Fakultät für Wirtschaftswissenschaft

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    Anhang Dissertation – „Künstliche Intelligenz in Marketingorganisationen“
    (Otto-von-Guericke-Universität Magdeburg, 2022) Wecke, Bernhard
    Anhang zur Dissertation „Künstliche Intelligenz in Marketingorganisationen“
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    Dataset for: Downside performance measures and the Sharpe ratio
    (Otto-von-Guericke Universität Magdeburg, 2020) Hoechner, Benedikt; Reichling, Peter; Schulze, Gordon
    ln a mean-downside risk framework, portfolio lines that combine the market portfolio and the risk-free asset, i.e ., passive benchmark strategies, are non-linear if the target differs from the risk-free rate. ln this regard, downside risk-based performance measures assign different performance Ievels to passive strategies depending on the composition of the passive portfolio. The same applies for the evaluation of mutual funds. Therefore, we analyze the shape of portfolio lines for arbitrary targets above the risk-free rate in detail. We show that these portfolio lines can be characterized by the Kappa ratio with a target equal to the risk-free rate and, surprisingly, the Sharpe ratio. ln addition, we show that minimum-downside risk portfolios with varying target can be positioned on a straight line. This allows us to apply target-independent performance measures even if portfolio lines depend on the target set by the investor. We substantiate our analytical results with an empirical study.
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    Instances for combined 3D Loading and Vehicle Routing Problems
    (Otto-von-Guericke Universität Magdeburg, 2020) Krebs, Corinna; Ehmke, Jan Fabian; Koch, Henriette
    The instance set deals with the Three-Dimensional Loading Vehicle Routing Problem with Time Windows ("3L-VRPTW"). In the dataset, necessary information for the consideration of time windows, vehicle capacity, axle weights, fragility and the load bearing strength is given.
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    Instances for the Axle Weight Constraint in Combined Vehicle Routing and 3D Loading Problems
    (Otto-von-Guericke Universität Magdeburg, 2021) Krebs, Corinna; Ehmke, Jan Fabian
    These instance sets deal with Vehicle Routing Problems combined with 3D Loading ("3L-CVRP"), where necessary information for the consideration of axle weights are added.