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Content
March 2020, Volume 286, Issue 1
- 11-31 An exact algorithm for the edge coloring by total labeling problem
by Fabrizio Borghini & Isabel Méndez-Díaz & Paula Zabala - 33-54 Efficient approaches for the Flooding Problem on graphs
by André Renato Villela Silva & Luiz Satoru Ochi & Bruno José da Silva Barros & Rian Gabriel S. Pinheiro - 55-86 Neighborhood covering and independence on $$P_4$$P4-tidy graphs and tree-cographs
by Guillermo Durán & Martín Safe & Xavier Warnes - 87-117 A hybrid K-means and integer programming method for commercial territory design: a case study in meat distribution
by Sebastián Moreno & Jordi Pereira & Wilfredo Yushimito - 119-146 An analytics approach to the FIFA ranking procedure and the World Cup final draw
by Sebastián Cea & Guillermo Durán & Mario Guajardo & Denis Sauré & Joaquín Siebert & Gonzalo Zamorano - 147-172 MTZ-primal-dual model, cutting-plane, and combinatorial branch-and-bound for shortest paths avoiding negative cycles
by Rafael Castro Andrade & Rommel Dias Saraiva - 173-200 Strong RLT1 bounds from decomposable Lagrangean relaxation for some quadratic 0–1 optimization problems with linear constraints
by Monique Guignard - 201-216 The sociotechnical teams formation problem: a mathematical optimization approach
by Manoel Campêlo & Tatiane Figueiredo & Ana Silva - 217-241 An overview of MINLP algorithms and their implementation in Muriqui Optimizer
by Wendel Melo & Marcia Fampa & Fernanda Raupp - 243-263 Interior/exterior-point methods with inertia correction strategy for solving optimal reactive power flow problems with discrete variables
by Marielena Fonseca Tófoli & Edilaine Martins Soler & Antonio Roberto Balbo & Edméa Cássia Baptista & Leonardo Nepomuceno - 265-301 A multiproduct single machine economic production quantity (EPQ) inventory model with discrete delivery order, joint production policy and budget constraints
by Amir Hossein Nobil & Amir Hosein Afshar Sedigh & Leopoldo Eduardo Cárdenas-Barrón - 303-324 A real options approach for joint overhaul and replacement strategies with mean reverting prices
by Alejandro Mac Cawley & Maximiliano Cubillos & Rodrigo Pascual - 325-350 A two-level evolutionary algorithm for solving the petrol station replenishment problem with periodicity constraints and service choice
by Nasr Al-Hinai & Chefi Triki - 351-369 Best pricing and optimal policy for an inventory system under time-and-price-dependent demand and backordering
by Luis A. San-José & Joaquín Sicilia & Manuel González-De-la-Rosa & Jaime Febles-Acosta - 371-390 Optimal size of a rental inventory with items available from a secondary source: a model with non-stationary probabilities
by Leonardo D. Epstein & Eduardo González & Abdón Sepúlveda - 391-410 A dynamic programming-based matheuristic for the dynamic berth allocation problem
by Tatsushi Nishi & Tatsuya Okura & Eduardo Lalla-Ruiz & Stefan Voß - 411-439 Appointment and patient scheduling in chemotherapy: a case study in Chilean hospitals
by Camila Ramos & Alejandro Cataldo & Juan–Carlos Ferrer - 441-474 Combined maintenance and routing optimization for large-scale sewage cleaning
by John E. Fontecha & Oscar O. Guaje & Daniel Duque & Raha Akhavan-Tabatabaei & Juan P. Rodríguez & Andrés L. Medaglia - 475-500 Mixed-model assembly lines balancing with given buffers and product sequence: model, formulation comparisons, and case study
by Thiago Cantos Lopes & Celso Gustavo Stall Sikora & Adalberto Sato Michels & Leandro Magatão - 501-527 Operating room scheduling under waiting time constraints: the Chilean GES plan
by Javiera Barrera & Rodrigo A. Carrasco & Susana Mondschein & Gianpiero Canessa & David Rojas-Zalazar - 529-543 Production planning and scheduling optimization model: a case of study for a glass container company
by Laura Hervert-Escobar & Jesus Fabián López-Pérez - 545-557 A decomposition algorithm for computing income taxes with pass-through entities and its application to the Chilean case
by Javiera Barrera & Eduardo Moreno & Sebastián Varas K. - 559-582 An ADMM algorithm for two-stage stochastic programming problems
by Sebastián Arpón & Tito Homem-de-Mello & Bernardo K. Pagnoncelli - 583-615 Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations
by Juri Hinz & Tanya Tarnopolskaya & Jeremy Yee - 617-634 Integrated versus hierarchical approach for zone delineation and crop planning under uncertainty
by Víctor M. Albornoz & Marcelo I. Véliz & Rodrigo Ortega & Virna Ortíz-Araya - 635-648 Multi-depot traveling salesmen location problems on networks with special structure
by Igor Averbakh & Wei Yu - 649-668 Multicriteria saliency detection: a (exact) robust network design approach
by Eduardo Álvarez-Miranda & John Díaz-Guerrero - 669-701 Reliable maximin–maxisum locations for maximum service availability on tree networks vulnerable to disruptions
by José A. Santiváñez & Emanuel Melachrinoudis - 703-717 Assessment of the technical efficiency of Brazilian logistic operators using data envelopment analysis and one inflated beta regression
by Murilo Wohlgemuth & Carlos Ernani Fries & Ângelo Márcio Oliveira Sant’Anna & Ricardo Giglio & Diego Castro Fettermann - 719-732 Dealing with missing information in data envelopment analysis by means of low-rank matrix completion
by Leonardo Tomazeli Duarte & Alex Pincelli Mussio & Cristiano Torezzan
February 2020, Volume 285, Issue 1
- 1-8 Project management and scheduling
by Massimiliano Caramia - 9-33 Project portfolio selection and scheduling optimization based on risk measure: a conditional value at risk approach
by Vijaya Dixit & Manoj Kumar Tiwari - 35-66 Elucidation of IS project success factors: an interpretive structural modelling approach
by D. Laurie Hughes & Nripendra P. Rana & Yogesh K. Dwivedi - 67-95 A two-stage approach for the critical chain project rescheduling
by Yan Zhao & Nanfang Cui & Wendi Tian - 97-119 Price of anarchy and price of stability in multi-agent project scheduling
by Alessandro Agnetis & Cyril Briand & Sandra Ulrich Ngueveu & Přemysl Šůcha - 121-148 Value of information sharing in a multiple producers–distributor supply chain
by Changchun Liu & Xi Xiang & Li Zheng - 149-159 Heuristics for scheduling data gathering with limited base station memory
by Joanna Berlińska - 161-196 A multi-objective optimization approach to project scheduling with resiliency criteria under uncertain activity duration
by Farnaz Torabi Yeganeh & Seyed Hessameddin Zegordi - 197-222 Modeling single machine preemptive scheduling problems for computational efficiency
by Fernando Jaramillo & Busra Keles & Murat Erkoc - 223-245 Modeling and solving for bi-objective cutting parallel machine scheduling problem
by Ronghua Meng & Yunqing Rao & Qiang Luo - 247-271 A cutting plane approach for the multi-machine precedence-constrained scheduling problem
by Prahalad Venkateshan & Joseph Szmerekovsky & George Vairaktarakis - 273-293 A worm optimization algorithm to minimize the makespan on unrelated parallel machines with sequence-dependent setup times
by Jean-Paul Arnaout - 295-314 Scheduling equal length jobs with eligibility restrictions
by Juntaek Hong & Kangbok Lee & Michael L. Pinedo - 315-334 Solving parallel machine problems with delivery times and tardiness objectives
by Söhnke Maecker & Liji Shen - 335-352 A mixed integer linear programming modelling for the flexible cyclic jobshop problem
by Félix Quinton & Idir Hamaz & Laurent Houssin - 353-367 Scheduling a forge with due dates and die deterioration
by Olivér Ősz & Balázs Ferenczi & Máté Hegyháti - 369-395 Approximation algorithms for minimizing the maximum lateness and makespan on parallel machines
by Gais Alhadi & Imed Kacem & Pierre Laroche & Izzeldin M. Osman - 397-425 A new approximation algorithm for unrelated parallel machine scheduling with release dates
by Zhi Pei & Mingzhong Wan & Ziteng Wang - 427-443 Modeling and solving the multi-period disruptions scheduling problem on urban networks
by Amadeu A. Coco & Christophe Duhamel & Andréa Cynthia Santos
January 2020, Volume 284, Issue 2
- 483-485 Preface: decomposition methods for hard optimization problems
by Fabio Furini & Ivana Ljubić & Emiliano Traversi - 487-499 A branch-and-cut algorithm for the maximum covering cycle problem
by Eduardo Álvarez-Miranda & Markus Sinnl - 501-526 Random sampling and machine learning to understand good decompositions
by S. Basso & A. Ceselli & A. Tettamanzi - 527-555 Price-and-verify: a new algorithm for recursive circle packing using Dantzig–Wolfe decomposition
by Ambros Gleixner & Stephen J. Maher & Benjamin Müller & João Pedro Pedroso - 557-582 An accelerated L-shaped method for solving two-stage stochastic programs in disaster management
by Emilia Grass & Kathrin Fischer & Antonia Rams - 583-604 Partition-based decomposition algorithms for two-stage Stochastic integer programs with continuous recourse
by Babak Saleck Pay & Yongjia Song - 605-621 A Lagrangian relaxation approach for stochastic network capacity expansion with budget constraints
by Majid Taghavi & Kai Huang - 623-643 A Benders decomposition approach to product location in carousel storage systems
by Raymond G. Vickson & Elkafi Hassini & Nader Azad - 645-671 Improving set partitioning problem solutions by zooming around an improving direction
by Abdelouahab Zaghrouti & Issmail El Hallaoui & François Soumis
January 2020, Volume 284, Issue 1
- 1-32 An innovative super-efficiency data envelopment analysis, semi-variance, and Shannon-entropy-based methodology for player selection: evidence from cricket
by Arnab Adhikari & Adrija Majumdar & Gaurav Gupta & Arnab Bisi - 33-62 Computing a common preference vector in a complex multi-actor and multi-group decision system in Analytic Hierarchy Process context
by Pietro Amenta & Alessio Ishizaka & Antonio Lucadamo & Gabriella Marcarelli & Vijay Vyas - 63-79 Portfolio allocation problems between risky and ambiguous assets
by Takao Asano & Yusuke Osaki - 81-98 On the $$\varvec{(Q,r)}$$(Q,r) policy for perishables with positive lead times and multiple outstanding orders
by Emre Berk & Ülkü Gürler & Saeed Poormoaied - 99-130 Dynamic mixed-item inventory control with limited capital and short-term financing
by Gongbing Bi & Lei Song & Yalei Fei - 131-146 Fair task allocation problem
by Christian Billing & Florian Jaehn & Thomas Wensing - 147-163 A characterization of two disproportionality and malapportionment indices: the Duncan and Duncan index and the Lijphart index
by D. Bouyssou & T. Marchant & M. Pirlot - 165-197 Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios
by Catherine Bruneau & Alexis Flageollet & Zhun Peng - 199-223 The impact of short-term variability and uncertainty on long-term power planning
by Henrik C. Bylling & Salvador Pineda & Trine K. Boomsma - 225-242 Exploring the financial risk of a temperature index: a fractional integrated approach
by Rosella Castellano & Roy Cerqueti & Giulia Rotundo - 243-262 An application of sparse-group lasso regularization to equity portfolio optimization and sector selection
by Jingnan Chen & Gengling Dai & Ning Zhang - 263-282 Robust min–max regret scheduling to minimize the weighted number of late jobs with interval processing times
by Maciej Drwal & Jerzy Józefczyk - 283-322 Polyhedral results for position-based scheduling of chains on a single machine
by Markó Horváth & Tamás Kis - 323-332 How to obtain an equitable optimal fair division
by Jerzy Legut - 333-365 Decentralized beneficiary behavior in humanitarian supply chains: models, performance bounds, and coordination mechanisms
by Luke Muggy & Jessica L. Heier Stamm - 367-400 A GPU based local search algorithm for the unweighted and weighted maximum s-plex problems
by Bruno Nogueira & Rian G. S. Pinheiro - 401-413 Waiting-time analysis of D-$${ BMAP}{/}G{/}1$$BMAP/G/1 queueing system
by S. K. Samanta - 415-445 A Malmquist productivity index for network production systems in the energy sector
by Madjid Tavana & Kaveh Khalili-Damghani & Francisco J. Santos Arteaga & Arousha Hashemi - 447-467 Output, input, and undesirable output interconnections in data envelopment analysis: convexity and returns-to-scale
by Barnabé Walheer - 469-482 On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH
by Panos Xidonas & Mike Tsionas & Constantin Zopounidis
December 2019, Volume 283, Issue 1
- 1-8 Disaster relief operations: past, present and future
by Rameshwar Dubey & Angappa Gunasekaran & Thanos Papadopoulos - 9-32 Resource deployment and donation allocation for epidemic outbreaks
by Azrah Anparasan & Miguel Lejeune - 33-69 New model for addressing supply chain and transport safety for disaster relief operations
by Abhijit Baidya & Uttam Kumar Bera - 71-86 A systematic review of humanitarian operations, humanitarian logistics and humanitarian supply chain performance literature 2005 to 2016
by Ruth Banomyong & Paitoon Varadejsatitwong & Richard Oloruntoba - 87-117 An integrated tri-level model for enhancing the resilience of facilities against intentional attacks
by Sachuer Bao & Chi Zhang & Min Ouyang & Lixin Miao - 119-141 Humanitarian relief supplies distribution: an application of inventory routing problem
by Emre Çankaya & Ali Ekici & Okan Örsan Özener - 143-158 Giving voice to the silent: a framework for understanding stakeholders’ participation in socially-oriented initiatives, community-based actions and humanitarian operations projects
by José Alberto Camargo & Paulo Sérgio Miranda Mendonça & Jorge Henrique Caldeira Oliveira & Charbel José Chiapetta Jabbour & Ana Beatriz Lopes Sousa Jabbour - 159-177 Swift trust and commitment: The missing links for humanitarian supply chain coordination?
by Rameshwar Dubey & Nezih Altay & Constantin Blome - 179-198 Understanding risk management for intentional supply chain disruptions: risk detection, risk mitigation, and risk recovery
by Scott DuHadway & Steven Carnovale & Benjamin Hazen - 199-224 Proactive and reactive models for disaster resilient supply chain
by Sahitya Elluru & Hardik Gupta & Harpreet Kaur & Surya Prakash Singh - 225-245 Social media adoption and use for improved emergency services operations: the case of the NSW SES
by Samuel Fosso Wamba & Andrew Edwards & Shahriar Akter - 247-265 Embedded analytics: improving decision support for humanitarian logistics operations
by Daniel A. Griffith & Bradley Boehmke & Randy V. Bradley & Benjamin T. Hazen & Alan W. Johnson - 267-288 Stochastic programming solution for placement of satellite ground stations
by Aaron B. Hoskins & Hugh R. Medal - 289-307 An analysis of the literature on humanitarian logistics and supply chain management: paving the way for future studies
by Charbel José Chiappetta Jabbour & Vinicius Amorim Sobreiro & Ana Beatriz Lopes de Sousa Jabbour & Lucila Maria Souza Campos & Enzo Barberio Mariano & Douglas William Scott Renwick - 309-354 Sustainable procurement and logistics for disaster resilient supply chain
by Harpreet Kaur & Surya Prakash Singh - 355-393 Bi-objective emergency blood supply chain network design in earthquake considering earthquake magnitude: a comprehensive study with real world application
by Soheyl Khalilpourazari & Alireza Arshadi Khamseh - 395-410 Predictive police patrolling to target hotspots and cover response demand
by Johanna Leigh & Sarah Dunnett & Lisa Jackson - 411-442 Staff assignment policies for a mass casualty event queuing network
by Emmett J. Lodree & Nezih Altay & Robert A. Cook - 443-469 A hybrid approach of VIKOR and bi-objective integer linear programming for electrification planning in a disaster relief camp
by Hanif Malekpoor & Konstantinos Chalvatzis & Nishikant Mishra & Amar Ramudhin - 471-496 Fit between humanitarian professionals and project requirements: hybrid group decision procedure to reduce uncertainty in decision-making
by Abderrahmen Mediouni & Nicolas Zufferey & Nachiappan Subramanian & Naoufel Cheikhrouhou - 497-516 Locating an ambulance base by using social media: a case study in Bangkok
by Suriyaphong Nilsang & Chumpol Yuangyai & Chen-Yang Cheng & Udom Janjarassuk - 517-542 Similarities between disaster supply chains and commercial supply chains: a SCM process view
by Jimoh Eniola Olaogbebikan & Richard Oloruntoba - 543-560 Theory in humanitarian operations research
by Richard Oloruntoba & Gazi Farid Hossain & Beverly Wagner - 561-590 Application of project management to disaster resilience
by Sameer Prasad & Jason Woldt & Jasmine Tata & Nezih Altay - 591-612 Partial contraflow with path reversals for evacuation planning
by Urmila Pyakurel & Hari Nandan Nath & Tanka Nath Dhamala - 613-641 Designing a robust and dynamic network for the emergency blood supply chain with the risk of disruptions
by Donya Rahmani - 643-677 An integrated routing and scheduling model for evacuation and commodity distribution in large-scale disaster relief operations: a case study
by Fatemeh Sabouhi & Ali Bozorgi-Amiri & Mohammad Moshref-Javadi & Mehdi Heydari - 679-703 Developing a robust stochastic model for designing a blood supply chain network in a crisis: a possible earthquake in Tehran
by Faraz Salehi & Masoud Mahootchi & Seyed Mohammad Moattar Husseini - 705-736 Dynamic temporary blood facility location-allocation during and post-disaster periods
by Bhuvnesh Sharma & M. Ramkumar & Nachiappan Subramanian & Bharat Malhotra - 737-757 Event classification and location prediction from tweets during disasters
by Jyoti Prakash Singh & Yogesh K. Dwivedi & Nripendra P. Rana & Abhinav Kumar & Kawaljeet Kaur Kapoor - 759-794 Impact of internet of things (IoT) in disaster management: a task-technology fit perspective
by Akash Sinha & Prabhat Kumar & Nripendra P. Rana & Rubina Islam & Yogesh K. Dwivedi - 795-810 Analysis and exploration of damage-reduction measures for flood disasters in China
by Malin Song & Qianqian Du - 811-836 Theory building using SAP-LAP linkages: an application in the context of disaster management
by Sushil - 837-863 Formulating multi-objective stochastic dynamic facility layout problem for disaster relief
by Akash Tayal & Surya Prakash Singh - 865-895 Pre-positioning of emergency supplies: does putting a price on human life help to save lives?
by Renata Turkeš & Daniel Palhazi Cuervo & Kenneth Sörensen - 897-916 Robust reliable humanitarian relief network design: an integration of shelter and supply facility location
by Mohsen Yahyaei & Ali Bozorgi-Amiri - 917-937 Emergency logistics for wildfire suppression based on forecasted disaster evolution
by Zhongzhen Yang & Liquan Guo & Zaili Yang - 939-959 Big data and disaster management: a systematic review and agenda for future research
by Shahriar Akter & Samuel Fosso Wamba - 961-1000 Defining and measuring the network flexibility of humanitarian supply chains: insights from the 2015 Nepal earthquake
by Hossein Baharmand & Tina Comes & Matthieu Lauras - 1001-1044 Humanitarian supply chain management: a thematic literature review and future directions of research
by Abhishek Behl & Pankaj Dutta - 1045-1078 Robust optimization of the insecticide-treated bed nets procurement and distribution planning under uncertainty for malaria prevention and control
by Roberto Gomes de Mattos & Fabricio Oliveira & Adriana Leiras & Abdon Baptista de Paula Filho & Paulo Gonçalves - 1079-1109 Mixed robust possibilistic flexible chance constraint optimization model for emergency blood supply chain network design
by Mohamadreza Fazli-Khalaf & Soheyl Khalilpourazari & Mohammad Mohammadi - 1111-1138 How entry crowds and grows markets: the gradual disaster management view of market dynamics in the retail industry
by Dennis Fok & André Stel & Andrew Burke & Roy Thurik - 1139-1152 Reducing the cost of humanitarian operations through disaster preparation and preparedness
by Kyle H. Goldschmidt & Sameer Kumar - 1153-1173 Big data in humanitarian supply chain management: a review and further research directions
by Shivam Gupta & Nezih Altay & Zongwei Luo - 1175-1190 Harnessing the power of crowdsourcing and Internet of Things in disaster response
by Shuihua Han & Hu Huang & Zongwei Luo & Cyril Foropon - 1191-1210 Simultaneous structural–operational control of supply chain dynamics and resilience
by Dmitry Ivanov & Boris Sokolov - 1211-1225 Humanitarian aid delivery decisions during the early recovery phase of disaster using a discrete choice multi-attribute value method
by R. K. Jana & Chandra Prakash Chandra & Aviral Kumar Tiwari - 1227-1258 Modelling the inter-relationship between factors affecting coordination in a humanitarian supply chain: a case of Chennai flood relief
by Lijo John & Anand Gurumurthy & Gunjan Soni & Vipul Jain - 1259-1282 Logistics service provider selection for disaster preparation: a socio-technical systems perspective
by Seongtae Kim & M. Ramkumar & Nachiappan Subramanian - 1283-1302 Stochastic facility location model for drones considering uncertain flight distance
by Dongwook Kim & Kyungsik Lee & Ilkyeong Moon - 1303-1343 A multicriteria Master Planning DSS for a sustainable humanitarian supply chain
by Laura Laguna-Salvadó & Matthieu Lauras & Uche Okongwu & Tina Comes - 1345-1385 Post-disaster multi-period road network repair: work scheduling and relief logistics optimization
by Shuanglin Li & Kok Lay Teo - 1387-1411 Current trends in disaster management simulation modelling research
by Deepa Mishra & Sameer Kumar & Elkafi Hassini - 1413-1462 An enhanced procedure for managing blood supply chain under disruptions and uncertainties
by Mohammad Reza Ghatreh Samani & Seyyed-Mahdi Hosseini-Motlagh - 1463-1487 Disaster management in Bangladesh: developing an effective emergency supply chain network
by Mahmud Akhter Shareef & Yogesh K. Dwivedi & Rafeed Mahmud & Angela Wright & Mohammad Mahboob Rahman & Hatice Kizgin & Nripendra P. Rana - 1489-1516 Efficient interpretive ranking process incorporating implicit and transitive dominance relationships
by Sushil - 1517-1550 A fuzzy AHP-TOPSIS approach to supply partner selection in continuous aid humanitarian supply chains
by V. G. Venkatesh & Abraham Zhang & Eric Deakins & Sunil Luthra & S. Mangla - 1551-1572 Optimization of humanitarian relief supply chain reliability: a case study of the Ya’an earthquake
by Jihai Zhang & Zhile Wang & Fan Ren - 1573-1606 Emergency relief routing models for injured victims considering equity and priority
by Li Zhu & Yeming Gong & Yishui Xu & Jun Gu
November 2019, Volume 282, Issue 1
- 1-2 Preface: application of operations research to financial markets
by Ioannis Kyriakou & Athanasios A. Pantelous & Georgios Sermpinis & Stavros A. Zenios - 3-26 Understanding time-inconsistent heterogeneous preferences in economics and finance: a practice theory approach
by Panagiotis Andrikopoulos & Nick Webber - 27-57 Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
by Alexandru Badescu & Zhenyu Cui & Juan-Pablo Ortega - 59-86 Quantization meets Fourier: a new technology for pricing options
by Giorgia Callegaro & Lucio Fiorin & Martino Grasselli - 87-118 Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery
by Filipa Fernandes & Charalampos Stasinakis & Zivile Zekaite - 119-130 On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter
by Christian-Oliver Ewald & Aihua Zhang & Zhe Zong - 131-154 The financial crisis and the shadow price of bank capital
by Maryam Hasannasab & Dimitris Margaritis & Christos Staikouras - 155-177 Can commodities dominate stock and bond portfolios?
by Tom Erik Sønsteng Henriksen & Alois Pichler & Sjur Westgaard & Stein Frydenberg - 179-216 Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs
by Konstantinos Konstantaras & Vasilios Sogiakas - 217-244 High frequency trading strategies, market fragility and price spikes: an agent based model perspective
by Frank McGroarty & Ash Booth & Enrico Gerding & V. L. Raju Chinthalapati - 245-271 Multi-period portfolio selection with drawdown control
by Peter Nystrup & Stephen Boyd & Erik Lindström & Henrik Madsen - 273-298 Hilbert transform, spectral filters and option pricing
by Carolyn E. Phelan & Daniele Marazzina & Gianluca Fusai & Guido Germano - 299-313 A composition between risk and deviation measures
by Marcelo Brutti Righi - 315-329 Managing portfolio diversity within the mean variance theory
by Anatoly B. Schmidt - 331-354 Intraday forecasts of a volatility index: functional time series methods with dynamic updating
by Han Lin Shang & Yang Yang & Fearghal Kearney - 355-377 Did long-memory of liquidity signal the European sovereign debt crisis?
by Z. Sun & P. A. Hamill & Y. Li & Y. C. Yang & S. A. Vigne - 379-405 Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
by Davi Valladão & Thuener Silva & Marcus Poggi - 407-426 Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
by Christoph Wegener & Tobias Basse & Philipp Sibbertsen & Duc Khuong Nguyen
October 2019, Volume 281, Issue 1
- 1-2 Preface: decision making and risk/return optimization in financial economics
by Farid AitSahlia & Giovanni Barone-Adesi & Ephraim Clark & Jean-Luc Prigent - 3-26 Optimal strategy between extraction and storage of crude oil
by Ilyes Abid & Stéphane Goutte & Farid Mkaouar & Khaled Guesmi - 27-64 Forecast bankruptcy using a blend of clustering and MARS model: case of US banks
by Zeineb Affes & Rania Hentati-Kaffel - 65-98 Mixed-asset portfolio allocation under mean-reverting asset returns
by Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent - 99-119 NORTA for portfolio credit risk
by Mohamed A. Ayadi & Hatem Ben-Ameur & Nabil Channouf & Quang Khoi Tran - 121-141 A measure of total firm performance: new insights for the corporate objective
by Yacine Belghitar & Ephraim Clark & Konstantino Kassimatis - 143-159 An intertemporal capital asset pricing model under incomplete information and short sales
by Mondher Bellalah & Detao Zhang - 161-173 International capital asset pricing model: the case of asymmetric information and short-sale
by Makram Bellalah & Fredj Amine Dammak - 175-192 Revisiting generalized almost stochastic dominance
by Jow-Ran Chang & Wei-Han Liu & Mao-Wei Hung - 193-227 Portfolio optimization under Solvency II
by Marcos Escobar & Paul Kriebel & Markus Wahl & Rudi Zagst - 229-251 On the multidimensional Black–Scholes partial differential equation
by Tristan Guillaume - 253-274 Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market
by Yingyi Hu - 275-295 Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
by Fredj Jawadi & Wael Louhichi & Abdoulkarim Idi Cheffou & Hachmi Ben Ameur - 297-314 Dynamic integration and network structure of the EMU sovereign bond markets
by Ahmet Sensoy & Duc Khuong Nguyen & Ahmed Rostom & Erk Hacihasanoglu - 315-347 Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity
by Edward W. Sun & Timm Kruse & Yi-Ting Chen - 349-372 Idiosyncratic risk and mutual fund performance
by Javier Vidal-García & Marta Vidal & Sabri Boubaker & Riadh Manita - 373-395 Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach
by Bangzhu Zhu & Shunxin Ye & Kaijian He & Julien Chevallier & Rui Xie - 397-422 Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales
by Mondher Bellalah & Yaosheng Xu & Detao Zhang - 423-453 Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR
by Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Didier Maillard
September 2019, Volume 280, Issue 1
- 1-18 Predictive models for bariatric surgery risks with imbalanced medical datasets
by Talayeh Razzaghi & Ilya Safro & Joseph Ewing & Ehsan Sadrfaridpour & John D. Scott - 19-46 Fast and accurate computation of the distribution of sums of dependent log-normals
by Zdravko I. Botev & Robert Salomone & Daniel Mackinlay - 47-63 Sandwiches missing two ingredients of order four
by José D. Alvarado & Simone Dantas & Dieter Rautenbach - 65-98 A state-dependent perishability (s, S) inventory model with random batch demands
by Y. Barron - 99-110 Axiomatizations of inconsistency indices for triads
by László Csató - 111-119 Necessary players, Myerson fairness and the equal treatment of equals
by Florian Navarro - 121-150 Flow formulations for curriculum-based course timetabling
by Niels-Christian F. Bagger & Simon Kristiansen & Matias Sørensen & Thomas R. Stidsen - 151-187 Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic
by Unai Aldasoro & María Merino & Gloria Pérez - 189-210 Modeling uncertainty of expert elicitation for use in risk-based optimization
by Michael D. Teter & Johannes O. Royset & Alexandra M. Newman - 211-240 Enhanced indexing using weighted conditional value at risk
by Ruchika Sehgal & Aparna Mehra - 241-265 Computations of volumes and Ehrhart series in four candidates elections
by Winfried Bruns & Bogdan Ichim & Christof Söger - 267-298 Designing competitive loyalty programs: a stochastic game-theoretic model to guide the choice of reward structure
by Amir Gandomi & Amirhossein Bazargan & Saeed Zolfaghari - 299-335 A mathematical modelling approach for managing sudden disturbances in a three-tier manufacturing supply chain
by Sanjoy Kumar Paul & Ruhul Sarker & Daryl Essam & Paul Tae-Woo Lee - 337-350 Formulation and solution of an optimal control problem for industrial project control
by Klaus Werner Schmidt & Öncü Hazır - 351-376 Managing premium wines using an $$(s - 1,s)$$ ( s - 1 , s ) inventory policy: a heuristic solution approach
by Mauricio Varas & Franco Basso & Armin Lüer-Villagra & Alejandro Mac Cawley & Sergio Maturana - 377-405 Optimal credit term, order quantity and selling price for perishable products when demand depends on selling price, expiration date, and credit period
by Ruihai Li & Jinn-Tsair Teng & Yingfei Zheng
August 2019, Volume 279, Issue 1
- 1-42 Branch and bound algorithms for solving the multi-commodity capacitated multi-facility Weber problem
by M. Hakan Akyüz & Temel Öncan & İ. Kuban Altınel - 43-70 A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania
by Audrius Kabašinskas & Francesca Maggioni & Kristina Šutienė & Eimutis Valakevičius - 71-87 A polyhedral study of dynamic monopolies
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