Now showing items 1-10 of 54
A multi-dynamic-factor model for stock returns
(Elsevier, 1992)
In this paper, we define dynamic and static factors and distinguish between the dynamic and static structure of asset excess returns. We examine the value-weighted market portfolio as a dynamic factor and propose an ...
Asset pricing with a factor-arch covariance structure : Empirical estimates for treasury bills
(Elsevier, 1990)
In this paper we suggest using the FACTOR-ARCH model as a parsimonious structure for the conditional covariance matrix of asset excess returns. This structure allows us to study the dynamic relationship between asset risk ...
Tooling adjustment strategy for acceptable product quality in assembly processes
(John Wiley & Sons, Ltd., 2010-11)
This paper develops an approach to minimize the number of process tooling adjustments and deliver an acceptable fraction of non-conforming products based on given product quality specification limits in assembly processes. ...
Information Systems Knowledge: Foundations, Definitions, and Applications
(Kluwer Academic Publishers; Springer Science+Business Media, 2001-06)
A key component of research within information systems is the use of valid instruments to measure numerous aspects of technology, organizations, and people. Validated instruments exist for many different variables and more ...
Estimating the effect of a gasoline tax on carbon emissions
(John Wiley & Sons, Ltd, 2011-11)
Recently the proposal has been made to raise gasoline taxes in the United States to curb carbon emissions. The existing literature on the sensitivity of gasoline consumption to changes in price may not be appropriate for ...
Quantifying the uncertainty about the half-life of deviations from PPP
(John Wiley & Sons, Ltd., 2002-03)
We propose a Bayesian framework in which the uncertainty about the half-life of deviations from purchasing power parity can be quantified. Based on the responses to a survey study, we propose a prior probability distribution ...
Integrated maintenance and production control of a deteriorating production system
(Kluwer Academic Publishers; Springer Science+Business Media, 2002-05)
We consider a make-to-stock production/inventory system consisting of a single deteriorating machine which produces a single item. We formulate the integrated decisions of maintenance and production using a Markov Decision ...
Control of a manufacturing system with random product yield and downward substitutability
(Kluwer Academic Publishers; Springer Science+Business Media, 2000-09)
We consider a manufacturing system where the quality of the end product is uncertain and is graded into one of several quality levels after production. We assume stochastic demand for each quality level, stochastic production ...
Heuristics for minimizing tool switches when scheduling part types on a flexible machine
(Kluwer Academic Publishers; Springer Science+Business Media, 1998-08)
This article considers a tool loading problem whose objective is to minimize the number of tool switches over time in order to process several parts on a flexible machine. New heuristics are presented and compared. Some ...