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  1. Risk in agriculture as impediment to rural lending
    the case of North-Western Kazakhstan
    Author: Petrick, Martin; Ditges, C. Markus
    Published: 2000
    Publisher:  IAMO, Halle (Saale)

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion paper / Institute of Agricultural Development in Central and Eastern Europe ; 24
    Subjects: Agrarkredit; Kreditrisiko; Portfolio-Management; Landwirtschaft; Risikomanagement; Nichtlineare Optimierung; Kasachstan
    Scope: 31 S, graph. Darst, 30 cm
    Notes:

    Zsfassung in dt. u. engl. Sprache. - Literaturverz. S. 29 - 31

    Parallel als elektronische Ressource im Fernzugriff verfügbar
  2. Risk in agriculture as impediment to rural lending
    the case of North-Western Kazakhstan
    Author: Petrick, Martin; Ditges, C. Markus
    Published: 2000
    Publisher:  IAMO, Halle (Saale)

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Leibniz-Institut für Agrarentwicklung in Transformationsökonomien, Bibliothek
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion paper / Institute of Agricultural Development in Central and Eastern Europe ; 24
    Subjects: Agrarkredit; Kreditrisiko; Portfolio-Management; Landwirtschaft; Risikomanagement; Nichtlineare Optimierung; Kasachstan
    Scope: 31 S, graph. Darst, 30 cm
    Notes:

    Zsfassung in dt. u. engl. Sprache. - Literaturverz. S. 29 - 31

    Parallel als elektronische Ressource im Fernzugriff verfügbar
  3. Risk in agriculture as impediment to rural lending
    the case of North-Western Kazakhstan
    Author: Petrick, Martin; Ditges, C. Markus
    Published: 2000
    Publisher:  IAMO, Halle (Saale)

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Leibniz-Institut für Agrarentwicklung in Transformationsökonomien, Bibliothek
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    Leibniz-Institut für Länderkunde, Geographische Zentralbibliothek
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion paper / Institute of Agricultural development in Central and Eastern Europe ; 24
    Subjects: Agrarkredit; Kreditrisiko; Portfolio-Management; Landwirtschaft; Risikomanagement; Nichtlineare Optimierung; Kasachstan
    Scope: 31 S., graph. Darst.
    Notes:

    Literaturverz. S. 29 - 31
  4. The averaged periodogram for nonstationary vector time series
    Author: Robinson, Peter M.; Marinucci, Domenico
    Published: 2000
    Publisher:  London School of Economics and Political Science, London

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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Z AL 153:408
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; EM/00/408
    Subjects: Stochastischer Prozess; Nichtlineare Optimierung; Theorie
    Scope: 13
    Notes:
  5. Informationswert bei stochastisch-quadratischen Entscheidungsproblemen
    Published: 2000

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    Universitätsbibliothek Braunschweig
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    Staats- und Universitätsbibliothek Bremen
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    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
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    Content information
    Source: Union catalogues
    Language: German
    Media type: Dissertation
    Format: Online
    Edition: [Elektronische Ressource]
    Subjects: Entscheidungstheorie; Stochastischer Prozess; Nichtlineare Optimierung; Informationswert; Gruppenentscheidung; Spieltheorie; Bürotechnik; Informationstechnik; Theorie; Entscheidung unter Unsicherheit
    Scope: Online-Ressource, 122 p, ill
    Notes:

    Konstanz, Univ., Diss, 2000
  6. Optimizing multi-stage production with constant lot size and varying number of unequal sized batches
    proof of convexity of total cost function
    Author: Bogaschewsky, Ronald; Buscher, Udo; Lindner, Gerd
    Published: 2000
    Publisher:  Techn. Univ., Fak. Wirtschaftswiss., Dresden

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 962 (42)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QP 542
    Series: Dresdner Beiträge zur Betriebswirtschaftslehre ; 42
    Subjects: Kostenfunktion; Nichtlineare Optimierung; Losgröße; Mehrstufige Produktion; Scheduling-Verfahren; Theorie
    Scope: 27 S, graph. Darst
  7. An augmented Lagrangian interior-point method using directions of negative curvature
    Author: Moguerza, Javier M.; Prieto, Francisco J.
    Published: 2000
    Publisher:  Dep. de Estadística y Econometría, Univ. Carlos III de Madrid, Getafe

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 907 (00.14)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; Array
    Subjects: Nichtlineare Optimierung; Theorie
    Scope: 17 S
  8. Edgeworth approximations for semiparametric instrumental variable estimators and test statistics
    Author: Linton, Oliver
    Published: 2000
    Publisher:  London School of Economics and Political Science, London

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Z AL 153:399
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; EM/00/399
    Subjects: Nichtparametrisches Verfahren; Nichtlineare Optimierung; Schätztheorie; Theorie
    Scope: 47 S, graph. Darst
    Notes:
  9. Augmented self-concordant barriers and nonlinear optimization problems with finite complexity
    Author: Nesterov, Jurij Evgenʹevič; Vial, Jean-Philippe
    Published: 2000
    Publisher:  Univ., Ecole des Hautes Etudes Commerciales, Geneve

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1161 (2000.18)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Cahier de recherche / HEC, Université de Genève ; 2000.18
    Subjects: Nichtlineare Optimierung; Theorie
    Scope: 25 Bl
  10. The bi-parameter smooth transition autoregressive model
    Published: 2000
    Publisher:  Univ. of Aarhus, Dep. of Economics, Aarhus

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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: [Elektronische Ressource]
    Series: Array ; 2000.16
    Subjects: Nichtlineare Optimierung; Theorie; Autokorrelation
    Scope: Online-Ressource, 28 p., text, ill
    Notes:

    Literaturverz. S. 27 - 28
  11. Controlling chaos in higher-dimensional discrete maps with constant feedback
    Author: Wieland, Cristian
    Published: 2000
    Publisher:  Univ., Fachbereich Wirtschaftswiss., Osnabrück

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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    K 2001 B 1040
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    Gottfried Wilhelm Leibniz Bibliothek - Niedersächsische Landesbibliothek
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    3 Kap. 22832
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 60 (2000,15)
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    Universitätsbibliothek Osnabrück
    Signature:
    PIO / Bei 2015
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    Universitätsbibliothek Osnabrück
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    PIO / Bei 2015
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    Source: Union catalogues
    Language: English
    Media type: Book
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    Series: Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück ; No. 2015
    Subjects: Nichtlineare Optimierung; Chaostheorie; Theorie
    Scope: 9 Bl, graph. Darst, 30 cm
  12. Testing of seasonal fractional integration in UK and Japanese consumption and income
    Author: Gil-Alaña, Luis A.; Robinson, Peter M.
    Published: 2000
    Publisher:  London School of Economics and Political Science, London

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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Z AL 153:402
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
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    Series: Array ; EM/00/402
    Subjects: Nichtlineare Optimierung; Privater Konsum; Verfügbares Einkommen; Großbritannien; Japan; Saisonkomponente
    Scope: 30 S
    Notes:
  13. Saddlepoint approximations in non-stationary time series
    Author: Marsh, Patrick
    Published: 2000

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 1215 (2000.57)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion papers in economics / University of York, Department of Economics and Related Studies ; 2000,57
    Subjects: Schätztheorie; Nichtlineare Optimierung; Theorie
    Scope: 18 S, graph. Darst
  14. A combinatorial approach to piecewise linear time series analysis
    Published: 21 Aug. 2000
    Publisher:  Ekonomiska Forskningsinst., Stockholm

    Over recent years, several nonlinear time series models have been proposed in the literature. One model that has found a large number of successful applications is the threshold autoregressive model (TAR). The TAR model is a piecewise linear process... more

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    Over recent years, several nonlinear time series models have been proposed in the literature. One model that has found a large number of successful applications is the threshold autoregressive model (TAR). The TAR model is a piecewise linear process whose central idea is to change the parameters of a linear autoregressive model according to the value of an observable variable, called the threshold variable. If this variable is a lagged value of the time series, the model is called a self-exciting threshold autoregressive (SETAR) model. In this paper, we propose a heuristic to estimate a more general SETAR model, where the thresholds are multivariate. We formulated the task of finding multivariate thresholds as a combinatorial optimization problem. We developed an algorithm based on a Greedy Randomized Adaptive Search Procedure (GRASP) to solve the problem. GRASP is an iterative randomized sampling technique that has been shown to quickly produce good quality solutions for a wide variety of optimization problems. The proposed model performs well on both simulated and real data.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: [Elektronische Ressource]
    Series: SSE/EFI working paper series in economics and finance ; 393
    Subjects: Zeitreihenanalyse; Nichtlineare Optimierung; Theorie; nonlinear time series; piecewise linear models; combinatorial optimization; search heuristic; GRASP
    Scope: Online-Ressource (PDF-Datei: 30 S., 435 KB), graph. Darst.
    Notes:

    nBibliography

    Gesamttitel von der Homepage
  15. Polarity in DEA models
    Author: Agrell, Per; Bogetoft Pedersen, Peter; Tind, Jørgen
    Published: 2000

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 1437 (2000.4)
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    Source: Union catalogues
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    Series: Unit of Economics working papers / the Royal Veterinary and Agricultural University, Department of Economics and Natural Resources ; 2000,4
    Subjects: Data-Envelopment-Analyse; Nichtlineare Optimierung; Theorie
    Scope: 17 S
    Notes:

    Literaturverz. S. 15 - 17
  16. Risk in agriculture as impediment to rural lending
    the case of North-Western Kazakhstan
    Author: Petrick, Martin; Ditges, C. Markus
    Published: 2000
    Publisher:  IAMO, Halle (Saale)

    On the basis of portfolio selection theory, this paper finds that whole-farm risk must be regarded as a major reason for the low level of credit flow to agriculture in North-western Kazakhstan. A quadratic programming model was used in order (a) to... more

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    Leibniz-Institut für Agrarentwicklung in Transformationsökonomien, Bibliothek
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    On the basis of portfolio selection theory, this paper finds that whole-farm risk must be regarded as a major reason for the low level of credit flow to agriculture in North-western Kazakhstan. A quadratic programming model was used in order (a) to demonstrate the comparatively high overall risk exposition of a typical farm, (b) to show that an inflow of working capital could contribute to risk reduction, and (c) to illustrate short-term risk management strategies. Although there may be a role for the government in reducing risk exposition of agriculture in its current form, natural and economic constraints suggest to pave the way for structural reforms that reduce the importance of agriculture in the rural economy. Auf Grundlage der Portfolio selection-Theorie kommt dieser Beitrag zu dem Ergebnis, dass das einzelbetriebliche Risiko in der Landwirtschaft Nordwest-Kasachstans als ein Hauptgrund für geringen Kreditzufluss angesehen werden muss. Ein quadratisches Programmierungsmodell wurde verwendet, um (a) die vergleichbar hohe Riskoexposition eines typischen Betriebes zu verdeutlichen, (b) zu zeigen, daß ein Zufluss von Umlaufkapital zur Risikoreduktion beitragen kann und (c) kurzfristige Risikomanagement-Strategien zu illustrieren. Obwohl es bestimmte Politikoptionen zur Verminderung des Risikos in der Landwirtschaft in ihrer gegenwärtigen Form gibt, legen natürliche und ökonomische Rahmenbedingungen tiefgreifendere Strukturreformen nahe. Diese sollten dazu beitragen, mittelfristig die Bedeutung der Landwirtschaft im ländlichen Raum zu verringern.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/28559
    Series: Discussion paper / Institute of Agricultural Development in Central and Eastern Europe ; 24
    Subjects: Agrarkredit; Kreditrisiko; Portfolio-Management; Landwirtschaft; Risikomanagement; Nichtlineare Optimierung; Kasachstan; Agricultural credit; Kazakhstan; Portfolio selection theory; Risk programming; Agrarkredit; Kasachstan; Portfolio selection-Theorie; Risiko-Programmierung
    Scope: Online-Ressource (PDF-Datei: 31 S., 0,28 MB), graph. Darst.
    Notes:

    Zsfassung in engl. und dt. Sprache
  17. Risk in agriculture as impediment to rural lending : the case of North-Western Kazakhstan
    Author: Petrick, Martin; Ditges, C. Markus
    Published: 2000
    Publisher:  Institute of Agricultural Development in Central and Eastern Europe (IAMO), Halle (Saale)

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  18. Positive mathematische Programmierung (PMP) im Agrarsektormodell RAUMIS
    Author: Cypris, Christian
    Published: 2000
    Publisher:  FAA, Bonn

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    Source: Union catalogues
    Language: German
    Media type: Dissertation
    Format: Print
    ISBN: 9783884883136; 3884883135
    RVK Categories: RC 20678 ; RC 25678 ; Z ; ZA 76000 ; RC 25678 ; RC 20678
    DDC Categories: 630
    Series: Schriftenreihe der Forschungsgesellschaft für Agrarpolitik und Agrarsoziologie ; 313
    Subjects: Landwirtschaft; Umweltbelastung; Region; Wirtschaftsmodell; Informationssystem; Nichtlineare Optimierung; Wirkungsanalyse; Prognoseverfahren; Theorie
    Other subjects: (stw)Landwirtschaft; (stw)Umweltbelastung; (stw)Region; (stw)Wirtschaftsmodell; (stw)Informationssystem; (stw)Nichtlineare Optimierung; (stw)Wirkungsanalyse; (stw)Prognoseverfahren; (stw)Theorie; Array; Array; Dissertation; Graue Literatur; Buch; (lcsh)Agriculture--Mathematical models; (lcsh)Agriculture--Economic aspects--Mathematical models; Graue Literatur
    Scope: XIV, 194 S., graph. Darst., 21 cm
    Notes:

    Zugl.: Bonn, Univ., Diss., 2000
  19. Risk in agriculture as impediment to rural lending
    the case of North-Western Kazakhstan
    Author: Petrick, Martin; Ditges, C. Markus
    Published: 2000
    Publisher:  IAMO, Halle (Saale)

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  20. Risk in agriculture as impediment to rural lending
    the case of North-Western Kazakhstan
    Author: Petrick, Martin; Ditges, C. Markus
    Published: 2000
    Publisher:  IAMO, Halle (Saale)

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion paper / Institute of Agricultural development in Central and Eastern Europe ; 24
    Subjects: Agrarkredit; Kreditrisiko; Portfolio-Management; Landwirtschaft; Risikomanagement; Nichtlineare Optimierung; Kasachstan
    Scope: 31 S., graph. Darst.
    Notes:

    Literaturverz. S. 29 - 31
  21. Positive mathematische Programmierung (PMP) im Agrarsektormodell RAUMIS
    Author: Cypris, Christian
    Published: 2000
    Publisher:  Forschungsges. für Agrarpolitik u. Agrarsoziologie, Bonn

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin
    Language: German
    Media type: Dissertation
    Format: Print
    ISBN: 3884883135
    RVK Categories: ZA 76000 ; RC 25678 ; RC 20678
    Series: Schriftenreihe der Forschungsgesellschaft für Agrarpolitik und Agrarsoziologie ; 313
    Subjects: Landwirtschaft; Umweltbelastung; Region; Wirtschaftsmodell; Informationssystem; Nichtlineare Optimierung; Wirkungsanalyse; Prognoseverfahren; Theorie; Agriculture; Agriculture
    Scope: XIV, 194 S., graph. Darst.
    Notes:

    RAUMIS = regionalisiertes Agrar- und Umweltinformationssystem

    Zugl.: Bonn, Univ., Diss., 2000
  22. Positive mathematische Programmierung (PMP) im Agrarsektormodell RAUMIS
    Author: Cypris, Christian
    Published: 2000
    Publisher:  Forschungsges. für Agrarpolitik u. Agrarsoziologie, Bonn

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    Universitätsbibliothek Braunschweig
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    Sächsische Landesbibliothek - Staats- und Universitätsbibliothek Dresden
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    Universitätsbibliothek Freiburg
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    Source: Staatsbibliothek zu Berlin
    Language: German
    Media type: Dissertation
    Format: Print
    ISBN: 3884883135
    RVK Categories: ZA 76000 ; RC 25678 ; RC 20678
    Series: Schriftenreihe der Forschungsgesellschaft für Agrarpolitik und Agrarsoziologie ; 313
    Subjects: Landwirtschaft; Umweltbelastung; Region; Wirtschaftsmodell; Informationssystem; Nichtlineare Optimierung; Wirkungsanalyse; Prognoseverfahren; Theorie; Agriculture; Agriculture
    Scope: XIV, 194 S., graph. Darst.
    Notes:

    RAUMIS = regionalisiertes Agrar- und Umweltinformationssystem

    Zugl.: Bonn, Univ., Diss., 2000