Journal: OR Spektrum

Found 334 papers in total
A fresh view on the Ho–Lee model of the term structure from a stochastic discounting perspective
A fresh view on the Ho–Lee model of the term structure from a stochastic discounting perspective
1999,
The paper gives a slightly generalised version of the well-known Ho–Lee model of...
Portfolio optimization: Volatility constraints versus shortfall constraints
Portfolio optimization: Volatility constraints versus shortfall constraints
1999,
In this paper we examine two models of portfolio optimization. Volatility (standard...
Pricing discrete knock-out options with tree methods
Pricing discrete knock-out options with tree methods
1999,
This paper investigates the pricing of discrete knock-out options with tree methods....
Importance of mean-reversion of interest rate processes for options: The example of range warrants
Importance of mean-reversion of interest rate processes for options: The example of range warrants
1999,
Despite its well-known limitations, Black's model is often used in practice to value...
A model for analyzing limit order trading in index futures markets
A model for analyzing limit order trading in index futures markets
1999,
Open positions in futures are rarely held until expiration. Typically, the position...
Payback is better than its reputation!
Payback is better than its reputation!
1999,
An investor using the payback method needs a criterion which will separate the good...
Inventory control in multi-echelon divergent systems with random lead times
Inventory control in multi-echelon divergent systems with random lead times
1999,
This paper deals with integral inventory control in multi-echelon divergent systems...
Inventory service-levels in the customer supply chain
Inventory service-levels in the customer supply chain
2000,
In this paper we consider an inventory location that serves downstream nodes (e.g....
Decisions with uncertain alternatives
Decisions with uncertain alternatives
1999,
This paper analyses decision models with an uncertain set of alternatives defined by a...
Certainty preference and the Arrow–Pratt measure
Certainty preference and the Arrow–Pratt measure
2000,
In Schmidt a new axiomatic model of decision making under risk has been developed,...
A note on indifference curves in the (μ, σ)-space
A note on indifference curves in the (μ, σ)-space
2000,
A numerical example employing a class of increasing absolute risk averse utility...
Heuristics for flexible employee scheduling
Heuristics for flexible employee scheduling
1999,
Approaches to manpower scheduling are dealt with in different problem areas where...
A note on the valuation of risky corporate bonds
A note on the valuation of risky corporate bonds
1999,
Simple formulas for the prices of corporate discount and coupon bonds are found using...
Market risk budgeting with value-at-risk-limits for linear positions
Market risk budgeting with value-at-risk-limits for linear positions
1999,
Value-at-Risk limits shall be used for allocating capital within financial...
Restructuring of Swiss parcel delivery services
Restructuring of Swiss parcel delivery services
2000,
Recently, the Swiss postal services have been confronted with some drastic changes....
Marketing and operations research – a literature survey
Marketing and operations research – a literature survey
2000,
Over the last decades the quantitative research based on Operations Research and...
Optimal allocation of profit across companies operating with a joint salesforce
Optimal allocation of profit across companies operating with a joint salesforce
2000,
We investigate the problem of companies that want to cooperate either by combining...
Optimal conditions for sales force equitable compensation
Optimal conditions for sales force equitable compensation
2000,
Past theoretical sales force compensation research has typically applied paradigms...
Application of connectionistic models for the evaluation of market structures
Application of connectionistic models for the evaluation of market structures
2000,
An often occurring problem in marketing research is the consumers' segmentation by...
Remarks on the behavioristic analysis of competitive reactions
Remarks on the behavioristic analysis of competitive reactions
2000,
One particularly predominant current challenge to quantitative management science is...
The analysis of rank ordered preference data based on Bradley–Terry type models
The analysis of rank ordered preference data based on Bradley–Terry type models
2000,
In this article we propose an approach to study the effect of consumer-specific...
Determinants of regular, promotional and cross price elasticities
Determinants of regular, promotional and cross price elasticities
2000,
The effects of market characteristics on price elasticities are investigated. Market...
Examining the interaction of marketing and financing decisions in a dynamic environment
Examining the interaction of marketing and financing decisions in a dynamic environment
2000,
The market success of a new product critically depends on the marketing strategy that...
A simulation analysis of brand investments
A simulation analysis of brand investments
2000,
In the past decade several firm acquisitions have been made with the main purpose of...
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