Search Results

Are ETFs good vehicles for diversification? New evidence for critical investment periods,
Maria Elisabete Duarte Neves, Carla Manuela Fernandes and Pedro Coimbra Martins, in Borsa Istanbul Review (2019)
Keywords: Clustering; Diversification; ETFs; Financial crisis; Principal component analysis

Simulated Annealing for Complex Portfolio Selection Problems,
Y. Crama and M. Schyns, from UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie (1999)
Keywords: SIMULATION ; FINANCIAL MARKET ; ECONOMIC MODELS

Risk contagion through defaults on trade bills,
M. Bardos and D. Stili, in Quarterly selection of articles - Bulletin de la Banque de France (2006)
Keywords: contagion, risk diffusion, matching estimator, default rate, probability of default, defaults, payment incidents, trade bills, intercompany credit, trade credit balance.

La contagion du risque via les impayés sur effets de commerce,
M. Bardos and D. Stili, in Bulletin de la Banque de France (2006)
Keywords: contagion, diffusion du risque, estimateur par appareillement, taux de défaut, probabilité de défaut, impayés, incidents de paiement, effets de commerce, crédit interentreprises, solde commercial.

Sensitivity of VAR Measures to Different Risk Models,
F. Drudi, A. Generale and G. Majnoni, from Banca Italia - Servizio di Studi (1997)
Keywords: RISK

Comparative Statics Under Uncertainty With The Monotone Likelihood Ratio Order,
Soo-Jong Kim and Suyeol Ryu, in Korean Economic Review (2004)
Keywords: Portfolio Selection, Stochastic dominance, likelihood ratio, comparative statics

Comparative Statics under Uncertainty with the Monotone Probability Ratio Order Revisited,
Suyeol Ryu, Iltae Kim and Soo-Jong Kim, in Korean Economic Review (2010)
Keywords: Left-side monotone likelihood ratio (L-MLR), Monotone probability ratio (MPR), Monotone likelihood ratio (MLR), Non-linear payoff function

Demand for Risky Assets with Uncertain Labor Income: A Panel Study (in Korean),
Seewon Kim, in Economic Analysis (Quarterly) (2009)
Keywords: Standard risk aversion, Demand for risky assets, Absolute risk Aversion, Absolute prudence, Tobit model

Large-Scale Global and Simultaneous Inference: Estimation and Testing in Very High Dimensions,
T. Tony Cai and Wenguang Sun, in Annual Review of Economics (2017)
Keywords: compound decision problem, dependence, detection boundary, false discovery rate, global inference, multiple testing, null distribution, signal detection, simultaneous inference, sparsity

DESIGN OF A INVESTMENT PORTFOLIO USING NON-LINEAR PROGRAMMING: CASE OF COLOMBIA 2013-2014, DISENO DE UN PORTAFOLIO DE INVERSION A PARTIR DE UN MODELO DE PROGRAMACION NO LINEAL: CASO COLOMBIA 2013-2014,
John Dairo Ramirez Aristizabal and Eduardo Alexander Duque Grisales, in Revista Internacional Administracion & Finanzas (2016)
Keywords: Portfolio Investment, Nonlinear Programming, Risk Aversion, Financial Assets

Hedge fund and market risk: new concepts and models, beyond VaR,
Maria Debora Braga, in BANCARIA (2009)
Keywords: hedge funds, VaR, misure di rischio

The Influence of Emotions on the Endowment Effect,
Flávia de Souza Costa Neves Cavazotte, Paulo Tavares Dias Filho and Otacílio Torres Vilas Boas, in Brazilian Review of Finance (2009)
Keywords: behavioral nance, endowment effect, emotions.

Aspects Reffering to Utility and Risk of Investments Decision Systems,
Despa Radu,, Folcut Ovidiu and Coculescu Cristina, in Ovidius University Annals, Economic Sciences Series (2010)
Keywords: investment behaviour, expected utility, risk, investors’ preference axiom

Return, Risk Measures and Multicriteria Decision Support for Portfolio Selection,
C. Hurson and C. Zopounidis, from Universite Aix-Marseille III (1996)
Keywords: RISK;UNCERTAINTY;FINANCIAL MARKET;SHAREHOLDERS

L'alteration prudente des probabilites comme solution a l'enigme de la prime de risque,
T. Chauveau and N. Nalpas, from Caisse des Depots et Consignations - Cahiers de recherche (1999)
Keywords: PRIME DE RISQUE ; MODELES ECONOMIQUES Services des etudes economiques et financieres, 195 Boulevard Saint-Germain-75005 Paris, France. 42p.

The Return on Investment from Proportional Portfolio Strategies,
S. Browne, from Columbia - Graduate School of Business (1995)
Keywords: SHAREHOLDERS;INVESTMENTS;FINANCIAL MARKET;RISK

Strategic Uniformed Traders,
L. Augier and M. Mokrane, from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1997)
Keywords: TRADE ; INFORMATION

A Modified Risk Parity Method for Asset Allocation,
Akhilesh Maewal and Joel R. Bock, in Journal of Economics and Financial Analysis (2019)
Keywords: Risk Parity; Asset Allocotion; Decision Making; Portfolio Optimizaion.

Generalized Systematic Risk,
Ohad Kadan, Fang Liu and Suying Liu, in American Economic Journal: Microeconomics (2016)

La estructura logica de la teoria clasica de las finanzas,
Adolfo Garcia De La Sienra, in EconoQuantum, Revista de Economia y Finanzas (2010)
Keywords: metodologia de la economia, finanzas, utilidad esperada, riesgo, portafolios

Portfolio Construction Based on Implied Correlation Information and Value at Risk,
Jesus Rogel - Salazar and Roberto Tella, in EconoQuantum, Revista de Economia y Finanzas (2015)
Keywords: Implied correlation, Value at Risk, VaR, Portfolio construction, Risk.

O Efeito Dia de Vencimento no Mercado de Opções da Bovespa Revisitado,
Milton Biage, Newton Carneiro Affonso da Costa, Waldemar Antonio da Rocha de Souza and Marco Antônio de Oliveira Vieira Goulart, in Economia (2010)
Keywords: Efeito Dia-de-Vencimento, Mercado de Opções, Dados Intradiários, Modelo de Equações Simultâneas.

The new approaches in econometric research of financial markets. Distributed volatility,
V. I. Tinyakova, in Review of Applied Socio-Economic Research (2012)
Keywords: volatility, distributed volatility, forecast estimation of volatility, financial market, VaR, Black-Scholes formula, CRR-model, model ARCH

Und›rected Ch›nese Postman Problem: An Appl›cat›on On Patrol Cars,
Gul Gokay Emel, Cagatan Task›n and Emtullah Dinc, in Anadolu University Journal of Social Sciences (2003)
Keywords: Graph Theory, Arc Routing Problem, Chinese Postman Problem, Minimum- Length Matching, Patrol Cars.

Determining Optimal Routing Solution Of a Patrol CarWith Electronic Spreadsheet Model,
Hasan Durucasu, in Anadolu University Journal of Social Sciences (2004)
Keywords: Graph Theory, Arc Routing Problem, Linear Programming, Excel-Solver.

ACLASSIFICATION MULTIOBJECTIVE PROGRAMMING SOLVING TECHN‹QUES,
Mahmut Atlas, in Anadolu University Journal of Social Sciences (2008)
Keywords: Multi objective, programming, preference information, solving techniques

Towards a General Formal Framework for Polynomial Approximation (some Constitutive Elements of a New Problematics),
M. Demange and V.T. Paschos, from Université Panthéon-Sorbonne (Paris 1) (1999)
Keywords: MATHEMATICAL ANALYSIS ; PROBABILITY

Lean, Seis Sigma y Herramientas Cuantitativas: Una Experiencia Real en el Mejoramiento Productivo de Procesos de la Industria Gráfica en Colombia.|| Lean, Six Sigma and Quantitative Tools: A Real Experience in the Productive Improvement of Processes of the Graphic Industry in Colombia,
Ileana Gloria Pérez Vergara and José Alberto Rojas López, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2019)
Keywords: Seis Sigma, manufactura esbelta, simulación discreta, métodos multicriterio, mejora continua; Six Sigma, lean manufacturing, discrete simulation, multicriteria methods, continuous improvement.

Service Quality Evaluation Model of Automated Teller Machines Using Statistical Inference and Performance Evaluation Matrix,
Kuen-Suan Chen, Wen-Chih Chiou and Mei-Hua Ko, in Journal of Economics and Management (2018)
Keywords: financial service industry, automated teller machine, performance evaluation matrix, statistical inference

Modeling the Dynamics of the Production Process in the Conditions of Uncertainty with the Use of the Calculus of Variations,
Grzesiak Stefan, in Folia Oeconomica Stetinensia (2016)
Keywords: calculus of variations, stochastic modeling, distribution of production at the time

Ranking Alternatives by Pairwise Comparisons Matrix and Priority Vector,
Ramík Jaroslav, in Scientific Annals of Economics and Business (2017)
Keywords: pairwise comparisons matrix, priority vector, ranking alternatives, analytic hierarchy process, AHP

Intuitionistic fuzzy rule-base model for the time dependent traveling salesman problem,
Ruba S. Almahasneh and Laszlo T. Koczy, in Interdisciplinary Description of Complex Systems - scientific journal (2020)
Keywords: Intuitionistic Fuzzy Sets, Time Dependent Traveling Salesman Problem, Traveling Salesman Problem, Intuitionistic Fuzzy Time Dependent Traveling Salesman Problem

Analysis of the impact of macroeconomic factors on real estate prices in Bosnia And Herzegovina,
Stanković Dragan, in Economics (2022)
Keywords: Real estate prices, GDP, Principal Component Analysis, Enter method, regression model

Using Metrics in Stability of Stochastic Programming Problems,
Michal Houda, in Acta Oeconomica Pragensia (2005)
Keywords: stochastic programming, quantitative stability, Wasserstein metrics, Kolmogorov metrics, simulation study

Multistage Stochastic Programming via Autoregressive Sequences,
Vlasta Kaňková, in Acta Oeconomica Pragensia (2007)
Keywords: economic processes, multistage stochastic programming, autoregressive sequences, individual probability constraints

Seeing the Forest for the Trees - The Taming of Big Data,
Sanjay Sidhwani and Sue Yasav, in Journal of Financial Transformation (2016)
Keywords: Big data; analytics; data visualization; strategy

Multistage Stochastic Decision and Economic Processes,
Vlasta Kaňková, in Acta Oeconomica Pragensia (2005)
Keywords: economic processes, multistage stochastic programming, Markov dependence

An epsilon-based measure of efficiency in DEA - An alternative method for the affinity index,
Gang Cheng and Zhenhua Qian, from University Library of Munich, Germany (2011)
Keywords: Data Envelopment Analysis; Epsilon-based Measure (EBM); Affinity Index

Application of specific tools of the Theory of Constraints – a case study,
Ondrej Stopka, Vladislav Zitrický, Vladimír Ľupták and Mária Stopková, in Cognitive Sustainability (2023)
Keywords: Theory of Constraints, Current Reality Tree, Future Reality Tree, Conflict Diagram, Undesirable effects, Desirable effects

Reflexiók Csató László vitairatára,
Ádám Török, András Telcs and Zsolt Tibor Kosztyán, in Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences) (2013)

Historical Development of Operations Research and It's Features,
Ahmet Öztürk, in Alphanumeric Journal (2013)
Keywords: Operations Research, Scientific Method, System Approach, Taylorism

Production Planning With Fuzzy Linear Programming Approach,
Kenan Oğuzhan Oruç and Melike Nazlı Gülışık, in Alphanumeric Journal (2013)
Keywords: Fuzzy Linear Programming, Production Planning, Tomato Paste

Adapting EFQM Excellence Model for Public Transport Operators: A Case of IETT, Istanbul's Public Bus Operator,
Muhammet Deveci and Fatih Canıtez, in Alphanumeric Journal (2018)
Keywords: Excellence Model, EFQM, IETT, Public Transport, Quality, Urban Mobility

Personnel Assessment with CODAS and PSI Methods,
Ayşegül Tuş and Esra Aytaç Adalı, in Alphanumeric Journal (2018)
Keywords: CODAS, CRITIC, MCDM, PSI, Personnel Assessment

A Grey DEMATEL Integrated Approach to Determine Third Party Logistics Service Provider Selection Criteria,
Ejder Ayçin, in Alphanumeric Journal (2018)
Keywords: DEMATEL, Grey Systems Theory, Third-Party Logistics

Discrete Survival Time Models: An Application on Marriage Duration,
Hilal Ölmez Hosta and Nihal Ata Tutkun, in Alphanumeric Journal (2018)
Keywords: Complementary Log-Log Model, Cox Regression, Discrete Time Survival Models, Logit Model, Non-Proportional Hazards

A Process Innovation and Its Application in Production and Operations Management,
Banu Özkeser, in Alphanumeric Journal (2018)
Keywords: Line Balancing, Process Innovation, Production Management

Marshall-Olkin Half Logistic Distribution with Theory and Applications,
Diren Yeğen and Gamze Özel, in Alphanumeric Journal (2018)
Keywords: Entropy, Half Logistic Distribution, Maximum Likelihood Estimation, Order Statistics, Simulation

Investigation of The Satisfaction of The Individuals of The Community Transportation: The Case of Eskisehir Province,
Fatih Çemrek, in Alphanumeric Journal (2018)
Keywords: Factor Analysis, Passenger Satisfaction, Public Transport

Combined Multi-Criteria Decision Making Approach Based on MACBETH and MULTI-MOORA Methods,
Nilsen Kundakcı, in Alphanumeric Journal (2016)
Keywords: Automobile Selection, MACBETH, MULTI-MOORA, Multi Criteria Decision Making

Productivity Change: An Empirical Study on Turkish State Universities,
Feyyaz Cengiz Dikmen, in Alphanumeric Journal (2016)
Keywords: Data Envelopment Analysis, Malmquist Productivity Index, Total Factor Productivity, Turkish State Universities

Energy Saving In Continuous Annealing Line Using Heating Optimization,
Ömer Faruk Sezer and Erman Coşkun, in Alphanumeric Journal (2016)
Keywords: Continuous Annealing Line, Energy Saving, Fuzzy Goal Programming

QUALIFLEX and ORESTE Methods for the Insurance Company Selection Problem,
Ayşegül Tuş Işık, in Alphanumeric Journal (2016)
Keywords: Insurance Company Selection Problem, Multi Criteria Decision Making, ORESTE, Organization Rangement Et Synthese De Donnes Relationnelles, QUALIFLEX, QUALItative FLEXible, Ranking

Personnel Selection In Health Sector With EVAMIX and TODIM Methods,
Esra Aytaç Adalı, in Alphanumeric Journal (2016)
Keywords: EVAMIX, EVAluation of MIXed Data, Iterative Multi Criteria Decision Making, Nurse Selection, TODIM

A SWOT-AHP Approach for Assessment of Medical Tourism Sector in Turkey,
Ali Görener, in Alphanumeric Journal (2016)
Keywords: Analytical Hierarchy Process, Medical Tourism, SWOT

The Evaluation with Multi Criteria Decision Model of Substance Abuse in High School Youth,
Deniz Koçak and Murat Atan, in Alphanumeric Journal (2017)
Keywords: Fuzzy Analytic Network Process, Fuzzy VIKOR, Substance Abuse

Analyzing Financial Performance Of Insurance Companies Traded In BIST via Fuzzy Shannon's Entropy Based Fuzzy TOPSIS Methodology,
Ahmet Aytekin and Çağlar Karamaşa, in Alphanumeric Journal (2017)
Keywords: Fuzzy Shannon's Entropy, Fuzzy TOPSIS, Insurance Companies, Multi Criteria Decision Making, Performance Analysis

Predicting Second-Hand Car Sales Price Using Decision Trees and Genetic Algorithms,
Mehmet Özçalıcı, in Alphanumeric Journal (2017)
Keywords: Data Mining, Decision Trees, Genetic Algorithm, Predicting, Second-Hand Cars

Process Improvement Using Quality Function Deployment in the Healthcare Sector,
Sinem Gündoğdu and Ali Görener, in Alphanumeric Journal (2017)
Keywords: Healthcare, Hospital, Process Improvement, Quality Function Deployment (QFD)

Multi Criteria Decision Making Methods Approach to Asynchronous Electric Motor Selection,
Gökce Yüce and İzzettin Temiz, in Alphanumeric Journal (2017)
Keywords: Asynchronous Motor Selection, MOORA, Multi Criteria Decision Making, TOPSIS, VIKOR

Current Application Fields of ELECTRE and PROMETHEE: A Literature Review,
Hasan Durucasu, Ahmet Aytekin, Bilal Saraç and Erhan Orakçı, in Alphanumeric Journal (2017)
Keywords: ELECTRE, Literature Review, Multi Criteria Decision Making, PROMETHEE

Determination of Optimal Vehicle Selection of Logistics Companies with AHP-ARAS Hybrid Method,
Hakan Murat Aslan, in Alphanumeric Journal (2017)
Keywords: AHP, AHP-ARAS Hybrid Method, ARAS, Bulk Vehicle Purchase, Logistics Companies, Multi Criteria Decision Making

The Evaluation of Container Terminal Efficiency Using by Cluster and Data Envelopment Analysis (DEA),
Aynur Acer and Mehpare Timor, in Alphanumeric Journal (2017)
Keywords: Container Terminals, Data Envelopment Analysis, Efficiency

A Hybrid Multi-Criteria Decision Making Approach for New Destination Selection in Aviation Industry,
Tuncay Özcan, in Alphanumeric Journal (2018)
Keywords: Aviation Industry, Destination Selection, Fuzzy Analytical Hierarchy Process, Grey Relational Analysis

Set coverage and robust policy,
Marc Henry and Alexei Onatski, in Economics Letters (2012)
Keywords: Partial identification; Set coverage; Maxmin expected utility; Robust control;

A supply chain coordination mechanism for common items subject to failure in the electronics, defense, and medical industries,
Mikhail M. Sher, Seung-Lae Kim, Avijit Banerjee and Michael T. Paz, in International Journal of Production Economics (2018)
Keywords: Inventory; Supply chain coordination; Supply chain management;

An Application On Flowshop Scheduling,
Sündüz Dağ, in Alphanumeric Journal (2013)
Keywords: Ant Colony, Flowshop, Real Production Environment, Scheduling

Fuzzy Goal Programming Problem Based on Minmax Approach for Optimal System Design,
Nurullah Umarusman, in Alphanumeric Journal (2018)
Keywords: De Novo Programming, Fuzzy Goal Programming, Minmax Goal Programming, Optimal System Design

Determining Strategy Based Supplier Pre-Qualification Criteria With Fuzzy Relational Maps,
Gülcan Petriçli and Gül Gökay Emel, in Alphanumeric Journal (2016)
Keywords: Criteria Determination, Delphi Technique, Fuzzy Cognitive Maps, Fuzzy Relational Maps, Supplier Pre-qualification Criteria

USING FLOW GRAPHS IN DATA MINING,
Mert Bal and Ayse Demirhan, from International Institute of Social and Economic Sciences (2014)
Keywords: Flow Graph, Data Mining, Decision Algorithms, Knowledge Discovery

Quality Function Deployment Approach to Evaluate Supply Chains Strategies in Turkish Automotive Industry,
Zeki Ayag, from International Institute of Social and Economic Sciences (2014)
Keywords: Quality function deployments, logistics requirements, supply chain management strategies.

Determining the efficiency of faculties in North West University Using Data Envelopment Analysis,
Kolentino Mpeta and Jabulani Monchwe, from International Institute of Social and Economic Sciences (2015)
Keywords: efficiency; data envelopment analysis; constant returns to scale (CRS); variable returns to scale (VRS).

Evaluating solar power plant location alternatives through a multiple-criteria decision making method,
Zeki Aya?, from International Institute of Social and Economic Sciences (2017)
Keywords: Solar energy; multiple-criteria decision making; analytic hierarchy process

ANALYSIS OF INVENTORY POLICY FOR PERISHABLE GOODS HAVING CONSTANT DEMAND,
Sarbjit Singh, from International Institute of Social and Economic Sciences (2017)
Keywords: Deterioration, Optimality, Sensitivity

Time Consistent Optimal Stopping,
Lones Smith, from Massachusetts Institute of Technology (MIT), Department of Economics (1997)
Keywords: PREFERENCE CHOICES

Determination of Effective Critical Factors in Successful Efficiency Measurement of University Departments by Using Fuzzy DEMATEL Method,
Turgay Türker, Murat Etöz and Yasemin Altun Türker, in Alphanumeric Journal (2016)
Keywords: Data Envelopment Analysis, Efficiency Measurement, Fuzzy DEMATEL

Analysis of Macroeconomic Factors Effect to Gross Domestic Product of Bosnia and Herzegovina Using the Multiple Linear Regression Model,
Stanić Stanko and Račić Željko V., in Economics (2019)
Keywords: Gross domestic product, multiple regression linear model, Enter method, determination coefficient

Rangsorolás páros összehasonlításokkal. Kiegészítések a felvételizői preferencia-sorrendek módszertanához,
László Csató, in Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences) (2013)

Incomplete pairwise comparison matrices and weighting methods,
László Csató and Lajos Rónyai, from Corvinus University of Budapest (2015)
Keywords: Directed acyclic graph, incomplete pairwise comparison matrix, Eigenvector Method, Logarithmic Least Squares Method

Représentations discrètes de l'ensemble des points non dominés pour des problèmes d'optimisation multi-objectifs,
Florian Jamain, from Paris Dauphine University (2014)
Keywords: Représentations discrètes; Ensemble de Pareto; Approximation; Points non dominés; Noyaux; Problèmes d’optimisation multi-objectifs; Discrete representations; Pareto set; Approximation; Nondominated points; Kernels; Multi-objective optimization problems;

Trois chemins contrôlés,
Khalil Chouk, from Paris Dauphine University (2014)
Keywords: Chemin rugueux; Distribution contrôlé; Intégral de Young; Paraproduit; Chemin contrôlé; Rough path; Controlled distribution; Young intégration theory; Paraproduct; Controlled path;

Management de portefeuilles de projets: modèles multicritère d'évaluation, de sélection et d'argumentation,
Nassim Dehouche, from Paris Dauphine University (2014)
Keywords: Système d'aide à la décision; Gestion de projets; Prise de décision; Programmation linéaire; Décision multicritère;

Les matroïdes et leur implication dans l'allocation de ressources indivisibles: algorithmes d'approximation avec garantie de performance,
Lydia Tlilane, from Paris Dauphine University (2014)
Keywords: Optimisation combinatoire; Approximation polynomiale à garantie de performance; Matroïdes; Allocation de biens indivisibles; Notions d’équité; Combinatorial optimization; Polynomial time approximation with guaranteed performance; Matroids; Allocation of indivisible goods; Fairness notions;

Modelo de asignación de compras a proveedores considerando su flexibilidad y probabilidad de incumplimiento en la entrega,
Alex Jesús Ruiz Torres, José Humberto Ablanedo Rosas and Jorge Ayala Cruz, in Estudios Gerenciales (2012)
Keywords: Cadenas de abastecimiento; gerencia de la cadena de suministro; selección deproveedores; modelos de decisión

The Impact of Inflation on the Size of the Domestic Demand for Consumer Goods and Services,
Aniela Balacescu and Marian Zaharia, in Annals of the University of Petrosani, Economics (2011)
Keywords: rate of inflation, consumer price indices, demand, Romania

Risk Measures in Optimization Problems via Empirical Estimates,
Vlasta Kaňková, in Czech Economic Review (2013)
Keywords: Static stochastic optimization problems, linear and nonlinear dependence, risk measures, thin and heavy tails, Wasserstein metric, L1 norm, empirical distribution function

Interactive consistency correction in the analytic hierarchy process to preserve ranks,
Alessio Ishizaka and Sajid Siraj, in Decisions in Economics and Finance (2020)
Keywords: Decision making, Multi-criteria, AHP, Rank reversal, Consistency ratio

Quantum Computing in Operations Research,
Stefan Creemers and Luis Fernando Perez Armas, from IESEG School of Management (2022)
Keywords: Quantum; computing; algorithm; knapsack

Choice Rules with Size Constraints for Multiple Criteria Decision Making,
Laurent Alfandari, from ESSEC Research Center, ESSEC Business School (2004)
Keywords: Combinatorial optimization; Fuzzy preferences; Integer Programming; Location; Multiple Criteria Decision Aid

Perturbed Markov Chains,
Nicolas Vieille and Eilon Solan, from HEC Paris (2002)
Keywords: perturbed markov chains; conductance