Global optimization approach

Xem 1-2 trên 2 kết quả Global optimization approach

Does the choice of the multivariate GARCH model on volatility spillovers matter? Evidence from oil prices and stock markets in G7 countries

In this paper, employ asymmetric multivariate GARCH approaches to examine their performance on the volatility interactions between global crude oil prices and seven major stock market indices. Insofar as volatility spillover across these markets is a crucial element for portfolio diversification and risk management, we also examine the optimal weights and hedge ratios for oil-stock portfolio holdings with respect to the results.

19p nguyenxuankha_bevandan 13-08-2020 27 2 Download

An inventory model with credit, price and marketing dependent demand under permitted delayed payments and shortages: A signomial geometric programming approach

In this study, we incorporate trade credit policy into a joint marketing and pricing problem in which demand rate depends on the length of the credit period provided by the retailer for her customers, marketing expenditure, and selling price.

16p tocectocec 24-05-2020 21 2 Download