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October 2018, Volume 269, Issue 1
- 475-503 Integrated grey relational analysis and multi objective grey linear programming for sustainable electricity generation planning
by Hanif Malekpoor & Konstantinos Chalvatzis & Nishikant Mishra & Mukesh Kumar Mehlawat & Dimitrios Zafirakis & Malin Song - 505-520 Intuitionistic fuzzy multi-criteria group decision making with an application to critical path selection
by Mukesh Kumar Mehlawat & Nishtha Grover - 521-533 On fuzzy solution of a linear optimization problem with max-aggregation function relation inequality constraints
by Radko Mesiar & Fateme Kouchakinejad & Alexandra Šipošová - 535-548 Extremal symmetrization of aggregation functions
by Radko Mesiar & Andrea Stupňanová & Ronald R. Yager - 549-564 Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators
by Yogendra Pandey & S. K. Mishra - 565-582 Solution of a class of equilibrium problems and variational inequalities in FC spaces
by Gayatri Pany & Ram N. Mohapatra & Sabyasachi Pani - 583-621 A novel integrated condition-based maintenance and stochastic flexible job shop scheduling problem: simulation-based optimization approach
by Seyed Habib A. Rahmati & Abbas Ahmadi & Kannan Govindan - 623-640 Two-agent-based single-machine scheduling with switchover time to minimize total weighted completion time and makespan objectives
by Shesh Narayan Sahu & Yuvraj Gajpal & Swapan Debbarma - 641-666 Efficiency analysis of non-homogeneous parallel sub-unit systems for the performance measurement of higher education
by Sanjeet Singh & Prabhat Ranjan - 667-692 Bi-criteria transportation problem with multiple parameters
by Sonia Singh & Shalabh Singh - 693-707 Intuitionistic fuzzy multi-objective linear programming problem with various membership functions
by Sujeet Kumar Singh & Shiv Prasad Yadav - 709-725 Generalized higher-order cone-convex functions and higher-order duality in vector optimization
by S. K. Suneja & Sunila Sharma & Priyanka Yadav - 727-751 Directionally generalized differentiation for multifunctions and applications to set-valued programming problems
by Vo Duc Thinh & Thai Doan Chuong - 753-771 A meta-heuristic for capacitated green vehicle routing problem
by Shuai Zhang & Yuvraj Gajpal & S. S. Appadoo - 773-790 A multi-release software reliability modeling for open source software incorporating dependent fault detection process
by Mengmeng Zhu & Hoang Pham
September 2018, Volume 268, Issue 1
- 1-4 Preface: Behavioral operations management in social networks
by Zhimin Huang & Shaofu Du & Yugang Yu & Liang Liang - 5-20 Social enterprise tree network games
by Darko Skorin-Kapov - 21-40 Investigating task and risk orientations in social behavior in networks: a fuzzy set-based model connecting natural and social sciences
by Margaret F. Shipley & Faiza Khoja & J. Brooke Shipley - 41-62 A joint analysis of production and seeding strategies for new products: an agent-based simulation approach
by Ashkan Negahban & Jeffrey S. Smith - 63-91 How exposure to different opinions impacts the life cycle of social media
by Armin A. Rad & Mohammad S. Jalali & Hazhir Rahmandad - 93-111 Financial contagion behavior analysis based on complex network approach
by Yangguang Zhu & Feng Yang & Wuyi Ye - 113-128 Customer demand analysis of the electronic commerce supply chain using Big Data
by Lei Li & Ting Chi & Tongtong Hao & Tao Yu - 129-148 Inequity-averse agents’ deserved concerns under the linear contract: a social network setting
by Biao Luo & Chengyuan Wang & Tieshan Li - 149-175 Carbon emission reduction and pricing policies of a supply chain considering reciprocal preferences in cap-and-trade system
by Liangjie Xia & Tingting Guo & Juanjuan Qin & Xiaohang Yue & Ning Zhu - 177-213 Order allocation of logistics service supply chain with fairness concern and demand updating: model analysis and empirical examination
by Weihua Liu & Shuqing Wang & DongLei Zhu & Di Wang & Xinran Shen - 215-237 Inventory centralization with risk-averse newsvendors
by Jiahua Zhang & Shu-Cherng Fang & Yifan Xu - 239-257 Impacts of retailer’s risk averse behaviors on quick response fashion supply chain systems
by Tsan-Ming Choi - 259-272 Uncertain outcome presentations bias decisions: experimental evidence from Finland and Italy
by Azzurra Morreale & Jan Stoklasa & Mikael Collan & Giovanna Lo Nigro - 273-292 Supply chain decisions with reference quality effect under the O2O environment
by Yanyan He & Juan Zhang & Qinglong Gou & Gongbing Bi - 293-313 Reverse auctions with regret-anticipated bidders
by Xiaohu Qian & Shu-Cherng Fang & Min Huang & Qi An & Xingwei Wang - 315-331 Behavioral DEA model in evaluating the regional carrying states in China
by Dongwei Yang & Qiong Xia - 333-355 The hot-versus-cold effect in a punishment game: a multi-round experimental study
by Yukun Zhao & Xiaobo Zhao & Zuo-Jun Max Shen - 357-386 Multi-stakeholder decision theory
by Danny Samson & Pat Foley & Heng Soon Gan & Marianne Gloet - 387-404 Cooperation strategy of technology licensing based on evolutionary game
by Jinshi Cheng & Bengang Gong & Bangyi Li - 405-423 On the optimality of coupon books
by John G. Wilson & Jing Chen - 425-440 Environment-biased technological progress and industrial land-use efficiency in China’s new normal
by Malin Song & Shuhong Wang & Kaiya Wu - 441-467 Decomposition method for oligopolistic competitive models with common environmental regulation
by E. Allevi & A. Gnudi & I. V. Konnov & G. Oggioni - 469-495 Impacts of decision sequences on a random yield supply chain with a service level requirement
by Bo He & Guo Li & Mengqi Liu - 497-511 Centralized fixed cost and resource allocation considering technology heterogeneity: a DEA approach
by Tao Ding & Ya Chen & Huaqing Wu & Yuqi Wei - 513-537 Operational performance management of the power industry: a distinguishing analysis between effectiveness and efficiency
by Ke Wang & Chia-Yen Lee & Jieming Zhang & Yi-Ming Wei
August 2018, Volume 267, Issue 1
- 1-2 Managerial multiple objective optimization
by Ralph E. Steuer & José Rui Figueira & Hatem Masri - 3-28 A modular capacitated multi-objective model for locating maritime search and rescue vessels
by Amin Akbari & Ronald Pelot & H. A. Eiselt - 29-46 Multi-criteria optimal stopping methods applied to the portfolio optimisation problem
by Fouad Ben Abdelaziz & Ray Saadaoui Mallek - 47-63 Multiobjective bi-level programming for shared inventory with emergency and backorders
by Fouad Ben Abdelaziz & Sameh Mejri - 65-79 Robustness of weighted goal programming models: an analytical measure and its application to offshore wind-farm site selection in United Kingdom
by Mila Bravo & Dylan Jones & David Pla-Santamaria & Graham Wall - 81-99 Normal regularity for the feasible set of semi-infinite multiobjective optimization problems with applications
by Thai Doan Chuong & Do Sang Kim - 101-134 Non-permutation flowshop scheduling problem with minimal and maximal time lags: theoretical study and heuristic
by E. Dhouib & J. Teghem & T. Loukil - 135-151 Optimizing a linear fractional function over the integer efficient set
by Wassila Drici & Fatma Zohra Ouail & Mustapha Moulaï - 153-177 A multiple objective methodology for sugarcane harvest management with varying maturation periods
by Helenice de Oliveira Florentino & Chandra Irawan & Angelo Filho Aliano & Dylan F. Jones & Daniela Renata Cantane & Jonis Jecks Nervis - 179-201 A bi-objective approach to discrete cost-bottleneck location problems
by Sune Lauth Gadegaard & Andreas Klose & Lars Relund Nielsen - 203-219 Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth
by John B. Guerard & Harry Markowitz & Ganlin Xu & Ziwei Wang - 221-247 A mixed-model multi-objective analysis of strategic supply chain decision support in the Thai silk industry
by Natawat Jatuphatwarodom & Dylan F. Jones & Djamila Ouelhadj - 249-266 Doing good by doing well: a MCDM framework for evaluating corporate social responsibility attractiveness
by Maria Teresa Lamata & Vicente Liern & Blanca Pérez-Gladish - 267-279 Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach
by D. La Torre & F. Mendivil - 281-319 A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem
by K. Liagkouras & K. Metaxiotis - 321-334 Economic growth and abatement activities in a stochastic environment: a multi-objective approach
by Simone Marsiglio & Davide Torre - 335-352 Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
by Meryem Masmoudi & Fouad Ben Abdelaziz - 353-377 Exact and approximate approaches for the Pareto front generation of the single path multicommodity flow problem
by Hela Masri & Saoussen Krichen - 379-412 Inverse multiple criteria sorting problem
by Vincent Mousseau & Özgür Özpeynirci & Selin Özpeynirci - 413-430 Evolutionary multiobjective optimization for the multi-machine flow shop scheduling problem under blocking
by Nouha Nouri & Talel Ladhari - 431-446 A branch-and-cut technique to solve multiobjective integer quadratic programming problems
by Fatma Zohra Ouaïl & Mohamed El-Amine Chergui - 447-466 An interactive algorithm for multiple criteria constrained sorting problem
by Selin Özpeynirci & Özgür Özpeynirci & Vincent Mousseau - 467-491 Measuring incineration plants’ performance using combined data envelopment analysis, goal programming and mixed integer linear programming
by Konstantinos Petridis & Prasanta Kumar Dey - 493-513 On outperforming social-screening-indexing by multiple-objective portfolio selection
by Yue Qi - 515-529 A multi-objective approach to the cash management problem
by Francisco Salas-Molina & David Pla-Santamaria & Juan A. Rodriguez-Aguilar - 531-553 Third party logistics (3PL) selection for cold chain management: a fuzzy AHP and fuzzy TOPSIS approach
by Rajesh Kr. Singh & Angappa Gunasekaran & Pravin Kumar - 555-584 The efficiency of mutual funds
by Javier Vidal-García & Marta Vidal & Sabri Boubaker & Majdi Hassan - 585-606 Multiobjective portfolio optimization: bridging mathematical theory with asset management practice
by Panos Xidonas & Christis Hassapis & George Mavrotas & Christos Staikouras & Constantin Zopounidis - 607-628 Refinement of pure Pareto Nash equilibria in finite multicriteria games using preference relations
by Naouel Yousfi-Halimi & Mohammed Said Radjef & Hachem Slimani
July 2018, Volume 266, Issue 1
- 1-4 Preface: analytical models for financial modeling and risk management
by Constantin Zopounidis & Michalis Doumpos & Kyriaki Kosmidou - 5-33 Portfolio diversification in the sovereign credit swap markets
by Andrea Consiglio & Somayyeh Lotfi & Stavros A. Zenios - 35-69 Corporate hedging: an answer to the “how” question
by Jörgen Blomvall & Jonas Ekblom - 71-100 Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk
by Mariya Gubareva & Maria Rosa Borges - 101-127 Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal’s simplex
by Dirk Sierag & Bernard Hanzon - 129-157 An analytical approximation for single barrier options under stochastic volatility models
by Hideharu Funahashi & Tomohide Higuchi - 159-181 Convexity adjustment for constant maturity swaps in a multi-curve framework
by Nikolaos Karouzakis & John Hatgioannides & Kostas Andriosopoulos - 183-198 Recent advancements in robust optimization for investment management
by Jang Ho Kim & Woo Chang Kim & Frank J. Fabozzi - 199-221 Robust risk budgeting
by Michalis Kapsos & Nicos Christofides & Berc Rustem - 223-253 On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets
by A. Burak Paç & Mustafa Ç. Pınar - 255-291 Risk minimization in multi-factor portfolios: What is the best strategy?
by Philipp J. Kremer & Andreea Talmaciu & Sandra Paterlini - 293-312 Robust equity portfolio performance
by Jang Ho Kim & Woo Chang Kim & Do-Gyun Kwon & Frank J. Fabozzi - 313-327 Optimal decision for the market graph identification problem in a sign similarity network
by V. A. Kalyagin & A. P. Koldanov & P. A. Koldanov & P. M. Pardalos - 329-348 Constant proportion portfolio insurance in defined contribution pension plan management
by Busra Zeynep Temocin & Ralf Korn & A. Sevtap Selcuk-Kestel - 349-371 Tracking hedge funds returns using sparse clones
by Margherita Giuzio & Kay Eichhorn-Schott & Sandra Paterlini & Vincent Weber - 373-394 Portfolio management with benchmark related incentives under mean reverting processes
by Marco Nicolosi & Flavio Angelini & Stefano Herzel - 395-440 Are financial ratios relevant for trading credit risk? Evidence from the CDS market
by George Chalamandaris & Nikos E. Vlachogiannakis - 441-498 Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?
by Dimitrios Koutmos - 499-510 On Chinese stock markets: How have they evolved over time?
by Sebastián Cano-Berlanga & José-Manuel Giménez-Gómez - 511-529 Loan default prediction by combining soft information extracted from descriptive text in online peer-to-peer lending
by Cuiqing Jiang & Zhao Wang & Ruiya Wang & Yong Ding - 531-549 The effects of sector reforms on the productivity of Greek banks: a step-by-step analysis of the pre-Euro era
by Panagiotis Tziogkidis & Kent Matthews & Dionisis Philippas - 551-587 Assessing efficiency profiles of UK commercial banks: a DEA analysis with regression-based feedback
by Jamal Ouenniche & Skarleth Carrales - 589-612 A combined methodology for the concurrent evaluation of the business, financial and sports performance of football clubs: the case of France
by Emilios Galariotis & Christophe Germain & Constantin Zopounidis
June 2018, Volume 265, Issue 2
- 183-186 Cognitive systems and operations research in big data and cloud computing
by Marek R. Ogiela & Hoon Ko - 187-204 Indoor localization and navigation using smartphone sensory data
by Hui-Huang Hsu & Jung-Kuei Chang & Wei-Jan Peng & Timothy K. Shih & Tun-Wen Pai & Ka Lok Man - 205-222 Optimal column subset selection for image classification by genetic algorithms
by Pavel Krömer & Jan Platoš & Jana Nowaková & Václav Snášel - 223-239 Human actions recognition from motion capture recordings using signal resampling and pattern recognition methods
by Tomasz Hachaj & Marek R. Ogiela & Katarzyna Koptyra - 241-255 Experimental comparisons with respect to the usage of the promising relations in EDA-based causal discovery
by Song Ko & Hyunki Lim & Hoon Ko & Dae-Won Kim - 257-268 A service model for nutrition supplement prediction based on Fuzzy Bayes model using bigdata in livestock
by Saraswathi Sivamani & Jongsun Choi & Yongyun Cho - 269-291 Including cognitive aspects in multiple criteria decision analysis
by João Carneiro & Luís Conceição & Diogo Martinho & Goreti Marreiros & Paulo Novais - 293-304 New paradigms of cognitive management extending computational intelligence approaches
by Lidia Ogiela & Urszula Ogiela - 305-317 Improved performance optimization for massive small files in cloud computing environment
by Chang Choi & Chulwoong Choi & Junho Choi & Pankoo Kim
June 2018, Volume 265, Issue 1
- 1-4 Paths, pivots, and practice: the power of optimization
by Miguel F. Anjos & Antoine Deza - 5-27 Computational study of valid inequalities for the maximum k-cut problem
by Vilmar Jefté Rodrigues de Sousa & Miguel F. Anjos & Sébastien Le Digabel - 29-46 On component commonality for periodic review assemble-to-order systems
by Antoine Deza & Kai Huang & Hongfeng Liang & Xiao Jiao Wang - 47-65 Combinatorial redundancy detection
by Komei Fukuda & Bernd Gärtner & May Szedlák - 67-92 A numerical evaluation of the bounded degree sum-of-squares hierarchy of Lasserre, Toh, and Yang on the pooling problem
by Ahmadreza Marandi & Joachim Dahl & Etienne Klerk - 93-118 Efficient solution of many instances of a simulation-based optimization problem utilizing a partition of the decision space
by Zuzana Nedělková & Peter Lindroth & Michael Patriksson & Ann-Brith Strömberg - 119-141 How difficult is nonlinear optimization? A practical solver tuning approach, with illustrative results
by János D. Pintér - 143-154 Graph bisection revisited
by Renata Sotirov - 155-182 LP-based tractable subcones of the semidefinite plus nonnegative cone
by Akihiro Tanaka & Akiko Yoshise
May 2018, Volume 264, Issue 1
- 1-40 Modelling and analysis of hub-and-spoke networks under stochastic demand and congestion
by Nader Azizi & Navneet Vidyarthi & Satyaveer S. Chauhan - 41-56 Efficient extensions of communication values
by Sylvain Béal & André Casajus & Frank Huettner - 57-87 Dantzig–Wolfe decomposition approach to the vehicle assignment problem with demand uncertainty in a hybrid hub-and-spoke network
by Jiyoung Choi & Chungmok Lee & Sungsoo Park - 89-121 A variational inequality formulation for designing a multi-echelon, multi-product supply chain network in a competitive environment
by Isa Feyzian-Tary & Jafar Razmi & Mohamad Sadegh Sangari - 123-155 A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand
by Céline Gicquel & Jianqiang Cheng - 157-191 Functional law of the iterated logarithm for multi-server queues with batch arrivals and customer feedback
by Yongjiang Guo & Yunan Liu & Renhu Pei - 193-211 A column generation approach and new bounds for the car sequencing problem
by Eivind Jahren & Roberto Asín Achá - 213-234 A directional semi-oriented radial DEA measure: an application on financial stability and the efficiency of banks
by Sepideh Kaffash & Reza Kazemi Matin & Mohammad Tajik - 235-265 Representation-compatible power indices
by Serguei Kaniovski & Sascha Kurz - 267-286 And/or-convexity: a graph convexity based on processes and deadlock models
by Carlos V. G. C. Lima & Fábio Protti & Dieter Rautenbach & Uéverton S. Souza & Jayme L. Szwarcfiter - 287-305 Perfect edge domination: hard and solvable cases
by Min Chih Lin & Vadim Lozin & Veronica A. Moyano & Jayme L. Szwarcfiter - 307-323 Network DEA-based biobjective optimization of product flows in a supply chain
by Sebastian Lozano & Belarmino Adenso-Diaz - 325-337 Assignment of swimmers to events in a multi-team meeting for team global performance optimization
by Simona Mancini - 339-366 Using forward Monte-Carlo simulation for the valuation of American barrier options
by Daniel Wei-Chung Miao & Yung-Hsin Lee & Jr-Yan Wang - 367-389 A novel DEA model based on uncertainty theory
by Zahra Mohmmad Nejad & Alireza Ghaffari-Hadigheh - 391-407 Financial hedging and competitive strategy for value-maximizing firms under quantity competition
by Jian Ni & Lap Keung Chu & Shoude Li - 409-433 Dispatching algorithm for production programming of flexible job-shop systems in the smart factory industry
by Miguel A. Ortíz & Leidy E. Betancourt & Kevin Parra Negrete & Fabio Felice & Antonella Petrillo - 435-458 Accelerating the diffusion of innovations under mixed word of mouth through marketing–operations interaction
by Fouad El Ouardighi & Gustav Feichtinger & Gila E. Fruchter - 459-476 Optimal inventory policies for deteriorating items with trapezoidal-type demand patterns and maximum lifetimes under upstream and downstream trade credits
by Jiang Wu & Jinn-Tsair Teng & Konstantina Skouri - 477-498 Daily aircraft routing for amphibious ready groups
by Ertan Yakıcı & Robert F. Dell & Travis Hartman & Connor McLemore - 499-539 The impact of manufacturer’s encroachment and nonlinear production cost on retailer’s information sharing decisions
by Daozhi Zhao & Zhibao Li - 541-541 Correction to: Fair ticket pricing in public transport as a constrained cost allocation game
by Ralf Borndörfer & Nam-Dũng Hoang - 543-543 Correction to: Short-term manpower planning for MRT carriage maintenance under mixed deterministic and stochastic demands
by Chia-Hung Chen & Shangyao Yan & Miawjane Chen - 545-545 Correction to: Time symmetry of resource constrained project scheduling with general temporal constraints and take-give resources
by Zdeněk Hanzálek & Přemysl Šůcha
April 2018, Volume 263, Issue 1
- 1-3 Preface: Data mining and analytics
by Victoria C. P. Chen & Seoung Bum Kim & Asil Oztekin & Duraikannan Sundaramoorthi - 5-19 Distant diversity in dynamic class prediction
by Şenay Yaşar Sağlam & W. Nick Street - 21-43 Robust relevance vector machine for classification with variational inference
by Sangheum Hwang & Myong K. Jeong - 45-68 Robust chance-constrained support vector machines with second-order moment information
by Ximing Wang & Neng Fan & Panos M. Pardalos - 69-91 Application of kernel principal component analysis to multi-characteristic parameter design problems
by Woojin Soh & Heeyoung Kim & Bong-Jin Yum - 93-118 Information-theoretic feature selection with discrete $$k$$ k -median clustering
by Onur Şeref & Ya-Ju Fan & Elan Borenstein & Wanpracha A. Chaovalitwongse - 119-140 Self-organizing network for variable clustering
by Gang Liu & Hui Yang - 141-162 Making a state-of-the-art heuristic faster with data mining
by Daniel Martins & Gabriel M. Vianna & Isabel Rosseti & Simone L. Martins & Alexandre Plastino - 163-189 Multi-sensor slope change detection
by Yang Cao & Yao Xie & Nagi Gebraeel - 191-207 A distance-based control chart for monitoring multivariate processes using support vector machines
by Shuguang He & Wei Jiang & Houtao Deng - 209-230 Merchant selection and pricing strategy for a platform firm in the online group buying market
by Tomohiro Ando - 231-245 A Bayesian framework for large-scale geo-demand estimation in on-line retailing
by Zhiwei Qin & John Bowman & Jagtej Bewli - 247-269 DEA as a tool for auditing: application to Chinese manufacturing industry with parallel network structures
by Yande Gong & Joe Zhu & Ya Chen & Wade D. Cook - 271-310 Joint optimization of ordering and maintenance with condition monitoring data
by Ramin Moghaddass & Şeyda Ertekin - 311-337 Provider selection and task allocation in telecommunications with QoS degradation policy
by Nihat Kasap & Hasan Hüseyin Turan & Hüseyin Savran & Berna Tektas-Sivrikaya & Dursun Delen - 339-360 Which startup to invest in: a personalized portfolio strategy
by Hao Zhong & Chuanren Liu & Junwei Zhong & Hui Xiong - 361-384 Data-driven optimization for Dallas Fort Worth International Airport deicing activities
by Huiyuan Fan & Prashant K. Tarun & Victoria C. P. Chen & Dachuan T. Shih & Jay M. Rosenberger & Seoung Bum Kim & Robert A. Horton - 385-404 Recovering all generalized order-preserving submatrices: new exact formulations and algorithms
by Andrew C. Trapp & Chao Li & Patrick Flaherty - 405-428 Clustering of short time-course gene expression data with dissimilar replicates
by Ozan Cinar & Ozlem Ilk & Cem Iyigun - 429-451 Classifying readmissions to a cardiac intensive care unit
by Yazan F. Roumani & Yaman Roumani & Joseph K. Nwankpa & Mohan Tanniru - 453-477 Improving hospital layout planning through clinical pathway mining
by Ines Verena Arnolds & Daniel Gartner - 479-499 Predicting pediatric clinic no-shows: a decision analytic framework using elastic net and Bayesian belief network
by Kazim Topuz & Hasmet Uner & Asil Oztekin & Mehmet Bayram Yildirim - 501-527 Evaluating the importance of different communication types in romantic tie prediction on social media
by Matthias Bogaert & Michel Ballings & Dirk Van den Poel - 529-549 Spatial associations in global household bicycle ownership
by Olufolajimi Oke & Kavi Bhalla & David C. Love & Sauleh Siddiqui - 551-564 Predicting social response to infectious disease outbreaks from internet-based news streams
by Shannon M. Fast & Louis Kim & Emily L. Cohn & Sumiko R. Mekaru & John S. Brownstein & Natasha Markuzon - 565-585 A causal analytic approach to student satisfaction index modeling
by Ali Turkyilmaz & Leyla Temizer & Asil Oztekin
March 2018, Volume 262, Issue 2
- 239-240 Preface: Risk management decisions and wealth management in Financial Economics
by Hatem Ben Ameur & Ephraim Clark & André Palma & Jean-Luc Prigent - 241-256 Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity
by Ilyes Abid & Farid Mkaouar & Olfa Kaabia - 257-285 Ex-ante real estate Value at Risk calculation method
by Charles-Olivier Amédée-Manesme & Fabrice Barthélémy - 287-306 Measurement errors in stock markets
by Hachmi Ben Ameur & Fredj Jawadi & Abdoulkarim Idi Cheffou & Wael Louhichi - 307-333 Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets
by Christos Avdoulas & Stelios Bekiros & Sabri Boubaker - 335-359 Are employee stock option exercise decisions better explained through the prospect theory?
by Hamza Bahaji - 361-387 On information costs, short sales and the pricing of extendible options, steps and Parisian options
by Mondher Bellalah - 389-411 Pricing derivatives in the presence of shadow costs of incomplete information and short sales
by Mondher bellalah - 413-429 Risk-based strategies: the social responsibility of investment universes does matter
by Philippe Bertrand & Vincent Lapointe - 431-461 Modelling credit spreads with time volatility, skewness, and kurtosis
by Ephraim Clark & Selima Baccar - 463-491 Option implied ambiguity and its information content: Evidence from the subprime crisis
by Tarik Driouchi & Lenos Trigeorgis & Raymond H. Y. So - 493-518 Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles)
by David Feldman & Xin Xu - 519-545 How do capital structure and economic regime affect fair prices of bank’s equity and liabilities?
by Donatien Hainaut & Yang Shen & Yan Zeng - 547-578 Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints
by Ran Ji & Miguel A. Lejeune - 579-603 Systemic risk, financial markets, and performance of financial institutions
by Edward M. H. Lin & Edward W. Sun & Min-Teh Yu - 605-629 Dynamic portfolio insurance strategies: risk management under Johnson distributions
by Naceur Naguez - 631-652 On the robustness of portfolio allocation under copula misspecification
by Abdallah Ben Saida & Jean-luc Prigent - 653-681 Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
by Hanene Ben Salah & Mohamed Chaouch & Ali Gannoun & Christian Peretti & Abdelwahed Trabelsi
March 2018, Volume 262, Issue 1
- 1-2 Preface
by Stan Uryasev & Jun-ya Gotoh - 3-28 Superquantile/CVaR risk measures: second-order theory
by R. Tyrrell Rockafellar & Johannes O. Royset - 29-46 On the dual representation of coherent risk measures
by Marcus Ang & Jie Sun & Qiang Yao - 47-65 When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management
by Roger W. Barnard & Kent Pearce & A. Alexandre Trindade - 67-88 CVaR distance between univariate probability distributions and approximation problems
by Konstantin Pavlikov & Stan Uryasev - 89-108 Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights
by Maciej Rysz & Foad Mahdavi Pajouh & Pavlo Krokhmal & Eduardo L. Pasiliao - 109-132 Detecting robust cliques in graphs subject to uncertain edge failures
by Oleksandra Yezerska & Sergiy Butenko & Vladimir L. Boginski - 133-151 A fair division approach to humanitarian logistics inspired by conditional value-at-risk
by Amy Givler Chapman & John E. Mitchell - 153-184 Photovoltaic power plant design considering multiple uncertainties and risk
by Yasemin Merzifonluoglu & Eray Uzgoren - 185-212 Risk-based models for emergency shelter and exit design in buildings
by Reza Faturechi & Shabtai Isaac & Elise Miller-Hooks & Lei Feng - 213-238 Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps
by Sandun Perera & Winston Buckley & Hongwei Long
February 2018, Volume 261, Issue 1
- 1-43 Evaluating the effects of environmental regulations on a closed-loop supply chain network: a variational inequality approach
by E. Allevi & A. Gnudi & I. V. Konnov & G. Oggioni - 45-77 Decomposing risk in an exploitation–exploration problem with endogenous termination time
by Francisco Alvarez - 79-105 Group maintenance policies for an R-out-of-N system with phase-type distribution
by Yonit Barron - 107-134 Rearrangement algorithm and maximum entropy
by Carole Bernard & Oleg Bondarenko & Steven Vanduffel - 135-153 Predispatch of hydroelectric power systems with modifications in network topologies
by S. M. S. Carvalho & A. R. L. Oliveira & C. Lyra - 155-165 Characterization of an inconsistency ranking for pairwise comparison matrices
by László Csató - 167-184 Waiting time distribution for an exchangeable item repair system with up to two failed components
by Michael Dreyfuss & Alan Stulman - 185-206 Computing conditional sojourn time of a randomly chosen tagged customer in a $$\textit{BMAP/MSP/}1$$ BMAP / MSP / 1 queue under random order service discipline
by Souvik Ghosh & A. D. Banik - 207-232 A DEA ranking method based on cross-efficiency intervals and signal-to-noise ratio
by Shiang-Tai Liu