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Editor: Roman Slowinski
Editor: Roman Slowinski
Editor: Roman Slowinski
Editor: Roman Slowinski
Editor: Roman Slowinski
Series handle: RePEc:eee:ejores
ISSN: 0377-2217
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Content
2014, Volume 236, Issue 2
- 548-560 Real-time order tracking for supply systems with multiple transportation stages
by Bryan, Nana & Srinivasan, Mandyam M.
- 561-572 Performance and reliability analysis of an M/G/1-G retrial queue with orbital search and non-persistent customers
by Gao, Shan & Wang, Jinting
- 573-582 Multivariate versus univariate Kriging metamodels for multi-response simulation models
by Kleijnen, Jack P.C. & Mehdad, Ehsan
- 583-591 On a class of solidarity values
by Casajus, André & Huettner, Frank
- 592-600 Improved bounds for the traveling umpire problem: A stronger formulation and a relax-and-fix heuristic
by de Oliveira, Lucas & de Souza, Cid C. & Yunes, Tallys
- 601-611 Inferring robust decision models in multicriteria classification problems: An experimental analysis
by Doumpos, Michael & Zopounidis, Constantin & Galariotis, Emilios
- 612-623 Approaches to multistage one-shot decision making
by Guo, Peijun & Li, Yonggang
- 624-633 Assessing the impact of derived behavior information on customer attrition in the financial service industry
by Tang, Leilei & Thomas, Lyn & Fletcher, Mary & Pan, Jiazhu & Marshall, Andrew
- 634-642 The Aircraft Maintenance Base Location Problem
by Gopalan, Ram
- 643-656 Duopolistic competition under risk aversion and uncertainty
by Chronopoulos, Michail & De Reyck, Bert & Siddiqui, Afzal
- 657-663 No-arbitrage bounds for financial scenarios
by Geyer, Alois & Hanke, Michael & Weissensteiner, Alex
- 664-676 Optimal design of the auto parts supply chain for JIT operations: Sequential bifurcation factor screening and multi-response surface methodology
by Shi, Wen & Shang, Jennifer & Liu, Zhixue & Zuo, Xiaolu
- 677-684 A dynamic paired comparisons model: Who is the greatest tennis player?
by Baker, Rose D. & McHale, Ian G.
- 685-694 Intensity models and transition probabilities for credit card loan delinquencies
by Leow, Mindy & Crook, Jonathan
- 695-705 Column-generation based bounds for the Homogeneous Areas Problem
by Colombo, Fabio & Cordone, Roberto & Trubian, Marco
- 706-717 Measuring technical and environmental efficiency in a state-contingent technology
by Serra, Teresa & Chambers, Robert G. & Oude Lansink, Alfons
- 718-735 A hybrid method for large-scale short-term scheduling of make-and-pack production processes
by Baumann, Philipp & Trautmann, Norbert
- 736-747 Fleet routing position-based model for inventory pickup under production shutdown
by Edirisinghe, N.C.P. & James, R.J.W.
- 748-762 A cardinality-constrained robust model for the assignment problem in Home Care services
by Carello, Giuliana & Lanzarone, Ettore
- 763-773 Locating series FACTS devices for multi-objective congestion management improving voltage and transient stability
by Esmaili, Masoud & Shayanfar, Heidar Ali & Moslemi, Ramin
- 774-786 Mathematical analysis and solutions for multi-objective line-cell conversion problem
by Yu, Yang & Tang, Jiafu & Gong, Jun & Yin, Yong & Kaku, Ikou
2014, Volume 236, Issue 1
- 1-13 Transport operations in container terminals: Literature overview, trends, research directions and classification scheme
by Carlo, Héctor J. & Vis, Iris F.A. & Roodbergen, Kees Jan
- 14-26 Dynamic resource allocation: A flexible and tractable modeling framework
by Bertsimas, Dimitris & Gupta, Shubham & Lulli, Guglielmo
- 27-36 Frequency optimization in public transportation systems: Formulation and metaheuristic approach
by Martínez, Héctor & Mauttone, Antonio & Urquhart, María E.
- 37-50 Scheduling with few changes
by Mütze, Torsten
- 51-60 A novel Lagrangian relaxation approach for a hybrid flowshop scheduling problem in the steelmaking-continuous casting process
by Mao, Kun & Pan, Quan-ke & Pang, Xinfu & Chai, Tianyou
- 61-68 Complexity results for the linear time–cost tradeoff problem with multiple milestones and completely ordered jobs
by Choi, Byung-Cheon & Chung, Jibok
- 69-77 Locating a single facility and a high-speed line
by Díaz-Báñez, J.M. & Korman, M. & Pérez-Lantero, P. & Ventura, I.
- 78-84 In and out forests on combinatorial landscapes
by Kammerdiner, A.R. & Pasiliao, E.L.
- 85-99 Dynamic programming algorithms for the bi-objective integer knapsack problem
by Rong, Aiying & Figueira, José Rui
- 100-112 Hop constrained Steiner trees with multiple root nodes
by Gouveia, Luis & Leitner, Markus & Ljubić, Ivana
- 113-125 Genetic-algorithm-based simulation optimization considering a single stochastic constraint
by Tsai, Shing Chih & Fu, Sheng Yang
- 126-134 Prioritizing replenishments of the piece picking area
by de Vries, Harwin & Carrasco-Gallego, Ruth & Farenhorst-Yuan, Taoying & Dekker, Rommert
- 135-146 Approximate queueing models for capacitated multi-stage inventory systems under base-stock control
by Avṣar, Zeynep Müge & Henk Zijm, W.
- 147-159 The multi-item newsvendor model with cross-selling and the solution when demand is jointly normally distributed
by Zhang, Ren-Qian & Zhang, Lan-Kang & Zhou, Wen-Hui & Saigal, Romesh & Wang, Hui-Wen
- 160-176 Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets
by Bianchi, Daniele & Guidolin, Massimo
- 177-189 A tollbooth tandem queue with heterogeneous servers
by He, Qi-Ming & Chao, Xiuli
- 190-199 Using phase-type models to cost stroke patient care across health, social and community services
by McClean, Sally & Gillespie, Jennifer & Garg, Lalit & Barton, Maria & Scotney, Bryan & Kullerton, Ken
- 200-208 A jump model for fads in asset prices under asymmetric information
by Buckley, Winston & Long, Hongwei & Perera, Sandun
- 209-217 Fuzzy analytic hierarchy process: Fallacy of the popular methods
by Zhü, Kèyù
- 218-228 Dynamic pricing with uncertain production cost: An alternating-move approach
by Sibdari, Soheil & Pyke, David F.
- 229-237 A combined scalarizing method for multiobjective programming problems
by Rastegar, Narges & Khorram, Esmaile
- 238-253 Portfolio insurance: Gap risk under conditional multiples
by Ben Ameur, H. & Prigent, J.L.
- 254-260 Achievable hierarchies in voting games with abstention
by Freixas, Josep & Tchantcho, Bertrand & Tedjeugang, Narcisse
- 261-271 Enhancing data consistency in decision matrix: Adapting Hadamard model to mitigate judgment contradiction
by Kou, Gang & Ergu, Daji & Shang, Jennifer
- 272-281 On the feedback solutions of differential oligopoly games with hyperbolic demand curve and capacity accumulation
by Lambertini, Luca & Palestini, Arsen
- 282-291 Hedge fund systemic risk signals
by Savona, Roberto
- 292-297 A three-dimensional voting system in Hong Kong
by Cheung, Wai-Shun & Ng, Tuen-Wai
- 298-312 Optimal control policies for ambulance diversion
by Ramirez-Nafarrate, Adrian & Baykal Hafizoglu, A. & Gel, Esma S. & Fowler, John W.
- 313-325 Synthetic indicators of mutual funds’ environmental responsibility: An application of the Reference Point Method
by Cabello, J.M. & Ruiz, F. & Pérez-Gladish, B. & Méndez-Rodríguez, P.
- 326-339 Generalized Nash equilibria for SaaS/PaaS Clouds
by Anselmi, Jonatha & Ardagna, Danilo & Passacantando, Mauro
- 340-350 A variational inequality formulation of equilibrium models for end-of-life products with nonlinear constraints
by Toyasaki, Fuminori & Daniele, Patrizia & Wakolbinger, Tina
- 351-360 Profit criteria involving risk in price setting of virtual products
by Chernonog, Tatyana & Avinadav, Tal
- 361-368 Use of DEA cross-efficiency evaluation in portfolio selection: An application to Korean stock market
by Lim, Sungmook & Oh, Kwang Wuk & Zhu, Joe
- 369-381 Pricing exotic derivatives exploiting structure
by Sesana, Debora & Marazzina, Daniele & Fusai, Gianluca
- 382-394 A constructive aisle design model for unit-load warehouses with multiple pickup and deposit points
by Öztürkoğlu, Ö. & Gue, K.R. & Meller, R.D.
2014, Volume 235, Issue 3
- 471-483 Recent advances in robust optimization: An overview
by Gabrel, Virginie & Murat, Cécile & Thiele, Aurélie
- 484-493 The multicriteria p-facility median location problem on networks
by Kalcsics, Jörg & Nickel, Stefan & Pozo, Miguel A. & Puerto, Justo & Rodríguez-Chía, Antonio M.
- 494-502 The self regulation problem as an inexact steepest descent method for multicriteria optimization
by Bento, G.C. & Cruz Neto, J.X. & Oliveira, P.R. & Soubeyran, A.
- 503-510 Nonsmooth multiobjective programming with quasi-Newton methods
by Qu, Shaojian & Liu, Chen & Goh, Mark & Li, Yijun & Ji, Ying
- 511-529 A rank-dependent bi-criterion equilibrium model for stochastic transportation environment
by Wang, Guangchao & Jia, Ning & Ma, Shoufeng & Qi, Hang
- 530-539 New mixed integer-programming model for the pickup-and-delivery problem with transshipment
by Rais, A. & Alvelos, F. & Carvalho, M.S.
- 540-552 A mixed integer linear programming approach to minimize the number of late jobs with and without machine availability constraints
by Detienne, Boris
- 553-568 Integer programming models for the multidimensional assignment problem with star costs
by Walteros, Jose L. & Vogiatzis, Chrysafis & Pasiliao, Eduardo L. & Pardalos, Panos M.
- 569-582 Automatically improving the anytime behaviour of optimisation algorithms
by López-Ibáñez, Manuel & Stützle, Thomas
- 583-593 Adjusting a railway timetable in case of partial or complete blockades
by Louwerse, Ilse & Huisman, Dennis
- 594-615 Designing a sustainable closed-loop supply chain network based on triple bottom line approach: A comparison of metaheuristics hybridization techniques
by Devika, K. & Jafarian, A. & Nourbakhsh, V.
- 616-623 Relief inventory modelling with stochastic lead-time and demand
by Das, Rubel & Hanaoka, Shinya
- 624-635 Spare parts management: Linking distributional assumptions to demand classification
by Lengu, D. & Syntetos, A.A. & Babai, M.Z.
- 636-642 A reliability system under different types of shock governed by a Markovian arrival process and maintenance policy K
by Montoro-Cazorla, Delia & Pérez-Ocón, Rafael
- 643-659 Forecasting the volatility of crude oil futures using intraday data
by Sévi, Benoît
- 660-670 Testing inference in heteroskedastic fixed effects models
by Uchôa, Carlos F.A. & Cribari-Neto, Francisco & Menezes, Tatiane A.
- 671-686 Exact and approximation methods for dependability assessment of tram systems with time window
by Kowalski, Marcin & Magott, Jan & Nowakowski, Tomasz & Werbińska-Wojciechowska, Sylwia
- 687-696 Two-worker blocking congestion model with walk speed m in a no-passing circular passage system
by Hong, Soondo
- 697-708 Emergency response in natural disaster management: Allocation and scheduling of rescue units
by Wex, Felix & Schryen, Guido & Feuerriegel, Stefan & Neumann, Dirk
- 709-717 On the restricted cores and the bounded core of games on distributive lattices
by Grabisch, Michel & Sudhölter, Peter
- 718-726 Consistency analysis of triangular fuzzy reciprocal preference relations
by Liu, Fang & Zhang, Wei-Guo & Zhang, Li-Hua
- 727-739 A MIP-based approach to solve the prize-collecting local access network design problem
by Ljubić, Ivana & Putz, Peter & Salazar-González, Juan-José
- 740-754 Enhanced multi-Hoffmann heuristic for efficiently solving real-world assembly line balancing problems in automotive industry
by Sternatz, Johannes
- 755-764 Measuring performance improvement of Taiwanese commercial banks under uncertainty
by Kao, Chiang & Liu, Shiang-Tai
- 765-774 Electricity market clearing with improved scheduling of stochastic production
by Morales, Juan M. & Zugno, Marco & Pineda, Salvador & Pinson, Pierre
- 775-783 Constant and variable returns to scale DEA models for socially responsible investment funds
by Basso, Antonella & Funari, Stefania
- 784-797 Critical rationalism in practice: Strategies to manage subjectivity in OR investigations
by Ormerod, R.J.
- 798-809 Maintaining the Regular Ultra Passum Law in data envelopment analysis
by Olesen, Ole B. & Ruggiero, John
- 810-812 Notes on classifying inputs and outputs in data envelopment analysis: A comment
by Toloo, Mehdi
2014, Volume 235, Issue 2
- 341-349 A survey on maritime fleet size and mix problems
by Pantuso, Giovanni & Fagerholt, Kjetil & Hvattum, Lars Magnus
- 350-366 MIRPLib – A library of maritime inventory routing problem instances: Survey, core model, and benchmark results
by Papageorgiou, Dimitri J. & Nemhauser, George L. & Sokol, Joel & Cheon, Myun-Seok & Keha, Ahmet B.
- 367-377 Methods for strategic liner shipping network design
by Mulder, Judith & Dekker, Rommert
- 378-386 A service flow model for the liner shipping network design problem
by Plum, Christian E.M. & Pisinger, David & Sigurd, Mikkel M.
- 387-398 Exact and heuristic methods for placing ships in locks
by Verstichel, J. & De Causmaecker, P. & Spieksma, F.C.R. & Vanden Berghe, G.
- 399-411 A branch-and-price algorithm to solve the integrated berth allocation and yard assignment problem in bulk ports
by Robenek, Tomáš & Umang, Nitish & Bierlaire, Michel & Ropke, Stefan
- 412-430 Storage yard operations in container terminals: Literature overview, trends, and research directions
by Carlo, Héctor J. & Vis, Iris F.A. & Roodbergen, Kees Jan
- 431-447 An exact method for scheduling a yard crane
by Gharehgozli, Amir Hossein & Yu, Yugang & de Koster, René & Udding, Jan Tijmen
- 448-460 A mathematical model of inter-terminal transportation
by Tierney, Kevin & Voß, Stefan & Stahlbock, Robert
- 461-469 Benefits of a truck appointment system on the service quality of inland transport modes at a multimodal container terminal
by Zehendner, Elisabeth & Feillet, Dominique
2014, Volume 235, Issue 1
- 1-16 A common framework and taxonomy for multicriteria scheduling problems with interfering and competing jobs: Multi-agent scheduling problems
by Perez-Gonzalez, Paz & Framinan, Jose M.
- 17-27 A viscosity method with no spectral radius requirements for the split common fixed point problem
by Maingé, Paul-Emile
- 28-37 Robust portfolio optimization with copulas
by Kakouris, Iakovos & Rustem, Berç
- 38-46 Line search methods with guaranteed asymptotical convergence to an improving local optimum of multimodal functions
by Vieira, Douglas Alexandre Gomes & Lisboa, Adriano Chaves
- 47-61 Equilibrium network design of shared-vehicle systems
by Nair, Rahul & Miller-Hooks, Elise
- 62-72 An experimental investigation of metaheuristics for the multi-mode resource-constrained project scheduling problem on new dataset instances
by Van Peteghem, Vincent & Vanhoucke, Mario
- 73-87 The distance constrained multiple vehicle traveling purchaser problem
by Bianchessi, N. & Mansini, R. & Speranza, M.G.
- 88-101 Optimal berth allocation and time-invariant quay crane assignment in container terminals
by Türkoğulları, Yavuz B. & Taşkın, Z. Caner & Aras, Necati & Altınel, İ. Kuban
- 102-114 A variable neighborhood search with an effective local search for uncapacitated multilevel lot-sizing problems
by Xiao, Yiyong & Zhang, Renqian & Zhao, Qiuhong & Kaku, Ikou & Xu, Yuchun
- 115-128 Exact algorithms for the traveling salesman problem with draft limits
by Battarra, Maria & Pessoa, Artur Alves & Subramanian, Anand & Uchoa, Eduardo
- 129-137 Feasible partition problem in reverse convex and convex mixed-integer programming
by Obuchowska, Wiesława T.
- 138-148 An approach to optimize block surgical schedules
by Choi, Sangdo & Wilhelm, Wilbert E.
- 149-158 Class clustering destroys delay differentiation in priority queues
by Bruneel, Herwig & Maertens, Tom & Walraevens, Joris
- 159-169 Affine model of inflation-indexed derivatives and inflation risk premium
by Ho, Hsiao-Wei & Huang, Henry H. & Yildirim, Yildiray
- 170-179 Tandem queueing system with infinite and finite intermediate buffers and generalized phase-type service time distribution
by Kim, Chesoong & Dudin, Alexander & Dudina, Olga & Dudin, Sergey
- 180-186 Reliability analysis of a single warm-standby system subject to repairable and nonrepairable failures
by Wells, Charles E.
- 187-194 A bi-objective model for the location of landfills for municipal solid waste
by Eiselt, H.A. & Marianov, Vladimir
- 195-205 Learning from discrete-event simulation: Exploring the high involvement hypothesis
by Monks, Thomas & Robinson, Stewart & Kotiadis, Kathy
- 206-214 Fixed cost and resource allocation based on DEA cross-efficiency
by Du, Juan & Cook, Wade D. & Liang, Liang & Zhu, Joe
- 215-224 Group decision making with expertons and uncertain generalized probabilistic weighted aggregation operators
by Merigó, José M. & Casanovas, Montserrat & Yang, Jian-Bo
- 225-232 A cosine maximization method for the priority vector derivation in AHP
by Kou, Gang & Lin, Changsheng
- 233-246 Tree, web and average web values for cycle-free directed graph games
by Khmelnitskaya, Anna & Talman, Dolf
- 247-251 Computation of the optimal tolls on the traffic network
by Budnitzki, Alina
- 252-264 A column generation approach for solving the patient admission scheduling problem
by Range, Troels Martin & Lusby, Richard Martin & Larsen, Jesper
- 265-275 Data and queueing analysis of a Japanese air-traffic flow
by Gwiggner, Claus & Nagaoka, Sakae
- 276-286 Improving the robustness in railway station areas
by Dewilde, Thijs & Sels, Peter & Cattrysse, Dirk & Vansteenwegen, Pieter
- 287-299 Simulation modelling for contracting hospital emergency services at the regional level
by Mielczarek, Bożena
- 300-314 Joint optimization of spare parts ordering and maintenance policies for multiple identical items subject to silent failures
by Panagiotidou, Sofia
- 315-328 Operational aircraft maintenance routing problem with remaining time consideration
by Başdere, Mehmet & Bilge, Ümit
- 329-333 Supply chain analysis under a price-discount incentive scheme for electric vehicles
by Luo, Chunlin & Leng, Mingming & Huang, Jian & Liang, Liping
- 334-338 On two-echelon inventory systems with Poisson demand and lost sales
by Alvarez, Elisa & van der Heijden, Matthieu
2014, Volume 234, Issue 3
- 583-596 Evolution of social networks
by Hellmann, Tim & Staudigl, Mathias
- 597-609 A unified ant colony optimization algorithm for continuous optimization
by Liao, Tianjun & Stützle, Thomas & Montes de Oca, Marco A. & Dorigo, Marco
- 610-624 Income drawdown option with minimum guarantee
by Di Giacinto, Marina & Federico, Salvatore & Gozzi, Fausto & Vigna, Elena
- 625-630 The Dai–Liao nonlinear conjugate gradient method with optimal parameter choices
by Babaie-Kafaki, Saman & Ghanbari, Reza
- 631-640 Threshold-based preprocessing for approximating the weighted dense k-subgraph problem
by Borgwardt, S. & Schmiedl, F.
- 641-649 Approximation algorithms for deterministic continuous-review inventory lot-sizing problems with time-varying demand
by Massonnet, G. & Gayon, J.-P. & Rapine, C.
- 650-657 Bicriteria hierarchical optimization of two-machine flow shop scheduling problem with time-dependent deteriorating jobs
by Cheng, Mingbao & Tadikamalla, Pandu R. & Shang, Jennifer & Zhang, Shaqing
- 658-673 A unified solution framework for multi-attribute vehicle routing problems
by Vidal, Thibaut & Crainic, Teodor Gabriel & Gendreau, Michel & Prins, Christian
- 674-682 An aggressive reduction scheme for the simple plant location problem
by Letchford, Adam N. & Miller, Sebastian J.
- 683-693 Inflation and the optimal inventory replenishment schedule within a finite planning horizon
by Gilding, Brian H.
- 694-700 Inventory games with permissible delay in payments
by Li, Jun & Feng, Hairong & Zeng, Yinlian
- 701-708 On stabilizing volatile product returns
by Nowak, Thomas & Hofer, Vera
- 709-719 Call center service process analysis: Bayesian parametric and semi-parametric mixture modeling
by Aktekin, Tevfik
- 720-730 Mining categorical sequences from data using a hybrid clustering method
by De Angelis, Luca & Dias, José G.
- 731-742 Decision dependent stochastic processes
by Kirschenmann, Thomas & Popova, Elmira & Damien, Paul & Hanson, Tim
- 743-750 Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences
by Rudloff, Birgit & Street, Alexandre & Valladão, Davi M.
- 751-762 Two-stage network constrained robust unit commitment problem
by Jiang, Ruiwei & Zhang, Muhong & Li, Guang & Guan, Yongpei
- 763-773 Surplus division and investment incentives in supply chains: A biform-game analysis
by Feess, Eberhard & Thun, Jörn-Henrik
- 774-779 Bayesian optimal knapsack procurement
by Ensthaler, Ludwig & Giebe, Thomas
- 780-788 A new rule for source connection problems
by Bergantiños, G. & Gómez-Rúa, M. & Llorca, N. & Pulido, M. & Sánchez-Soriano, J.
- 789-801 A decision support methodology to enhance the competitiveness of the Turkish automotive industry
by Ülengin, Füsun & Önsel, Şule & Aktas, Emel & Kabak, Özgür & Özaydın, Özay
- 802-808 A Clustering Search metaheuristic for the Point-Feature Cartographic Label Placement Problem
by Rabello, Rômulo Louzada & Mauri, Geraldo Regis & Ribeiro, Glaydston Mattos & Lorena, Luiz Antonio Nogueira
- 809-818 Nonparametric estimation of education productivity incorporating nondiscretionary inputs with an application to Dutch schools
by Brennan, Shae & Haelermans, Carla & Ruggiero, John
- 819-829 Public facility location using dispersion, population, and equity criteria
by Batta, Rajan & Lejeune, Miguel & Prasad, Srinivas
- 830-838 When should service firms provide free experience service?
by Zhou, Wenhui & Lian, Zhaotong & Wu, Jinbiao
- 839-860 Effective location models for sorting recyclables in public management
by Toso, Eli Angela V. & Alem, Douglas
- 861-873 Expert-mediated sequential search
by Chhabra, Meenal & Das, Sanmay & Sarne, David
- 874-884 Impact analysis of maritime cabotage legislations on liner hub-and-spoke shipping network design
by Zheng, Jianfeng & Meng, Qiang & Sun, Zhuo
- 885-897 Eco-efficiency and eco-productivity change over time in a multisectoral economic system
by Mahlberg, Bernhard & Luptacik, Mikulas
- 898-909 Introducing competition in healthcare services: The role of private care and increased patient mobility
by Andritsos, Dimitrios A. & Tang, Christopher S.
- 910-915 A note on “Quality investment and inspection policy in a supplier-manufacturer supply chain”
by Aust, Gerhard & Bräuer, Ina & Buscher, Udo
- 916-920 Note on “Inverse minimum cost flow problems under the weighted Hamming distance”
by Tayyebi, Javad & Aman, Massoud
2014, Volume 234, Issue 2
- 346-355 Mean–variance approximations to expected utility
by Markowitz, Harry
- 356-371 60 Years of portfolio optimization: Practical challenges and current trends
by Kolm, Petter N. & Tütüncü, Reha & Fabozzi, Frank J.
- 372-381 The benefits of differential variance-based constraints in portfolio optimization
by Levy, Haim & Levy, Moshe
- 382-391 The opportunity cost of mean–variance choice under estimation risk
by Simaan, Yusif
- 392-401 Mean–variance–skewness efficient surfaces, Stein’s lemma and the multivariate extended skew-Student distribution
by Adcock, C.J.
- 402-410 Theoretical and empirical estimates of mean–variance portfolio sensitivity
by Palczewski, Andrzej & Palczewski, Jan
- 411-421 Robust portfolios that do not tilt factor exposure
by Kim, Woo Chang & Kim, Min Jeong & Kim, Jang Ho & Fabozzi, Frank J.
- 422-433 Robust multiobjective optimization & applications in portfolio optimization
by Fliege, Jörg & Werner, Ralf
- 434-441 Robustness of optimal portfolios under risk and stochastic dominance constraints
by Dupačová, Jitka & Kopa, Miloš
- 442-449 Mean–Variance portfolio selection in presence of infrequently traded stocks
by Castellano, Rosella & Cerqueti, Roy
- 450-458 Dynamic asset allocation for varied financial markets under regime switching framework
by Bae, Geum Il & Kim, Woo Chang & Mulvey, John M.
- 459-468 Optimal multi-period mean–variance policy under no-shorting constraint
by Cui, Xiangyu & Gao, Jianjun & Li, Xun & Li, Duan
- 469-480 Mean–variance optimal portfolios in the presence of a benchmark with applications to fraud detection
by Bernard, C. & Vanduffel, S.
- 481-490 Inverse portfolio problem with mean-deviation model
by Grechuk, Bogdan & Zabarankin, Michael
- 491-498 Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
by Utz, Sebastian & Wimmer, Maximilian & Hirschberger, Markus & Steuer, Ralph E.
- 499-507 Worst-case robust Omega ratio
by Kapsos, Michalis & Christofides, Nicos & Rustem, Berç
- 508-517 Capital Asset Pricing Model (CAPM) with drawdown measure
by Zabarankin, Michael & Pavlikov, Konstantin & Uryasev, Stan
- 518-535 Twenty years of linear programming based portfolio optimization
by Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia
- 536-545 Financial portfolio management through the goal programming model: Current state-of-the-art
by Aouni, Belaid & Colapinto, Cinzia & La Torre, Davide
- 546-560 International portfolio choice and political instability risk: A multi-objective approach
by Smimou, K.
- 561-570 Investment strategies and compensation of a mean–variance optimizing fund manager
by Aivaliotis, Georgios & Palczewski, Jan
- 571-582 Performance replication of the Spot Energy Index with optimal equity portfolio selection: Evidence from the UK, US and Brazilian markets
by Andriosopoulos, Kostas & Nomikos, Nikos
2014, Volume 234, Issue 1
- 1-14 Cooperative advertising models in supply chain management: A review
by Aust, Gerhard & Buscher, Udo
- 15-24 A simple augmented ∊-constraint method for multi-objective mathematical integer programming problems
by Zhang, Weihua & Reimann, Marc
- 25-36 Solving a bi-objective Transportation Location Routing Problem by metaheuristic algorithms
by Martínez-Salazar, Iris Abril & Molina, Julian & Ángel-Bello, Francisco & Gómez, Trinidad & Caballero, Rafael
- 37-48 The freight consolidation and containerization problem
by Qin, Hu & Zhang, Zizhen & Qi, Zhuxuan & Lim, Andrew
- 49-60 Branch-and-price-and-cut for the multiple traveling repairman problem with distance constraints
by Luo, Zhixing & Qin, Hu & Lim, Andrew
- 61-76 A modified variable neighborhood search for the discrete ordered median problem
by Puerto, Justo & Pérez-Brito, Dionisio & García-González, Carlos G.
- 77-85 Wholesale price rebate vs. capacity expansion: The optimal strategy for seasonal products in a supply chain
by Huang, Kwei-Long & Kuo, Chia-Wei & Lu, Ming-Lun
- 86-98 On the optimal control of manufacturing and remanufacturing activities with a single shared server
by Flapper, Simme Douwe & Gayon, Jean-Philippe & Lim, Lâm Laurent
- 99-107 On the impact of advertising initiatives in supply chains
by Zhang, Wenqing & Li, Shanling & Zhang, Dan & Hou, Wenhua
- 108-118 Outsourcing to suppliers with unknown capabilities
by Pun, Hubert & Sebastian Heese, H.
- 119-126 Updating a credit-scoring model based on new attributes without realization of actual data
by Ju, Yong Han & Sohn, So Young
- 127-139 A combination selection algorithm on forecasting
by Cang, Shuang & Yu, Hongnian
- 140-154 Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
by Rockafellar, R.T. & Royset, J.O. & Miranda, S.I.
- 155-162 Cold vs. hot standby mission operation cost minimization for 1-out-of-N systems
by Levitin, Gregory & Xing, Liudong & Dai, Yuanshun
- 163-173 A semi-parametric approach for estimating critical fractiles under autocorrelated demand
by Lee, Yun Shin
- 174-185 Flexible waste management under uncertainty
by Di Corato, Luca & Montinari, Natalia
- 186-196 Allocation of risk capital on an internal market
by Baule, Rainer
- 197-208 Resource allocation model and double-sphere crowding distance for evolutionary multi-objective optimization
by Lei, Yu & Gong, Maoguo & Zhang, Jun & Li, Wei & Jiao, Licheng