Journal: International Transactions in Operational Research

Found 843 papers in total
Portfolio value at risk bounds
Portfolio value at risk bounds
2002,
This paper develops value at risk (VAR) measures for portfolios of correlated...
On the evolution of global style factors in the Morgan Stanley Capital International universe of assets
On the evolution of global style factors in the Morgan Stanley Capital International universe of assets
2002,
We explore the effects of global style factors on the Morgan Stanley Capital...
Dual stochastic dominance and quantile risk measures
Dual stochastic dominance and quantile risk measures
2002,
Following the seminal work by Markowitz, the portfolio selection problem is usually...
Portfolio selection on the Madrid Exchange: a compromise programming model
Portfolio selection on the Madrid Exchange: a compromise programming model
2003,
As a contribution to portfolio selection analysis, we develop a compromise programming...
An improved direct labeling method for the max-flow min-cut computation in large hypergraphs and applications
An improved direct labeling method for the max-flow min-cut computation in large hypergraphs and applications
2003,
Algorithms described so far to solve the maximum flow problem on hypergraphs first...
A hierarchical location model for locating bank branches in a competitive environment
A hierarchical location model for locating bank branches in a competitive environment
2002,
Recent developments in the provision of banking services are expected to affect the...
On the importance of sequencing decisions in production planning and scheduling
On the importance of sequencing decisions in production planning and scheduling
2002,
We discuss the traditional hierarchical approach to production planning and...
A hybrid search combining interior point methods and metaheuristics for 0–1 programming
A hybrid search combining interior point methods and metaheuristics for 0–1 programming
2002,
Our search deals with methods hybridizing interior point processes and metaheuristics...
Two-machine flowshop minimum-length scheduling problem with random and bounded processing times
Two-machine flowshop minimum-length scheduling problem with random and bounded processing times
2003,
We address the two-machine flowshop scheduling problem to minimize makespan where jobs...
Using Cpk index with fuzzy numbers to evaluate service quality
Using Cpk index with fuzzy numbers to evaluate service quality
2002,
Service quality is measured by customers' satisfaction. Traditionally, the degree of...
A genetic algorithm for a university weekly courses timetabling problem
A genetic algorithm for a university weekly courses timetabling problem
2002,
The timetabling problem is concerned with the allocation, subject to constraints, of...
Applying intelligent agents technology in a collaborative work environment
Applying intelligent agents technology in a collaborative work environment
2003,
The current state of the art in computer-mediated collaborative work is mainly limited...
Approximate algorithms for the container loading problem
Approximate algorithms for the container loading problem
2002,
In this paper we develop several algorithms for solving three-dimensional...
The value of information in a long-term hydro-thermal electrical planning model
The value of information in a long-term hydro-thermal electrical planning model
2003,
This article presents the analysis, comparison, and application of two alternative...
Assessing profitability factors in the Greek banking system: a multicriteria methodology
Assessing profitability factors in the Greek banking system: a multicriteria methodology
2002,
The increasing competition in the national and international banking markets, the...
Branch network and modular service optimization for community banking
Branch network and modular service optimization for community banking
2002,
In the information society, what is clearly changing is the role and image of bank...
Satisfaction benchmarking and customer classification: an application to the branches of a banking organization
Satisfaction benchmarking and customer classification: an application to the branches of a banking organization
2002,
Banking services constitute a highly competitive market and indicate a representative...
Time-series behavior of intra-daily data from the Athens Stock Exchange
Time-series behavior of intra-daily data from the Athens Stock Exchange
2002,
This paper explores the time-series behavior of intra-daily equity index data from the...
A comparison of the rough sets and recursive partitioning induction approaches: an application to commercial loans
A comparison of the rough sets and recursive partitioning induction approaches: an application to commercial loans
2002,
Credit scoring is the term used to describe methods utilized for classifying...
Determination of loan interest rate considering bankruptcy and mortgage collection costs
Determination of loan interest rate considering bankruptcy and mortgage collection costs
2002,
Particularly in Japan, risk management relating to bankruptcy of financed enterprises...
The electrical distribution network planning problem
The electrical distribution network planning problem
2003,
In this paper we are dealing with the electrical distribution network planning problem...
A note on the NP-hardness of the consecutive block minimization problem
A note on the NP-hardness of the consecutive block minimization problem
2002,
We show that consecutive block minimization problem is NP-hard even when restricted to...
Multi-criteria classification methods in financial and banking decisions
Multi-criteria classification methods in financial and banking decisions
2002,
Over the past two decades, the quantitative analysis of financial and banking...
Capacity planning in a transitional setting with simulation-based modeling: A case study
Capacity planning in a transitional setting with simulation-based modeling: A case study
2002,
Significant progress has been made in the development of modeling and analysis...
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