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Publications associées (82)

Financial Supply Chain Management: Working Capital Requirements with Short-term Debt

Ralf Seifert, Margarita Protopappa, Cristopher Ariel Zeballos Avila

In this paper, we build on a single product, finite horizon, periodic review inventory management setting and include key financial aspects such as working capital constraints, payment delays and multiple sources of financing. We numerically solve for the ...

2013

Single product, finite horizon, periodic review inventory model with working capital requirements and short-term debt

Ralf Seifert, Margarita Protopappa, Cristopher Ariel Zeballos Avila

Elsevier2013

Geomorphic Signatures on Brutsaert Base Flow Recession Analysis: case study of 27 Swiss catchments

Andrea Rinaldo, Marc Parlange, Enrico Bertuzzo, Steven Vincent Weijs, Raphaël Mutzner, Serena Ceola, Ludovico Nicotina, Nevena Tomasic

This work addresses the signatures of catchment geomorphology on base flow recession curves. The study links the time-varying geometry of a river network with a classic parametrization of recession events in the case of 27 catchments located in Switzerland ...

2013

Geomorphic Signatures on Brutsaert Base Flow Recession Analysis: case study of 27 Swiss catchments

Andrea Rinaldo, Marc Parlange, Enrico Bertuzzo, Steven Vincent Weijs, Raphaël Mutzner, Serena Ceola, Ludovico Nicotina

Recession flow analysis are crucial in many areas of water resource management and useful to forecast base flow in gauged rivers. Moving from a classical recession curve analysis method, a large set of recession curves has been analyzed from Swiss streamfl ...

2013

Comparison of hydraulic design equations for Type A Piano Key Weirs

Anton Schleiss, Michael Pfister

Piano Key weirs (PKWs) are a hydraulically attractive alternative to linear overflow weirs, increasing the unit discharge at the unregulated spillway inlet for similar heads and spillway widths. This advantage, allowing for operation of dam reservoirs on e ...

2013

Estimation of A-type Piano Key weir rating curve

Anton Schleiss, Michael Pfister

The Piano Key weir (PKW) is a hydraulically attractive alternative to linear overflow weirs, increasing the unit discharge for similar heads and spillway widths. This advantage allows operating dam reservoirs on an increased level and provides thereby an e ...

Eds Erpicum et al., CRC Press, Boca Raton2013

Endogenous Dividend Dynamics and the Term Structure of Dividend Strips

Pierre Collin Dufresne

Many leading asset pricing models predict that the term structure of expected returns and volatilities on dividend strips are upward sloping. Yet the empirical evidence suggests otherwise. This discrepancy can be reconciled if EBIT dynamics are combined wi ...

2012

Tracking the US business cycle with a singular spectrum analysis

In this paper we resort to singular spectrum analysis to disentangle the US GDP into several underlying components of interest. The business cycle indicator yielded through this method is shown to bear a resemblance with band-pass filtered output, and our ...

Elsevier2012

Doubly Stochastic CDO Term Structures

Damir Filipovic

This paper provides a general framework for doubly stochastic term structure models for portfolio of credits, such as collateralized debt obligations (CDOs). We introduce the defaultable (T, x)-bonds, which pay one if the aggregated loss process in the und ...

Birkhauser Boston, C/O Springer-Verlag, Service Center, 44 Hartz Way, Secaucus, Nj 07096-2491 Usa2011

The geomorphic origin of recession curves

Nevena Tomasic

An important study domain in hydrology is dedicated to understand how the spatial organization of river networks is reflected in the hydrologic response to rainfall inputs (Biswal and Marani, 2010). Base flow (or recession flow) is the discharge rate in a ...

2011

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