Journal: European Journal of Operational Research

Found 7937 papers in total
Controlling for spatial heterogeneity in nonparametric efficiency models: An empirical proposal
Controlling for spatial heterogeneity in nonparametric efficiency models: An empirical proposal
2016,
This paper introduces an original methodology, derived by the robust order‐ m...
Notes on technical efficiency estimation with multiple inputs and outputs
Notes on technical efficiency estimation with multiple inputs and outputs
2016,
Collier, Johnson and Ruggiero (2011) deal with the problem of estimating technical...
A dynamic program for valuing corporate securities
A dynamic program for valuing corporate securities
2016,
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
A new Mixture model for the estimation of credit card Exposure at Default
2016,
Using a large portfolio of historical observations on defaulted loans, we estimate...
‘Time-to-profit scorecards for revolving credit’
‘Time-to-profit scorecards for revolving credit’
2016,
This paper defines and models time‐to‐profit for the first time for...
Inverse portfolio problem with coherent risk measures
Inverse portfolio problem with coherent risk measures
2016,
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
A note: An improved upper bound for the online inventory problem with bounded storage and order costs
2016,
This work gives an improved competitive analysis for an online inventory problem with...
Asymptotic behaviors of stochastic reserving: Aggregate versus individual models
Asymptotic behaviors of stochastic reserving: Aggregate versus individual models
2016,
In this paper, we investigate the asymptotic behaviors of the loss reservings computed...
The parallel stack loading problem to minimize blockages
The parallel stack loading problem to minimize blockages
2016,
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
Incentive strategies for an optimal recovery program in a closed-loop supply chain
2016,
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
An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
2016,
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
Modelling repayment patterns in the collections process for unsecured consumer debt: A case study
2016,
One approach to modelling Loss Given Default (LGD), the percentage of the defaulted...
Accuracy of mortgage portfolio risk forecasts during financial crises
Accuracy of mortgage portfolio risk forecasts during financial crises
2016,
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
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
2016,
While our society began to recognize the importance to balance the risk performance...
A disassembly line balancing problem with fixed number of workstations
A disassembly line balancing problem with fixed number of workstations
2016,
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
Incorporation of activity sensitivity measures into buffer management to manage project schedule risk
2016,
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
Optimizing layouts of initial AFV refueling stations targeting different drivers, and experiments with agent-based simulations
2016,
The number of refuelling stations for AFVs (alternative fuel vehicles) is limited...
Strategic entry in a triopoly market of firms with asymmetric cost structures
Strategic entry in a triopoly market of firms with asymmetric cost structures
2016,
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 contagion channels of July‐August-2011 stock market crash: A DAG-copula based approach
2016,
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
Optimal search for parameters in Monte Carlo simulation for derivative pricing
2016,
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
Accurate algorithms for identifying the median ranking when dealing with weak and partial rankings under the Kemeny axiomatic approach
2016,
Preference rankings virtually appear in all fields of science (political sciences,...
Finding robust timetables for project presentations of student teams
Finding robust timetables for project presentations of student teams
2016,
This article describes a methodology developed to find robust solutions to a novel...
An approach using SAT solvers for the RCPSP with logical constraints
An approach using SAT solvers for the RCPSP with logical constraints
2016,
This paper presents a new solution approach to solve the resource‐constrained...
A new model for intuitionistic fuzzy multi-attributes decision making
A new model for intuitionistic fuzzy multi-attributes decision making
2016,
In this study, we discuss linear orders of intuitionistic fuzzy values (IFVs). Then we...
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