68 search results - page 12 / 14 » The price of uncertainty |
EOR
2008
13 years 7 months ago
2008
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
HICSS
2006
IEEE
14 years 1 months ago
2006
IEEE
Search services are now ubiquitously employed in searching for documents on the Internet and on enterprise intranets. This research develops an economic model for comparing search...
EUROPAR
2008
Springer
13 years 9 months ago
2008
Springer
Abstract. Different auction-based approaches have been used to allocate resources in Grids, but none of them provide the design choice for a specific economic model while consideri...
ANOR
2007
13 years 8 months ago
2007
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
SEKE
2010
Springer
13 years 6 months ago
2010
Springer
Online auction systems have made remarkable progress in recent years. However, one of the most severe and persistent problems in such systems is shilling behavior, which is a type ...