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To cite this article: Scott J. Davis, Shatiel B. Edwards, Gerald E. Teper, David G. Bassett, Michael J. McCarthy, Scott C. Johnson, Craig R. Lawton, Matthew J. Hoffman, Liliana Shelton, Stephen M. Henry, Darryl J. Melander, Frank M. Muldoon, Brian D. Alford, Roy E. Rice, (2016) Maximizing the U.S. Army’s Future Contribution to Global Security Using the Capability Portfolio Analysis Tool (CPAT)....
Supplying chain cooperation has already become an important strategy that enterprises use to tackle market competition; however, the supply chain crisis caused by supply chain risk makes the supply chain operation of enterprises very fragile. This paper applies Portfolio Theory to explain the suppliers’ combination plays an important role in dispersing the supplying chain risk and controlling i...
In the context of the historical development of portfolio theory the authors describe a stochastic asset/liability modelling exercise for a closed pension fund portfolio, illustrating the reduction in variance of estimated future surplus which can be achieved by investment in index-linked securities. Equity investment would increase the expected level of surplus, but the outcome would be more u...
Healthcare organizations continue to make large investments in health information technology to improve quality of care and lower costs. Therefore, there is an evergrowing need to have an ever-clearer understanding of how IT investments impact these organizations. In this paper, we present an extensive review of literature on the impact of health information technology on quality. We identify a...
Pasado en Claro (A Draft of Shadows) was first published in 1975. This long poem is the mental journey Paz embarks upon pursuit his own personal paradise. article focuses on three important concepts explores this and literary output as a whole: scope language, memory otherness. In case its expression poetry, Paz’s most eloquent pages can be found The Bow Lyre (1956), but especially Monkey Gramm...
Modern portfolio theory(MPT) addresses the problem of determining the optimum allocation of investment resources among a set of candidate assets. In the original mean-variance approach of Markowitz, volatility is taken as a proxy for risk, conflating uncertainty with risk. There have been many subsequent attempts to alleviate that weakness which, typically, combine utility and risk. We present ...
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