This paper proposes new dynamic conditional futures hedge ratios and compares their hedging performances along with those of common benchmark across three broad asset classes. Three the are based on upward-biased carry cost rate ratio, where each is augmented in a different bias-mitigating way. The ratio correlation between spot price changes generally: (1) provides highest effectiveness (2) ha...

usually, in monitoring schemes the nominal value of the process parameter is assumed known. however, this assumption is violated owing to costly sampling and lack of data particularly in healthcare systems. on the other hand, applying a fixed control limit for the risk-adjusted bernoulli chart causes to a variable in-control average run length performance for patient populations with dissimilar...

The deprotonation kinetics of the DEA--C02 and the DIPA-COZ zwitterions have been studied in aqueous blends of an&es at 298 K. Amine mixtures investigated were: DEA-TEA, DEA-MDEA. DEL-DMMEA, DEA-DEMEA, DIPA-TEA, DIPA-MDEA, DIPA-DMME~ DIPA-DEMEA. FOG each blend the zwitterion deprotonation constant of the additonal base present in solution (i.e. the tertiary amine) was determined. The observed d...

Data envelopment analysis (DEA) is a method frequently used to evaluate relative firm performance. However, high values in a few indicators can lead to a company being regarded as ‘efficient’, despite valuing poorly in other essential indicators. The Inefficiency Countervailed DEA (IC-DEA) method is thus developed. The method first defines an inefficient frontier using the proposed Reverse DEA ...

This paper concentrates on methods for comparing activity units found relatively efficient by data envelopment analysis (DEA). The use of the basic DEA models does not provide direct information regarding the performance of such units. The paper provides a systematic framework of alternative ways for ranking DEA-efficient units. The framework contains criteria derived as by-products of the basi...

Some specific geometric data envelopment analysis (DEA) models are well known to the researchers in DEA through so-called multiplicative or log-linear efficiency models. Valuable properties of these models were noted by several authors but the models still remain somewhat obscure and rarely used in practice. The purpose of this paper is to show from a mathematical perspective where the geometri...

Author Steven Zeisel believes DEA could induce fetal neural abnormalities in humans, too. “It’s hard to estimate human exposure, but we believe the mice had exposures about ten times higher,” he says, assuming that people bathe and shampoo daily with DEA-containing products, and use DEAcontaining sunscreen. “There’s no reason to believe we wouldn’t see similar effects in humans.” The authors no...

In this paper, a novel approach combining fuzzy data envelopment analysis (DEA) and the analytical hierarchical process (AHP) is proposed to rank units with multiple fuzzy criteria. The hybrid fuzzy DEA/AHP approach derives the AHP pairwise comparisons by fuzzy DEA and utilizes AHP to fully rank units. It shows that the proposed approach generates a logical ranking of units that has perfect com...