Journal: European Journal of Operational Research
Controlling for spatial heterogeneity in nonparametric efficiency models: An empirical proposal
This paper introduces an original methodology, derived by the robust order‐ m...
Notes on technical efficiency estimation with multiple inputs and outputs
Tsionas Mike G
Collier, Johnson and Ruggiero (2011) deal with the problem of estimating technical...
A dynamic program for valuing corporate securities
We design and implement a dynamic program for valuing corporate securities, seen as...
A new Mixture model for the estimation of credit card Exposure at Default
Using a large portfolio of historical observations on defaulted loans, we estimate...
‘Time-to-profit scorecards for revolving credit’
This paper defines and models time‐to‐profit for the first time for...
Inverse portfolio problem with coherent risk measures
In general, a portfolio problem minimizes risk (or negative utility) of a portfolio of...
A note: An improved upper bound for the online inventory problem with bounded storage and order costs
This work gives an improved competitive analysis for an online inventory problem with...
Asymptotic behaviors of stochastic reserving: Aggregate versus individual models
In this paper, we investigate the asymptotic behaviors of the loss reservings computed...
The parallel stack loading problem to minimize blockages
This paper treats an elementary optimization problem, which arises whenever an inbound...
Incentive strategies for an optimal recovery program in a closed-loop supply chain
We consider a dynamic closed‐loop supply chain made up of one manufacturer and...
An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
This paper evaluates the performance of a number of modelling approaches for future...
Modelling repayment patterns in the collections process for unsecured consumer debt: A case study
One approach to modelling Loss Given Default (LGD), the percentage of the defaulted...
Accuracy of mortgage portfolio risk forecasts during financial crises
This paper explores whether factor based credit portfolio risk models are able to...
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
While our society began to recognize the importance to balance the risk performance...
A disassembly line balancing problem with fixed number of workstations
In this study, a Disassembly Line Balancing Problem with a fixed number of...
Incorporation of activity sensitivity measures into buffer management to manage project schedule risk
Critical Chain Scheduling and Buffer Management (CC/BM) has shown to provide an...
Optimizing layouts of initial AFV refueling stations targeting different drivers, and experiments with agent-based simulations
The number of refuelling stations for AFVs (alternative fuel vehicles) is limited...
Strategic entry in a triopoly market of firms with asymmetric cost structures
This paper examines the strategic investment timing decision in a triopoly market...
The contagion channels of July‐August-2011 stock market crash: A DAG-copula based approach
The objective of this paper is to empirically investigate whether there is a contagion...
Optimal search for parameters in Monte Carlo simulation for derivative pricing
This paper provides a novel and general framework for the problem of searching...
Accurate algorithms for identifying the median ranking when dealing with weak and partial rankings under the Kemeny axiomatic approach
Preference rankings virtually appear in all fields of science (political sciences,...
Finding robust timetables for project presentations of student teams
This article describes a methodology developed to find robust solutions to a novel...
An approach using SAT solvers for the RCPSP with logical constraints
This paper presents a new solution approach to solve the resource‐constrained...
A new model for intuitionistic fuzzy multi-attributes decision making
In this study, we discuss linear orders of intuitionistic fuzzy values (IFVs). Then we...
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