搜索结果: 1-10 共查到“应用经济学 efficient”相关记录10条 . 查询时间(0.171 秒)
Efficient Relocation of Spectrum Incumbents
Bargaining Auctions Spectrum Auctions Telecommunications Policy
2015/9/18
Changes in technologies and in consumer demands have made prior radio spectrum
allocations far from efficient. To address this problem the FCC has recently reallocated
spectrum for more flexible u...
Efficient entry
Efficient entry Entry Commitment
2015/7/17
We present a dynamic entry game, in which entry costs become sunk gradually. In equilibrium the most
profitable firms enter, as they commit faster not to exit. This rationalizes an equilibrium select...
An Efficient, Distributable, Risk Neutral Framework for CVA Calculation
An Efficient Distributable Risk CVA Calculation
2010/10/22
The importance of counterparty credit risk to the derivative contracts was demonstrated consistently throughout the financial crisis of 2008. Accurate valuation of Credit value adjustment (CVA) is ess...
Efficient Computation of Optimal Trading Strategies
Efficient Computation Optimal Trading Strategies
2010/10/21
Given the return series for a set of instruments, a \emph{trading strategy} is a switching function that transfers wealth from one instrument to another at specified times. We present efficient algor...
Optimizing a basket against the efficient market hypothesis
Optimizing the efficient market hypothesis
2010/10/20
The possibility that the collective dynamics of a set of stocks could lead to a specific basket violating the efficient market hypothesis is investigated. Precisely, we show that it is systematically...
Finding the Efficient Frontier for a Mixed Integer Portfolio Choice Problem Using a Multiobjective Algorithm
Markowitz Model Multiobjective Optimization NSGA Portfolio Selection
2013/2/23
We propose a computational procedure to find the efficient frontier for the standard Markowitz mean-variance model with discrete variables. The integer constraints limit on the one hand the portfolio ...
Estimation of Risk Efficient Farm Structures along the Kızılırmak River in North Central Anatolia：An Application of Minimization of the Absolute Deviation
Decision model profit maximization resource allocation risk MOTAD
2009/1/13
A risk-programming model was developed to evaluate the tradeoffs between risk and expected returns for farms along the Kızılırmak River in North Central Anatolia. Risk efficient farm st...
Efficient swaptions price in Hull-White one factor model
Efficient swaptions price factor model
2010/10/29
The Hull-White one factor model is used to price interest rate options. The parameters
of the model are often calibrated to simple liquid instruments, in particular European
swaptions. It is therefo...
Efficient Pricing of CPPI using Markov Operators
CPPI Portfolio Insurance Option Pricing Gap Risk Markov
2010/10/29
Constant Proportion Portfolio Insurance (CPPI) is a strategy designed to give participation in
a risky asset while protecting the invested capital. Some gap risk due to extreme events is often kept b...
Toward efficient modeling of fuzzy expert systems: a survey
information technologies communication technologies internet information systems
2014/3/20
: The article deals with the usag