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ORCIDEuropean Journal of Operational Research, Volume 163
Volume 163, Number 1, May 2005
- Rita Laura D'Ecclesia:
Financial modelling and risk management. 1-4 - Giorgio Szegö:
Measures of risk. 5-19 - M. D. Hayford, A. G. Malliaris:
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule. 20-29 - Damiano Brigo, Fabio Mercurio, Massimo Morini:
The LIBOR model dynamics: Approximations, calibration and diagnostics. 30-51 - Rosella Giacometti
, Mariangela Teocchi:
On pricing of credit spread options. 52-64 - Mario Onorato, Edward I. Altman:
An integrated pricing model for defaultable loans and bonds. 65-82 - Carlo Mari, Roberto Renò:
Credit risk analysis of mortgage loans: An application to the Italian market. 83-93 - Eugene Nivorozhkin:
The informational content of subordinated debt and equity prices in the presence of bankruptcy costs. 94-101 - Fabio Bellini, Gianna Figà-Talamanca:
Runs tests for assessing volatility forecastability in financial time series. 102-114 - Alexei A. Gaivoronski, Sergiy Krylov, Nico van der Wijst:
Optimal portfolio selection and dynamic benchmark tracking. 115-131 - G. Carcano, Paolo Falbo, Silvana Stefani:
Speculative trading in mean reverting markets. 132-144 - Maria Letizia Guerra, Laerte Sorini:
Testing robustness in calibration of stochastic volatility models. 145-153 - Jozsef Abaffy, Marida Bertocchi, Adriana Gnudi:
Extensions of the Ho and Lee interest-rate model to the multinomial case. 154-169 - Maria Rosaria Simonelli:
Indeterminacy in portfolio selection. 170-176 - Jason Laws, John L. Thompson:
Hedging effectiveness of stock index futures. 177-191 - Silvia Muzzioli, Costanza Torricelli:
The pricing of options on an interval binomial tree. An application to the DAX-index option market. 192-200 - Christian Menn, Svetlozar T. Rachev:
A GARCH option pricing model with alpha-stable innovations. 201-209 - Algirdas Laukaitis, Alfredas Rackauskas:
Functional data analysis for clients segmentation tasks. 210-216 - Diana Barro, Elio Canestrelli:
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach. 217-229 - Francesco M. Paris:
Selecting an optimal portfolio of consumer loans by applying the state preference approach. 230-241 - Ken Holden, John L. Thompson, Yuphin Ruangrit:
The Asian crisis and calendar effects on stock returns in Thailand. 242-252 - Natividad Blasco, Pilar Corredor, Cristina Del Rio, Rafael Santamaría:
Bad news and Dow Jones make the Spanish stocks go round. 253-275 - Salvador Cruz Rambaud, José García Pérez, Miguel Ángel Sánchez Granero, Juan Evangelista Trinidad Segovia:
Theory of portfolios: New considerations on classic models and the Capital Market Line. 276-283 - Francesco Maffioli:
In: Alexander Schrijver, Editors, Combinatorial Optimization-Polyhedra and Efficiency or All You Wanted to Know about Polyhedral Combinatorics and Never Dared to Ask. 284-286
Volume 163, Number 2, June 2005
- Denis Bouyssou, Marc Pirlot:
Following the traces: : An introduction to conjoint measurement without transitivity and additivity. 287-337 - Ahti Salo, Antti Punkka:
Rank inclusion in criteria hierarchies. 338-356 - David Hartvigsen:
Representing the strengths and directions of pairwise comparisons. 357-369 - Francesc Carreras:
A decisiveness index for simple games. 370-387 - Paul Goodwin:
Providing support for decisions based on time series information under conditions of asymmetric loss. 388-402 - Malcolm J. Beynon:
Understanding local ignorance and non-specificity within the DS/AHP method of multi-criteria decision making. 403-417 - Gregory Levitin:
Uneven allocation of elements in linear multi-state sliding window system. 418-433 - Shih-Pin Chen:
Parametric nonlinear programming approach to fuzzy queues with bulk service. 434-444 - Shey-Huei Sheu, Yu-Hung Chien:
Optimal burn-in time to minimize the cost for general repairable products sold under warranty. 445-461 - Konstantina Pendaraki, Constantin Zopounidis, Michael Doumpos:
On the construction of mutual fund portfolios: A multicriteria methodology and an application to the Greek market of equity mutual funds. 462-481 - Mark Vroblefski, Ram Ramesh, Stanley Zionts:
A unified framework for approximation of general telecommunication networks. 482-502 - Benoît Bourbeau, Teodor Gabriel Crainic, Michel Gendreau, Jacques Robert:
Design for optimized multi-lateral multi-commodity markets. 503-529 - Moutaz J. Khouja, Stephanie S. Robbins:
Optimal pricing and quantity of products with two offerings. 530-544 - Dean A. Shepherd, Michael J. Armstrong, Moren Lévesque:
Allocation of attention within venture capital firms. 545-564 - Marek Galewski:
A note on invex problems with nonnegative variable. 565-568 - Joseph Y.-T. Leung, Haibing Li, Michael L. Pinedo, Chelliah Sriskandarajah:
Open shops with jobs overlap - revisited. 569-571
Volume 163, Number 3, June 2005
- Hartmut Stadtler, Ton G. de Kok, Herbert Meyr:
Editorial - in honour of Bernhard Fleischmann. 573-574 - Hartmut Stadtler:
Supply chain management and advanced planning--basics, overview and challenges. 575-588 - Dick Carlsson, Mikael Rönnqvist:
Supply chain management in forestry--case studies at Södra Cell AB. 589-616 - Claudio Arbib, Fabrizio Marinelli:
Integrating process optimization and inventory planning in cutting-stock with skiving option: An optimization model and its application. 617-630 - Jan A. Persson, Maud Göthe-Lundgren:
Shipment planning at oil refineries using column generation and valid inequalities. 631-652 - Charles J. Corbett, Gregory A. DeCroix, Albert Y. Ha:
Optimal shared-savings contracts in supply chains: Linear contracts and double moral hazard. 653-667 - Gregor Dudek, Hartmut Stadtler:
Negotiation-based collaborative planning between supply chains partners. 668-687 - Andreas Robotis, Shantanu Bhattacharya, Luk N. Van Wassenhove:
The effect of remanufacturing on procurement decisions for resellers in secondary markets. 688-705 - J. M. Spitter, Cor A. J. Hurkens, Ton G. de Kok, Jan Karel Lenstra, Ebbe G. Negenman:
Linear programming models with planned lead times for supply chain operations planning. 706-720 - Christina Nielsen, Christian Larsen:
An analytical study of the Q. 721-732 - Andrei Sleptchenko, M. C. van der Heijden, Aart van Harten:
Using repair priorities to reduce stock investment in spare part networks. 733-750 - Nico P. Dellaert, Jully Jeunet:
An alternative to safety stock policies for multi-level rolling schedule MRP problems. 751-768 - Charles S. Tapiero:
Value at risk and inventory control. 769-775 - Chung-Yuan Dye, Liang-Yuh Ouyang:
An EOQ model for perishable items under stock-dependent selling rate and time-dependent partial backlogging. 776-783 - Muammer Ozer:
Factors which influence decision making in new product evaluation. 784-801 - Aydin Alptekinoglu, Christopher S. Tang:
A model for analyzing multi-channel distribution systems. 802-824 - Susan A. Slotnick, Matthew J. Sobel:
Manufacturing lead-time rules: Customer retention versus tardiness costs. 825-856
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