Optimal Portfolio Choice with Predictability in House Prices and Transaction …

We develop and solve a model of optimal portfolio choice with transaction costs and predictability in house prices. We model house prices using a process with a time-varying expected growth rate. Housing adjustments are infrequent and characterized by both the wealth-to-housing ratio and the expected growth in house prices. We find that the housing portfolio share immediately after moving to a …

Optimasi Spare Part Supply Chain pada Salah Satu Perusahaan Pelayanan Kapal K…

Rantai pasokan spare part sangat penting untuk memastikan umur panjang kapal di industri pelayaran. Terlepas dari kenyataan penting ini, analisis spare part supply chain di perusahaan pelayaran cenderung diabaikan. Penelitian ini menggunakan linear programming oleh Excel Solver untuk mengidentifikasi metode pengiriman yang paling direkomendasikan untuk spare part supply chain untuk proses penga…

Mathematical economics of multi-level optimisation : theory and application

Includes bibliography and table

Analisis Perencanaan Optimisasi Produksi Dengan Metode Linear Programming Pad…

Capacity planning is one of the important decision areas in operations management. To support the production capability of a company, the company must be able to maximize the amount of production so that the company's goals can be achieved. This study aims to find the company's optimal production solution using the linear programming method. The case used in this company is the company PT. Autu…

When It Pays to Wait: Optimizing Release Timing Decisions for Secondary Chann…

This study examines the optimization of interrelease timing decisions, focusing on box office and DVD sales in the U.S. motion picture industry. It aims to improve managerial decision making by jointly modeling the revenue in these two channels through a copula modeling approach. As in previous studies, the authors find that the time lag from box office release to DVD release should be increase…

Optimalisasi alokasi sumberdaya pada sistem usahatani lahan kering di Desa Ke…

The objective of the research are (1) to analyze the gross margin in dryland farming systems, (2) to analyze the optimal allocation of agricultural resources in the horticulture farming? and? cattle system in dry land, (3) to determine the effect of changes in the prices of some agricultural commodities to resource allocation in a mixed farming system of? horticulture and cattle on dryland in K…

Optimal monetary policy with an uncertain cost channel

The cost channel of monetary transmission describes a supply-side effect of interest rates on firms' costs. Previous research has found this effect to vary, both over time and across countries. Moreover, the cyclical nature of financial frictions is likely to amplify the cost channel. This paper derives optimal monetary policy in the presence of uncertainty about the true size of the cost chann…

Financial synergies and the optimal scope of the firm: implications for merge…

Multiple activities may be separated financially, allowing each to optimize its financial structure, or combined in a firm with a single optimal financial structure. We consider activities with nonsynergistic operational cash flows, and examine the purely financial benefits of separation versus merger. The magnitude of financial synergies depends upon tax rates, default costs, relative size, an…

Fading optimism in products: temporal changes in expectations about performance

Product expectations are predictions about how good a product's performance will be. A product may be chosen if it is expected to perform well, and it may lead to satisfaction if the product performance meets or exceeds expectations. This research explores how expectations can change from the time a product is chosen from a set of competing alternatives to the time the product's performance is …

A Comparison of criteria to design efficient choice experiments

The purpose of this article is to find designs that allow for precise predictions of consumers' choices rather than to search for designs that produce only an efficient estimation of the underlying statistical model. To this end, the authors employ two prediction-based criteria, the G- and V-optimality criteria, and compared them with the estimation-based D- and A-optimality criteria traditiona…

A first course in optimization theory

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Judul Seri

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No. Panggil

Tan 519.3 Sun a

Element of dymanic optimization

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Tan 330.0151 chi e

A first course in optimization theory

Edisi

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ISBN/ISSN

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Deskripsi Fisik

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Judul Seri

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No. Panggil

Tan 519.3 Sun a

A First course in Optimization theory

Edisi

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ISBN/ISSN

-

Deskripsi Fisik

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Judul Seri

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No. Panggil

Tan 519.3 Sun f

Pengembangan aplikasi portofolio Black-Litterman dengan data envelopment anal…

Penelitian ini menggunakan Data Envelopment Analysis (DEA) untuk memfasilitasi proses optimasi portofolio Black-Litterman (BL). DEA menghasilkan estimasi imbal hasil berdasarkan pada efficient frontier multi variabel yang dibentuk untuk setiap aset. Penelitian ini menggunakan dua komponen sebagai input dalam DEA: CVaR dan ukuran likuiditas LMX. Memakai implied excess return hasil proses reverse…

Implementasi search engine optimization (SEO) dan analisis kelayakan investas…

Kecenderungan konsumen mencari informasi dan referensi melalui internet membuat pembelian produk bergeser ke era digital. Pengembangan bisnis Ryzn Embroidery dengan menggunakan strategi digital marketing perlu dilakukan dikarenakan 100% penjualan saat ini berasal dari customer yang menemukan Ryzn Embroidery melalui websitenya sehingga dibutuhkan strategi digital marketing melalui search engine …

Optimasi angkutan persampahan di wilayah Kecamatan Bogor Tengah

Penelitian ini membahas optimasi angkutan persampahan di wilayah Kecamatan Bogor Tengah. Tujuan penelitian ini adalah menganalisis angkutan persampahan di Kecamatan Bogor Tengah, menentukan optimasi angkutan persampahan berdasarkan rute optimal dan penerapan biaya per km, mengetahui efisiensi yang dihasilkan, serta mengetahui kebutuhan dan jenis kendaraan yang digunakan. Penelitian ini mengguna…

Penerapan model optimasi logistik dalam pengelolaan sampah 3R (Reduce, Reuse,…

Pemerintah Kota Depok mengeluarkan Perda Nomor 5 Tahun 2014 yang mengubah konsep pengelolaan sampah dari konvensional menjadi berkelanjutan berbasis 3R (Reduce, Reuse, Recycle). Konsep baru tersebut mewajibkan pemilahan sampah dari sumbernya. Dengan adanya perda ini, Pemkot Depok fokus pada pengangkutan dan pengolahan sampah organik dan residu. Sampah organik diolah menjadi kompos dan sampah re…

Aplikasi model optimasi untuk meningkatkan efisiensi pengangkutan sampah di K…

Sebagian besar kota-kota di negara berkembang, termasuk Indonesia, menghadapi rendahnya cakupan layanan pengangkutan sampah. Layanan pengangkutan sampah yang sebagian besar dilakukan oleh pemerintah juga memiliki potensi tidak efisien dalam operasinya. Tujuan dari penelitian ini adalah untuk mengestimasi inefisiensi layanan pengangkutan sampah dan kebutuhan biaya modal untuk mencapai 100 persen…

The long-haul fleet planning of garuda Indonesia, the case of china and Saudi…

Ada tabel