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Dissertations / Theses on the topic 'Optimization of liquidity management'

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Published: 28 May 2022

Last updated: 31 July 2025

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1

Pereira, Gabriel Matos. "Integração de restrições de liquidez em modelos de seleção de carteiras." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2014. http://hdl.handle.net/10183/103455.

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A liquidez é um fator importante no âmbito da gestão de carteiras. Em 2012, no Brasil, a CVM começou a exigir que todos bancos e corretoras mantenham um controle da liquidez de seus ativos/carteiras. Esse trabalho define uma medida e uma restrição de liquidez adequada ao mercado brasileiro, possível de ser incorporada em modelos de otimização de carteiras. As simulações realizadas com o modelo proposto demonstraram um alto nível de liquidação das carteiras formadas, próximo a 85%.<br>Liquidity is an important element in portfolio management. In 2012, in Brazil, CVM started to require all banks

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Підопригора, Л. С. "Удосконалення системи управління ліквідністю банку шляхом введення додаткових інструментів оцінки ліквідності". Master's thesis, Сумський державний університет, 2018. http://essuir.sumdu.edu.ua/handle/123456789/71075.

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Розкрито поняття ліквідності та факторів що впливають на неї; визначені шляхи аналізу ліквідності в банках на основі використання світового досвіду; розглянуто основні підходи щодо побудови системи управління ліквідністю в банках; досліджено інструменти та оцінку ліквідності для поліпшення фінансової стійкості комерційних банків; проаналізовано ліквідність та систему управління нею в АТ КБ«Приватбанк»; запропоновано шляхи покращення ліквідності АТ КБ«Приватбанк».<br>Раскрыто понятие ликвидности и факторы, влияющих на нее; определены пути анализа ликвидности в банках на основе использования

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3

Werne, Josephine. "An Optimization Of The Liquidity Coverage Ratio." Thesis, Uppsala universitet, Analys och sannolikhetsteori, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-254967.

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4

SILVA, RAFAEL RIBEIRO MADEIRA DA. "THE IMPACT OF BASEL III LIQUIDITY REQUIREMENTS ON BANK LIQUIDITY MANAGEMENT." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2018. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33568@1.

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Este trabalho analisa o impacto dos requerimentos de liquidez da Basiléia III na gestão de liquidez dos bancos. A partir de uma base de dados que engloba bancos de todos os países signatários do Comitê de Basiléia III, foram definidos indicadores de liquidez bancária com base nas práticas utilizadas na literatura econômica e que busquem servir de proxies aos indicadores propostos pelo Comitê. Foram então verificados os cronogramas de implementação dos novos requerimentos de liquidez estabelecido por cada país. Acompanhou-se, então, a evolução dos indicadores de liquidez antes e depois do novo

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5

Tira, Giovanni Alberto. "Mutual fund liquidity pricing and management." Thesis, University of Reading, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.602537.

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Liquidity pricing is very critical in explaining fund performances, especially during periods where liquidity experiences sudden surges or dry-ups (i.e. liquidity imbalances, LIs) connected with a significant price movements. Hence, in the first part of the thesis we decided to investigate this relationship, focusing on an illiquid markets where the effect should be more evident. Even if transaction volumes do not seem to provide any pricing information, we find that return chasing behaviour and smart effects coexist, with the former being associated to investment activities and the latter to

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6

Liu, Chang. "Two essays on corporate liquidity management." Kent State University / OhioLINK, 2018. http://rave.ohiolink.edu/etdc/view?acc_num=kent1525891031065629.

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7

Goyenko, Ruslan. "Liquidity and asset pricing." [Bloomington, Ind.] : Indiana University, 2006. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3243782.

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Thesis (Ph.D.)--Indiana University, Kelley School of Business, 2006.<br>Title from PDF t.p. (viewed Nov. 17, 2008). Source: Dissertation Abstracts International, Volume: 67-12, Section: A, page: 4608. Adviser: Charles Trzcinka.

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Chikoko, Laurine. "Liquidity risk management by Zimbabwean commercial banks." Thesis, Nelson Mandela Metropolitan University, 2012. http://hdl.handle.net/10948/d1020344.

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Macroeconomic and financial market developments in Zimbabwe since 2000 have led to an increase in many banks‟ overall exposure to liquidity risk. The thesis highlights the importance of understanding and building comprehensive liquidity frameworks as defenses against liquidity stress. This study explores liquidity and liquidity risk management practices as well as the linkages and factors that affected different types of liquidity in the Zimbabwean banking sector during the Zimbabwean dollar and multiple currency eras. The research sought to present a comprehensive analysis of Zimbabwean comme

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9

Chu, Ka Yin Kevin. "Mutual fund trading and liquidity." Thesis, Massachusetts Institute of Technology, 2010. http://hdl.handle.net/1721.1/57771.

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Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2010.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. 52-56).<br>This thesis uses equities holdings snapshots of mutual funds to study their trading patterns. Using quarter and semi-annual holdings of mutual funds, I am able to extract a main trading component with the application of the asymptotic principle component method. This component demonstrates short term predictability of returns over three months, suggesting overall mutual fund trades contain a liquidity trading comp

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10

Lee, Hwayoung. "Portfolio liquidity risk management with expected shortfall constraints." Thesis, University of Essex, 2016. http://repository.essex.ac.uk/17762/.

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In this thesis we quantify the potential cost of liquidity constraints on a long equity portfolio using the liquidity risk framework of Acerbi and Scandolo (2008). The model modifies the classical mark-to-market valuation model, and incorporates the impact of liquidity policies of portfolios on the liquidity adjustment valuation (LVA). Also, we suggest a quantitative indicator that scores market liquidity ranging from 0 to 1 (perfect liquidity) for a portfolio with possible liquidity constraints. The thesis consists of three major studies. In the first one, we compute LVA given the cash, minim

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11

Marques, Maria Manuela Farelo Athayde. "Liquidity management : an empirical study of U.K. companies." Thesis, University of Glasgow, 1988. http://theses.gla.ac.uk/2065/.

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The present study is an empirically based analysis of liquidity management. The study contributes to the understanding of how U.K.-based companies handle the problem of unexpected events which have major negative implications for the expected funds flow equilibrium of the firm. In particular, the study was aimed at discovering the kind of liquidity management being implemented in practice, and the relationship between specific liquidity management practices and certain characteristics of the firm, and of its (headquarters) finance department. Evidence of the subject in the U.K. is very thin. I

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12

Schmaltz, Christian. "A quantitative liquidity model for banks." Wiesbaden : Gabler, 2009. http://d-nb.info/996419934/04.

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13

Rosu, Ioanid 1970. "Limit order markets, liquidity, and price impact." Thesis, Massachusetts Institute of Technology, 2004. http://hdl.handle.net/1721.1/29438.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2004.<br>Includes bibliographical references (p. 99-102).<br>In this thesis, I explore various aspects of market liquidity and analyze its effect on asset prices. First, in a model of a limit order market I explain how to define liquidity and derive a price impact function. Second, I show how agents who have price impact generate a liquidity component in asset prices. In Part I, I propose a continuous-time model of price formation in a limit-order market. Strategic liquidity traders arrive randomly to the marke

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Babil, David. "Cash Management : Improving The Liquidity for Jonsons Byggnads AB With Cash Management." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19206.

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Abstract Background: Cash management means the management of liquidity in order to meet their day-to-day commitment. The result of poor focus on cash management often means that the financial assets are bound. The management of liquidity is not something new but cash management is a modern way of doing that. Cash management is a very broad subject which involves many factors, this paper will focus on examine how the liquidity is managed in Jonsons Byggnads AB, in order to improve the liquidity through cash management thinking. Jonsons Byggnads AB is a local construction firm located in Jönköpi

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15

Brough, Tyler Jon. "An empirical analysis of institutional liquidity trading." Diss., The University of Arizona, 2010. http://hdl.handle.net/10150/195279.

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I investigate the trading decisions of a large institutional liquidity trader by using a detailed data set from a transition management firm. The data set contains records for all trades of transitions completed between January 2008 and September 2008. Effective execution involves a trade off between trading patiently over time to minimize price impact costs and trading quickly to avoid opportunity costs due to price volatility. I estimate a model of transition duration that accounts for volatility, an order's percentage of average daily volume, and the bid--ask spread to uncover the firm's s

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Qi, Hao Howard. "Personal taxes, default, liquidity and risky bond yield spread." Related electronic resource: Current Research at SU : database of SU dissertations, recent titles available full text, 2005. http://wwwlib.umi.com/cr/syr/main.

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Рябіченко, Д. О. "Регулювання ліквідності як одна з компонентів Базель ІІІ". Thesis, Бял ГРАД-БГ, 2011. http://essuir.sumdu.edu.ua/handle/123456789/62959.

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18

MORELLA, SAVERIO. "La liquidità delle banche: regolamentazione, modelli di misurazione e prospettive di sviluppo tra teoria e prassi operative." Doctoral thesis, Università di Foggia, 2015. http://hdl.handle.net/11369/338370.

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ABSTRACT La ricerca si pone l’obiettivo di approfondire il tema della gestione della liquidità delle banche all’indomani della crisi finanziaria internazionale (2007-2008), che ha determinato l’introduzione di regole specifiche in materia di liquidità all’interno del nuovo framework regolamentare (Basilea 3). In particolare, è stata studiata la condizione di liquidità delle principali banche italiane quotate nel periodo 2007-2013. Per spiegare l’andamento della condizione di liquidità di una banca rispetto ad una serie di variabili di performance è stato utilizzato un modello di regress

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Lamberg, Sanna, and Sandra Vålming. "Impact of Liquidity Management on Profitability : A study of the adaption of liquidity strategies in a financial crisis." Thesis, Umeå University, Umeå School of Business, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-30424.

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<p>The ongoing financial crisis which has upset the financial markets of the world since the late summer of 2007 has not left Swedish corporations unaffected. Strategies which can be adapted within the firm to improve liquidity and cash flows concern the management of working capital and cash management, areas which are usually neglected in times of favourable business conditions.</p><p>In this study it is examined how companies have adjusted their liquidity strategies before the crisis started to spread worldwide and a year afterwards, in the beginning of the 2009 when economies are in the mi

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Theart, Lomari. "Liquidity as an investment style : evidence from the Johannesburg Stock Exchange." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/86258.

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Thesis (MComm)--Stellenbosch University, 2014.<br>ENGLISH ABSTRACT: Individual and institutional investors alike are continuously searching for investment styles and strategies that can yield enhanced risk-adjusted portfolio returns. In this regard, a number of investment styles have emerged in empirical analysis as explanatory factors of portfolio return. These include size (the rationale that small stocks outperform large stocks), value (high book-to-market ratio stocks outperform low book-to-market ratio stocks) and momentum (stocks currently outperforming will continue

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21

Yang, Jingyun. "Cross-trading and Liquidity Management: Evidence from Municipal Bond Funds." Thesis, University of Oregon, 2018. http://hdl.handle.net/1794/23771.

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The high flow-performance sensitivity in open-end municipal bond funds motivates fund managers to actively manage funding liquidity risk and reduce the costs of flow-driven transactions. Funds with volatile past flows build up liquidity buffers by holding more cash and liquid municipal bonds in their portfolios. Funds rely on cash and liquid securities in flow management. Unconventional liquidity management tools, such as cross-trading between funds in the same family, are used by municipal bond funds in extreme situations. Fund families coordinate cross-trades between open- and low-value clos

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Daccache, Rudy. "Interest Rate and Liquidity Risk Management for Lebanese Commercial Banks." Thesis, Lyon 1, 2014. http://www.theses.fr/2014LYO10100/document.

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L'objectif de cette thèse est de fournir à la Banque Audi des outils économétriques et appliqués pour une gestion des risques plus efficace et plus robuste. Les banques libanaises sont aujourd'hui confrontées à des défis plus importants que jamais: l'avenir de la région Moyen-Orient repose sur les conséquences de la guerre civile syrienne. Dans ce contexte, la gestion des taux d'intérêt et de la liquidité s'avère de plus en plus compliqué pour les banques commerciales. En premier lieu, le risque de taux d'intérêt sur le marché libanais sera étudié. Ce marché est connu pour son manque de liquid

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Zhelezov, Dmitry, and Ivan Yamshchikov. "Liquidity and optimal consumption with random income." Thesis, Högskolan i Halmstad, Tillämpad matematik och fysik (MPE-lab), 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16108.

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In the first part of our work we focus on the model of the optimal consumption with a random income. We provide the three dimensional equation for this model, demonstrate the reduction to the two dimensional case and provide for two different utility functions the full point-symmetries' analysis of the equations. We also demonstrate that for the logarithmic utility there exists a unique and smooth viscosity solution the existence of which as far as we know was never demonstrated before. In the second part of our work we develop the concept of the empirical liquidity measure. We provide the ret

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Siame, Chitongwa. "The relationship between profitability and liquidity in South African listed firms." Master's thesis, University of Cape Town, 2012. http://hdl.handle.net/11427/11143.

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Includes bibliographical references.<br>This dissertation analyses the influence of liquidity on the profitability of South African listed firms between 2000 and 2009. The importance of this paper is to assess whether South African firms will improve profitability by managing liquidity efficiently. We used data from past published results of 120 JSE listed firms. The findings from the study suggest that there exists a negative relationship between profitability and liquidity as measured by the cash conversion cycle. Furthermore, efficient liquidity management improves return to shareholders by

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van, Schalkwyk Garth. "Mathematical models for optimal management of bank capital, reserves and liquidity." University of the Western Cape, 2019. http://hdl.handle.net/11394/6643.

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Philosophiae Doctor - PhD<br>The aim of this study is to construct and propose continuous-time mathematical models for optimal management of bank capital, reserves and liquidity. This aim emanates from the global financial crisis of 2007 − 2009. In this regard and as a first task, our objective is to determine an optimal investment strategy for a commercial bank subject to capital requirements as prescribed by the Basel III Accord. In particular, the objective of the aforementioned problem is to maximize the expected return on the bank capital portfolio and minimize the variance of the t

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Umlauft, Roland. "Essays on liquidity and risk." Doctoral thesis, Universitat Pompeu Fabra, 2013. http://hdl.handle.net/10803/119822.

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In Chapter 1 I investigate the economic importance of correlation in mutual fund flows for funds with overlapping portfolio positions. I illustrate theoretically that commonality in trading by funds due to flow correlation influences the optimal portfolio. Furthermore, I show that the expected return from an asset for a specific agent is conditional on correlation of this particular asset holder’s flows with his peers. Finally, I derive a theoretical upper bound of optimal flow correlation and hypothesize the existence of at least one optimal equilibrium outcome for any combination of pairwise

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Alhassan, Abdulrahman. "Global Market Liquidity and Corporate Investments." ScholarWorks@UNO, 2017. http://scholarworks.uno.edu/td/2372.

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The dissertation consists of two essays. The first essay investigates how oil market factors impact on liquidity commonality in global equity markets. I identify two transmitting channels of the effect on liquidity commonality, namely oil price return and volatility. Using a sample of firms drawn from 50 countries spanning from Jan 1995 to Dec 2015, I find that both effects in oil explain the liquidity commonality in countries with higher integration to oil market. In addition, I show that oil volatility effect is more pronounced in net oil exporters compared to net oil importers after control

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Kristensson, Johan. "Optimization of Configuration Management Processes." Thesis, KTH, Skolan för informations- och kommunikationsteknik (ICT), 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188784.

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Configuration management is a process for establishing and maintaining consistency of a product's performance, as well as functional and physical attributes with regards to requirements, design and operational information throughout its lifecycle. The way configuration management is implemented in a project has a huge impact on the project’s chance of success. Configuration management is, however, notoriously difficult to implement in a good way, i.e. in such a way that it increases performance and decrease the risk of projects. What works well in one field may be difficult to implement or wil

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Najafiazar, Bahador. "Mathematical Optimization in Reservoir Management." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for petroleumsteknologi og anvendt geofysikk, 2014. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-27058.

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Getting the most out of a hydrocarbon reservoir is not a trivial task. It takes plentyof interwoven decisions to make. There are many forms of tools that support engineersto make correct decisions. The simplest ones would only display measurementsin a suitable way, and appoint the rest of the decision making processto human knowledge and experience. Complex decision support tools may implementmodel-based estimation and optimization. This work targets methods foroptimization-based decision support.The objective of this study is to formulate, implement and test promising methodsof hydrocarbon pr

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Tapdiya, Ashish. "Firewall policy optimization and management." Winston-Salem, NC : Wake Forest University, 2008. http://dspace.zsr.wfu.edu/jspui/handle/10339/37458.

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Thesis (M.S.)--Wake Forest University. Dept. of Computer Science, 2008.<br>Title from electronic thesis title page. Thesis advisor: Errin W. Fulp. Vita. Includes bibliographical references (p. 53-54).

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Morrison, Alan D. "Reputation, opportunism and crowd behaviour in debt markets." Thesis, University of Oxford, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.365578.

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Ismal, Rifki. "The management of liquidity risk in Islamic banks : the case of Indonesia." Thesis, Durham University, 2010. http://etheses.dur.ac.uk/550/.

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Islamic banking and finance has shown progressive development all over the world since its inception as a commercial banking model in mid-1970s. Indonesia, as the largest Moslem nation in the world, has initiated some policies to expand the Islamic banking industry in the country. Similar to conventional banks, Islamic banks face a number of risk areas, which may affect their performance and operations. One of such risk areas is liquidity risk, which shows additional features in the case of Islamic banks. Both the international banking standards and the Sharia guidance suggest that banks shoul

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Moe, Todd Gregory. "The Many Functions of Commercial Banking: Liquidity Management, Mergers, and Retail Lending." OpenSIUC, 2018. https://opensiuc.lib.siu.edu/dissertations/1616.

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The main objective of this dissertation is to provide insight into commercial bank decisionmaking in the United States. To this end, commercial bank behavior is explored in three separate essays. Chapter 1 examines the liquidity adjustment behavior of U.S. commercial banks from 1993-2006. A panel vector autoregressive framework is employed to estimate the dynamic responses of bank loans and liquid assets to a variety of bank funding shocks. Orthogonalized impulse responses reveal that banks respond to disruptions in funding by extending less credit and hoarding liquid assets. This paper also h

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Strobl, Sascha. "Liquidity, Governance and Adverse Selection in Asset Pricing." FIU Digital Commons, 2013. http://digitalcommons.fiu.edu/etd/949.

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A plethora of recent literature on asset pricing provides plenty of empirical evidence on the importance of liquidity, governance and adverse selection of equity on pricing of assets together with more traditional factors such as market beta and the Fama-French factors. However, literature has usually stressed that these factors are priced individually. In this dissertation we argue that these factors may be related to each other, hence not only individual but also joint tests of their significance is called for. In the three related essays, we examine the liquidity premium in the context of t

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Berg, Hannah. "Liquidity Risk and Mutual Fund Manager’s Stock Choice." Scholarship @ Claremont, 2019. https://scholarship.claremont.edu/cmc_theses/2089.

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Liquidity risk is a large issue faced by mutual funds. Large funds typically trade in size, and these large sizes often have a significant impact on prices. My hypothesis is that large funds will not invest in illiquid assets as much as smaller funds due to the price sensitivity of illiquid assets. While this seems obvious, the results from this study are not in agreement with this hypothesis. My paper finds that as the illiquidity of a stock increases, so does the probability that a large fund invests in the stock.

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Bieger, Jasper, and Keegan Floquet. "The fundamental drivers of stock market liquidity : international, emerging markets and African evidence." Thesis, Stellenbosch : Stellenbosch University, 2003. http://hdl.handle.net/10019.1/53638.

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Thesis (MBA)--Stellenbosch University, 2003<br>ENGLISH ABSTRACT: According to the World Bank's leading economists Beck and Demlrquc-Kunt one of the major competitive advantages of countries competing for long-term economic growth is the existence of an efficient and liquid domestic stock market. A number of studies have already been performed to examine solitary aspects of stock liquidity, however, rather little work has been done to comprehensively investigate its fundamental set of determinants. Furthermore, none of these studies has ever attempted to specifically focus on African sto

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Obaleye, Olabanjo Johnson. "Relationship Between Liquidity, Asset Quality, and Profitability of Mortgage Banks in Nigeria." ScholarWorks, 2018. https://scholarworks.waldenu.edu/dissertations/6254.

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Liquidity (LQ) and asset quality (AQ) management present significant challenges to mortgage bankers in their efforts to improve profitability (PR). When liquidity increases, there is no positive impact on mortgage asset growth; however, this trend indicates that asset management and liquidity positions are not well managed. To run a viable mortgage business, mortgage bankers need to have a good grasp of the association between LQ, AQ, and PR. Anchored in the profit theory paradigm, the purpose of this multiple regression study was to examine the relationship between LQ, AQ, and PR of mortgage

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Supatanakornkij, Sasithorn. "Determinants and consequences of working capital management." Thesis, University of Edinburgh, 2015. http://hdl.handle.net/1842/16454.

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Well-managed working capital plays an important role in running a sound and successful business as it has a direct influence on liquidity and profitability. Working capital management (WCM) has recently received an increased focus from businesses and been regarded as a key managerial intervention to maintain solvency, especially during the global financial crisis when external financing was less available (PwC, 2012). This thesis contains a comprehensive analysis of the determinants and consequences of WCM. For the determinants of WCM, the results suggest that the nature of a firm’s WCM is det

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Magagula, Sifiso Charles. "Liquidity linkages between the South African bond and equity markets." Thesis, Nelson Mandela Metropolitan University, 2014. http://hdl.handle.net/10948/d1020758.

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Purpose - The study sought to examine the liquidity linkages between the South African bond and equity markets before the global financial crisis in 2008. Design/methodology/approach: The window of observation covered the period January 2000 to September 2008. In order to ensure robustness in the estimation, the study used foreign participation in the various markets as an additional measure of liquidity. The other liquidity measures considered in the study were volume and value traded of the various securities respectively. Time series modeling techniques were used in the estimation. An unres

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Romero, Morales Dolores. "Optimization problems in supply chain management /." [S.l.] : [s.n.], 2000. http://aleph.unisg.ch/hsgscan/hm00021582.pdf.

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Gamvros, Ioannis. "Satellite network, design, optimization, and management." College Park, Md. : University of Maryland, 2006. http://hdl.handle.net/1903/3904.

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Thesis (Ph. D.) -- University of Maryland, College Park, 2006.<br>Thesis research directed by: Business and Management. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.

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Alver, Mustafa Ugur. "Optimization Models For Public Debt Management." Master's thesis, METU, 2009. http://etd.lib.metu.edu.tr/upload/12610462/index.pdf.

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Management of public debt is crucial for every country. Public debt managers make efforts to both minimize the cost of borrowing and to keep debt stock at sustainable levels. However, due to competition for funds in the continuously changing and developing financial markets, new threats and opportunities appear constantly. Public debt managers construct borrowing policies in order to minimize the cost of borrowing and also to decrease risk by using various borrowing instruments. This thesis presents a mathematical model to determine the borrowing policy that minimizes the cost of borrowing in

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Wang, Jingbo. "Estimation and optimization in revenue management." Thesis, University of Oxford, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.522810.

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Li, Kevin Bozhe. "Multiperiod Optimization Models in Operations Management." Thesis, University of California, Berkeley, 2019. http://pqdtopen.proquest.com/#viewpdf?dispub=13423656.

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<p> In the past two decades, retailers have witnessed rapid changes in markets due to an increase in competition, the rise of e-commerce, and ever-changing consumer behavior. As a result, retailers have become increasingly aware of the need to better coordinate inventory control with pricing in order to maximize their profitability. This dissertation was motivated by two of such problems facing retailers at the interface between pricing and inventory control. One considers inventory control decisions for settings in which planned prices fluctuate over time, and the other considers pricing of m

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Mesgarpour, Mohammad. "Airport runway optimization." Thesis, University of Southampton, 2012. https://eprints.soton.ac.uk/366012/.

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This thesis considers the scheduling of aircraft landing and take-off problems on a single runway where aircraft must respect various operational constraints. The aim is to introduce generic models and solution approaches that can be implemented in practice. Existing solution methods and techniques of airport runway optimization have been reviewed. Several solution methods such as mixed integer programming, dynamic programming, iterated descent local search and simulated annealing are proposed for the scheduling of aircraft landings in the static and dynamic environment. A multi-objective form

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Polishchuk, Snizhana. "Minimization of risks in the process of implementing the resource policy of commercial banks." Thesis, National Aviation University, 2021. https://er.nau.edu.ua/handle/NAU/54677.

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1. Lobanova AL Resource policy of commercial banks of Ukraine / AL Lobanova // Finance of Ukraine. - 2005. - № 1. - P. 88–95. 2. Martyniuk J. Resource base of commercial banks / J. Martyniuk // Finance of Ukraine. - 1998. - № 11. - P. 112–114. 3. Marcin VS Problems and ways to increase the capitalization of banking institutions in the management of bank capital / VS Marcin // Finance of Ukraine. – 2007 - № 2. - P. 77–88 4. Maslak NG Problems of capitalization of the banking system of Ukraine / NG Maslak // Actual problems of economy. - 2004. - № 11. - P. 31

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Sadownick, Ronald 1960. "Helicopter configuration optimization." Thesis, Massachusetts Institute of Technology, 2000. http://hdl.handle.net/1721.1/82683.

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Thesis (S.M.)--Massachusetts Institute of Technology, System Design & Management Program, February 2001.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Includes bibliographical references (leaf 102).<br>by Ronald Sadownick.<br>S.M.

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Karim, Khan Shahid. "Abstract Kernel Management Environment." Thesis, Linköping University, Department of Electrical Engineering, 2003. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1806.

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<p>The Kerngen Module in MATLAB can be used to optimize a filter with regards to an ideal filter; while taking into consideration the weighting function and the spatial mask. To be able to remotely do these optimizations from a standard web browser over a TCP/IP network connection would be of interest. This master’s thesis covers the project of doing such a system; along with an attempt to graphically display three-dimensional filters and also save the optimized filter in XML format. It includes defining an appropriate DTD for the representation of the filter. The result is a working system, w

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Giliberti, Lorenzo. "Workforce Optimization for a Facility Management Company." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2018.

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This master thesis deals with an internship experience held in DecisionBrain, a software company based in Paris. During the 6-months experience, the candidate has been involved in the project team managing a dedicated software system, specifically tailored on a Facility Management company requirement. The tool, later called WFO, aims to supply a strategic planning support to analyze workforce requirement in a site, hence it helps to better manage facility services provision. The thesis is divided in three parts. The first chapter aims to provide a complete picture on the recently recognized Fa

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Ribeiro, Rita. "Integrated distribution management problems: an optimization approach." Doctoral thesis, Universitat Pompeu Fabra, 2004. http://hdl.handle.net/10803/7335.

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Esta tesis explora el problema de la integración de procesos, dentro de la logística y también con otras áreas de la empresa, desde el punto de vista de la planificación estratégica.<br/>El primer estudio, explora tres estrategias de distribución: el problema clásico de rutas de vehículos; la estrategia de "master routing", y una estrategia multi-objetivo: minimización de costes y mejoría del servicio al cliente. Una meta-heurística, Búsqueda Local Iterativa, se usa para resolver los modelos y comparar estrategias. El modelo multi-objetivo ofrece varias soluciones no-dominadas que pueden verse

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