Journal: Annals of Operations Research

Found 3339 papers in total
Dynamic linkages between stock prices, accrual earnings and cash flows: A cointegration analysis
Dynamic linkages between stock prices, accrual earnings and cash flows: A cointegration analysis
1993,
This paper investigates the dynamic linkages between stock market prices, accrual...
Using Kalman filter and finite difference techniques in default free bond pricing models
Using Kalman filter and finite difference techniques in default free bond pricing models
1993,
A model to price default free bonds, similar to ones developed by Cox, Ingersoll and...
Look-back policies for two-stage, pull-type production/inventory systems
Look-back policies for two-stage, pull-type production/inventory systems
1994,
The authors consider a two-stage, pull-type production/inventory system with a known...
Order selection on a single machine with high set-up costs
Order selection on a single machine with high set-up costs
1993,
The paper studies the problem of allocating a limited quantity of a single...
Local search procedures for improving feasible solutions to the Sequential Ordering Problem
Local search procedures for improving feasible solutions to the Sequential Ordering Problem
1993,
Given a digraph G=(V,A), a weight for each node in V and a weight for each arc in A,...
Optimal portfolios with asymptotic criteria
Optimal portfolios with asymptotic criteria
1993,
This paper is concerned with a portfolio optimization model for a long planning...
A mean-absolute deviation-skewness portfolio optimization model
A mean-absolute deviation-skewness portfolio optimization model
1993,
It is assumed in the standard portfolio analysis that an investor is risk averse and...
A two-stage approach to multi-period allocation of savings among investment plans
A two-stage approach to multi-period allocation of savings among investment plans
1993,
This paper presents a two-stage multi-period decision model for allocation of the...
On the number of securities which constitute an efficient portfolio
On the number of securities which constitute an efficient portfolio
1993,
The purpose of this paper is to discuss the relationship between the number of...
An interior point algorithm for large scale portfolio optimization
An interior point algorithm for large scale portfolio optimization
1993,
The minimum-norm point problem which arises in portfolio selections is discussed and...
Mean-absolute deviation portfolio optimization for mortgage-backed securities
Mean-absolute deviation portfolio optimization for mortgage-backed securities
1993,
The authors develop an integrated simulation/optimization model for managing...
A method for the analysis of equilibrium multipart prices in oligopolistic markets
A method for the analysis of equilibrium multipart prices in oligopolistic markets
1993,
Motivated by the fact that both long distance and local telephone business are...
Production planning via scenario modelling
Production planning via scenario modelling
1993,
Several Linear Programming (LP) and Mixed Integer Programing (MIP) models for the...
On modelling the maximum workload allocation for parallel unrelated machines with setups
On modelling the maximum workload allocation for parallel unrelated machines with setups
1993,
Considering a manufacturing process in which a group of machines (or people) perform a...
On degeneracy and collapsing in the construction of the set of objective values in a multiple objective linear program
On degeneracy and collapsing in the construction of the set of objective values in a multiple objective linear program
1993,
In this paper an algorithm is developed to generate all nondominated extreme points...
Error bounds and strong upper semicontinuity for monotone affine variational inequalities
Error bounds and strong upper semicontinuity for monotone affine variational inequalities
1993,
Global error bounds for possibly degenerate or nondegenerate monotone affine...
On degeneracy in linear programming and related problems
On degeneracy in linear programming and related problems
1993,
Methods related to Wolfe’s recursive method for the resolution of degeneracy in...
An improved N-tree algorithm for the enumeration of all neighbors of a degenerate vertex
An improved N-tree algorithm for the enumeration of all neighbors of a degenerate vertex
1993,
Based on the concept of degeneracy graphs, theoretical and algorithmic aspects of the...
On some properties of o-degeneracy graphs
On some properties of o-degeneracy graphs
1993,
Degenerate optima in linear programming problems lead in a canonical way to so-called...
A strictly improving linear programming Phase I algorithm
A strictly improving linear programming Phase I algorithm
1993,
Instead of trying to recognize and avoid degenerate steps in the simplex method (as...
A practical anti-degeneracy row selection technique in network linear programming
A practical anti-degeneracy row selection technique in network linear programming
1993,
A characteristic feature of the primal network simplex algorithm (NSA) is that it...
A simplified global convergence proof of the affine scaling algorithm
A simplified global convergence proof of the affine scaling algorithm
1993,
This paper presents a simplified and self-contained global convergence proof for the...
Vague matrices in linear programming
Vague matrices in linear programming
1993,
This paper deals with so-called vague matrices, the columns of which are convex sets....
An exterior point simplex algorithm for (general) linear programming problems
An exterior point simplex algorithm for (general) linear programming problems
1993,
The paper presents an exterior point simplex type algorithm that possesses a new...
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