Journal: Annals of Operations Research

Found 3339 papers in total
Run lengths and liquidity
Run lengths and liquidity
2010,
We develop a market-wide illiquidity risk factor based on run lengths and find that it...
Inventory management with partially observed nonstationary demand
Inventory management with partially observed nonstationary demand
2010,
We consider a continuous-time model for inventory management with Markov modulated...
Valuing the switching flexibility of the ethanol-gas flex fuel car
Valuing the switching flexibility of the ethanol-gas flex fuel car
2010,
Renewable energy sources are becoming more important as the world's supply of fossil...
Robust portfolios: contributions from operations research and finance
Robust portfolios: contributions from operations research and finance
2010,
In this paper we provide a survey of recent contributions to robust portfolio...
Nondiscrimination and monotonicity in fair division
Nondiscrimination and monotonicity in fair division
2010,
Conditions one might impose on fair allocation procedures are introduced....
Business value and risk in the presence of price controls: an option-based analysis of margin squeeze rules in the telecommunications industry
Business value and risk in the presence of price controls: an option-based analysis of margin squeeze rules in the telecommunications industry
2010,
Pricing rules specific to the German telecommunications market limit the incumbents...
Employee stock ownership and diversification
Employee stock ownership and diversification
2010,
A small to moderate size investment in company stock results in a relatively small...
Dominance-based Rough Set Approach to decision under uncertainty and time preference
Dominance-based Rough Set Approach to decision under uncertainty and time preference
2010,
We consider a problem of decision under uncertainty with outcomes distributed over...
Upper bounds for the 0-1 stochastic knapsack problem and a B&B algorithm
Upper bounds for the 0-1 stochastic knapsack problem and a B&B algorithm
2010,
In this paper we study and solve two different variants of static knapsack problems...
Asset pricing and portfolio selection based on the multivariate extended skew-Student-t distribution
Asset pricing and portfolio selection based on the multivariate extended skew-Student-t distribution
2010,
The returns on most financial assets exhibit kurtosis and many also have probability...
Shared destinies and the measurement of social risk equity
Shared destinies and the measurement of social risk equity
2010,
The evaluation of social risk equity for alternative probability distributions over...
A Bayesian approach for the alignment of high-resolution NMR spectra
A Bayesian approach for the alignment of high-resolution NMR spectra
2010,
Metabolic analysis with high-resolution nuclear magnetic resonance (NMR) enables...
Disparate data fusion for protein phosphorylation prediction
Disparate data fusion for protein phosphorylation prediction
2010,
New challenges in knowledge extraction include interpreting and classifying data sets...
Image denoising via solution paths
Image denoising via solution paths
2010,
Many image denoising methods can be characterized as minimizing ‘loss +...
A methodology for knowledge discovery to support product family design
A methodology for knowledge discovery to support product family design
2010,
This paper introduces a methodology for knowledge discovery related to product family...
Hedonic price function estimation in economics and marketing: revisiting Lancaster's issue of ‘noncombinable’ goods
Hedonic price function estimation in economics and marketing: revisiting Lancaster's issue of ‘noncombinable’ goods
2010,
Following Lancaster's (1966 and 1979) interpretation of his characteristics approach...
Financial market forecasting using a two-step kernel learning method for the support vector regression
Financial market forecasting using a two-step kernel learning method for the support vector regression
2010,
In this paper, we propose a two-step kernel learning method based on the support...
Nonparametric conditional efficiency measures: asymptotic properties
Nonparametric conditional efficiency measures: asymptotic properties
2010,
Cazals et al. (2002), Daraio and Simar (2005 and 2007) developed a conditional...
The assessment of retailing efficiency using Network Data Envelopment Analysis
The assessment of retailing efficiency using Network Data Envelopment Analysis
2010,
This paper describes a method for the assessment of retail store performance based on...
A classification of DEA models when the internal structure of the Decision Making Units is considered
A classification of DEA models when the internal structure of the Decision Making Units is considered
2010,
We classify the contributions of DEA literature assessing Decision Making Units (DMUs)...
Using clustering to improve sales forecasts in retail merchandising
Using clustering to improve sales forecasts in retail merchandising
2010,
Given sales forecasts for a set of items along with the standard deviation associated...
Context-dependent performance standards in DEA
Context-dependent performance standards in DEA
2010,
Data envelopment analysis (DEA) is a mathematical approach to measuring the relative...
Analysis of the consistency of a mixed integer programming-based multi-category constrained discriminant model
Analysis of the consistency of a mixed integer programming-based multi-category constrained discriminant model
2010,
Classification is concerned with the development of rules for the allocation of...
Malmquist indexes with quasi-fixed inputs: an application to school districts in Québec
Malmquist indexes with quasi-fixed inputs: an application to school districts in Québec
2010,
In a non-market environment, there is no pressure coming from competitors that leads...
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