-of-Period Target. 703465:1-703465:13 - E. A. Eljamal, Maslina Darus:
A Subclass of Harmonic Univalent Functions with Varying Arguments Defined by Generalized Derivative Operator. 610406:1-610406:8 - Lie-Fern Hsu, Jia-Tzer Hsu:
Economic Design of Acceptance Sampling Plans in a Two-Stage Supply Chain. 359082:1-359082:14 - Maruah Bashir, Abdul Razak Salleh, Shawkat Alkhazaleh:
Possibility Intuitionistic Fuzzy Soft Set. 404325:1-404325:24 - Junichi Hirukawa:
On the Causality between Multiple Locally Stationary Processes. 261707:1-261707:15 - Hiroshi Shiraishi:
A Simulation Approach to Statistical Estimation of Multiperiod Optimal Portfolios. 341476:1-341476:13 - Hiroaki Ogata:
Estimation for Non-Gaussian Locally Stationary Processes with Empirical Likelihood Method. 704693:1-704693:22 - Hiroyuki Taniai, Takayuki Shiohama:
Statistically Efficient Construction of α-Risk-Minimizing Portfolio. 980294:1-980294:17 - Hiroaki Ogata:
Optimal Portfolio Estimation for Dependent Financial Returns with Generalized Empirical Likelihood. 973173:1-973173:8 - Shahid Rashid, Richard H. Weston:
Design of an Integrated Methodology for Analytical Design of Complex Supply Chains. 589254:1-589254:19 - Tomoyuki Amano:
Asymptotic Optimality of Estimating Function Estimator for CHARN Model. 515494:1-515494:11 - Kwabena Agyapong-Kodua, Richard H. Weston, Svetan M. Ratchev:
The Integrated Use of Enterprise and System Dynamics Modelling Techniques in Support of Business Decisions. 804324:1-804324:25 - Junichi Hirukawa:
Large-Deviation Results for Discriminant Statistics of Gaussian Locally Stationary Processes. 572919:1-572919:15 - Christian Buescher, Eckart Hauck, Daniel Schilberg, Sabina Jeschke:
Key Performance Indicators for the Impact of Cognitive Assembly Planning on Ramp-Up Process. 798286:1-798286:19 - Juan Aparicio, Jesús T. Pastor:
Directional Distance Functions and Rate-of-Return Regulation. 731497:1-731497:11 - Richard H. Weston:
Model Driven Integrated Decision-Making in Manufacturing Enterprises. 328349:1-328349:29 - Yuttapong Pleumpirom, Sataporn Amornsawadwatana:
Multiobjective Optimization of Aircraft Maintenance in Thailand Using Goal Programming: A Decision-Support Model. 128346:1-128346:17 - Yu Miao, Shoufang Xu, Ang Peng:
Almost Sure Central Limit Theorem of Sample Quantiles. 671942:1-671942:7 - Katharina Roitzsch, Winfried Hacker, Ulrike Pietrzyk, Uwe Debitz:
How Do German SMEs Cope with the Increasing Need for Flexibility? 569076:1-569076:13 - Jia-Tzer Hsu, Lie-Fern Hsu:
An Integrated Vendor-Buyer Cooperative Inventory Model for Items with Imperfect Quality and Shortage Backordering. 679083:1-679083:19 - Ravi Kumar Bandaru:
On Ideals of Implication Groupoids. 652814:1-652814:9 - Ahmad M. Kabil:
Evaluating Ethical Responsibility in Inverse Decision Support. 873710:1-873710:15 - Sotiris Makris, George Michalos, George Chryssolouris:
Virtual Commissioning of an Assembly Cell with Cooperating Robots. 428060:1-428060:11 - John P. T. Mo:
Performance Assessment of Product Service System from System Architecture Perspectives. 640601:1-640601:19 - Masanobu Taniguchi, Cathy W. S. Chen, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, David Veredas:
Statistical Estimation of Portfolios for Dependent Financial Returns. 681490:1-681490:3 - Guglielmo D'Amico, Jacques Janssen, Raimondo Manca:
Monounireducible Nonhomogeneous Continuous Time Semi-Markov Processes Applied to Rating Migration Models. 123635:1-123635:12 - Elliot Tonkes, Dharma Lesmono:
A Longstaff and Schwartz Approach to the Early Election Problem. 287579:1-287579:18 - Andrew A. Neath, Natalie Langenfeld:
A Note on the Comparison of the Bayesian and Frequentist Approaches to Estimation. 764254:1-764254:12 - Qingwu Gao, Na Jin, Juan Zheng:
Uniform Estimate of the Finite-Time Ruin Probability for All Times in a Generalized Compound Renewal Risk Model. 936525:1-936525:17 - Zohra Benkamra, Mekki Terbeche, Mounir Tlemcani:
An Allocation Scheme for Estimating the Reliability of a Parallel-Series System. 289035:1-289035:14 - S. R. Singh, Neha Saxena:
An Optimal Returned Policy for a Reverse Logistics Inventory Model with Backorders. 386598:1-386598:21 - Donald John Best, John C. W. Rayner, Olivier Thas:
Comparison of Some Tests of Fit for the Inverse Gaussian Distribution. 150303:1-150303:9 - Elias Karam, Frédéric Planchet:
Operational Risks in Financial Sectors. 385387:1-385387:57 - S. R. Singh, Shalini Jain, Sarla Pareek:
A Warehouse Imperfect Fuzzified Production Model with Shortages under Inflationary Conditions. 638060:1-638060:16 - Christos E. Kountzakis:
Restricted Coherent Risk Measures and Actuarial Solvency. 350765:1-350765:18 - Jonathan E. Leightner, Tomoo Inoue:
Solving the Omitted Variables Problem of Regression Analysis Using the Relative Vertical Position of Observations. 728980:1-728980:25 - Mona Riabacke, Mats Danielson, Love Ekenberg:
State-of-the-Art Prescriptive Criteria Weight Elicitation. 276584:1-276584:24 - David Lengacher, Craig Cammarata:
A Two-Phase Data Envelopment Analysis Model for Portfolio Selection. 869128:1-869128:9 - Massimo Panella, Francesco Barcellona, Rita Laura D'Ecclesia:
Forecasting Energy Commodity Prices Using Neural Networks. 289810:1-289810:26
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.