Tactical Industry Allocation and Model Uncertainty

Tactical Asset Allocation

Tactical asset allocation and presidential elections

Over the past 75 years, common stocks performed better under Democrats, while U.S. government bonds and Treasury (T) bills performed better under Republicans. Using a mean-variance framework, we find that Democrats provide better risk-reward opportunities for portfolios weighted toward stocks, while Republicans provide better tradeoffs for portfolios weighted toward government bonds and T-bills...

Integrating tactical and operational berth allocation decisions via Simulation-Optimization

The berth allocation problem (BAP) arising in maritime container terminals has received great attention in the literature over recent years. It has been largely modeled as an integer mathematical programming formulation to be adopted at a tactical level, where detailed equipment and manpower schedules, as well as real-time operational conditions are not explicitly modeled. In this paper, decisi...

Modeling and Solving the Tactical Berth Allocation Problem

In this paper we integrate at the tactical level two decision problems arising in container terminals: the berth allocation problem, which consists of assigning and scheduling incoming ships to berthing positions, and the quay crane assignment problem, which assigns to incoming ships a certain QC profile (i.e. number of quay cranes per working shift). We present two formulations: a mixed intege...

Probabilistic Allocation Of Parking lots In Distribution Network Considering Uncertainty.

In this paper, parking lots with bidirectional power flow capability, is used as an achievements of smart power systems. Based on operating conditions, electric vehicles can be considered  as a load  or generator. For optimal operation of power systems, allocation of these novel units is also necessary same as other distributed generation. In this paper, an optimization problem is  proposed for...