We formulate a mean–variance portfolio selection problem that accommodates qualitative
input about expected returns and provide an algorithm that solves the problem. This model …

This paper employed a Generalized Autoregressive Conditional Heteroskedasticity in Mean
framework to examine (i) the relationship between uncertainty and inventory management, …

In this direct replication of Mueller and Oppenheimer’s (2014) Study 1, participants watched
a lecture while taking notes with a laptop (n = 74) or longhand (n = 68). After a brief …

This article provides an alternative framework to price Collateralized Debt Obligations (CDOs)
based on a special case of Lévy distributions called a Meixner distribution. The proposed …

The author study a M/G/1 queueing system with vacations, in which the sojourn time of the
server at the queue is controlled by a timer. They consider three policies for setting the timer …

This study is an exploratory investigation into trading behavior during volatile markets, using
the intraday market data on the Stock Exchange of Thailand (SET) during a period from …

We analyze coherent wave transport in a new physical setting associated with multimode
wave systems where reflection is completely suppressed and mode-dependent losses …

Boxma and Groenendijk obtain the pseudo-conservation laws for cyclic server systems, for
both the continuous-time system with simple Poisson arrivals, and for the discrete-time system…

A study that models the possible configurations of a proposed packet-transport-equipment (PTE)-based
university campus network is reported. The function of these PTEs is to receive/…

This dissertation empirically evaluates whether financial intermediation facilitates inter-regional
risk-sharing. It utilizes two data sets from Thailand. One data set, the Socioeconomic …