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IOR
2006
13 years 7 months ago
2006
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
IOR
2006
13 years 7 months ago
2006
We consider a system in which a single finished good is assembled from two components. Demand for the finished product is stochastic and stationary, and procurement and assembly l...
ISF
2006
13 years 7 months ago
2006
Abstract Research in information security, risk management and investment has grown in importance over the last few years. However, without reliable estimates on attack probabiliti...
DSS
2007
13 years 7 months ago
2007
chool of Business Research – FY 2007 Research Abstracts Dare to Share: Protecting Sensitive Knowledge with Data Sanitization Data sanitization is a process that is used to promot...
ECRA
2007
13 years 7 months ago
2007
Information and communication technologies (ICTs) continue to have a profound effect on the economies and societies where they are used. In this article, we propose three related...