Journal: European Journal of Operational Research

Found 7937 papers in total
Error noted in a Case Study on fund allocation using goal programming
1997,
In a recent volume of European Journal of Operational Research [see IAOR...
Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach
1997,
In finance, portfolio performance assessment is an important area of research. The two...
Financial modelling: Where to go? With an illustration for portfolio management
1997,
The definition of Financial Modelling chosen by the EURO working group on financial...
Low earth orbit satellite based communication systems – research opportunities
1997,
Telecommunication systems are undergoing revolutionary changes that are transforming...
A hybrid simulation/optimisation scenario model for asset/liability management
1997,
In this paper we describe a decision support model to sustain management of...
Air cargo revenue management: Characteristics and complexities
1997,
Air Cargo Revenue Management (CRM) is concerned with the integrated management of the...
Portfolio optimization with a neural network implementation of the coherent market hypothesis
1997,
Capital market research seems to be widely governed by traditional static linear...
Crew pairing at Air France
1997,
In the airline industry, crew schedules consist of a number of pairings. These are...
Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman–Kohlhagen model
1997,
We consider a model for the pricing of currency options where the logarithm of the...
Solving large scale crew scheduling problems
1997,
The crew pairing problem is posed as a set partitioning zero–one integer...
The confounding effects of distribution mixtures on some basic methods for handling stable-Paretian distributions
1997,
The belief that the distributions of many business and economic variables are...
Using the Analytic Hierarchy Process and multi-objective programming for the selection of cost drivers in activity-based costing
1997,
Activity-Based Costing (ABC) makes use of multiple cost drivers. The selection of...
The core of a further m-sided assignment game
1997,
A further generalization of the Shapley–Shubik housing market is considered in...
Planning models for freight transportation
1997,
The objective of this paper is to identify some of the main issues in freight...
Reducing the number of linear programs needed for solving the nucleolus problem of n-person game theory
1997,
The algorithm for finding the nucleolus of a cooperative n -person-game introduced by...
Dynamic control of multicommodity fleet management problems
1997,
Dynamic fleet management problems with multiple equipment types and limited...
Optimal transfer pricing schemes for work averse division managers with private information
1997,
This paper models a decentralized firm under information asymmetry and effort...
Monitoring machine operations using on-line sensors
1997,
Monitoring machine operations and production process conditions using on-line sensors...
A shrunken cyclic inspection schedule for deteriorating production stages
1997,
A single inspection facility is capable of multiple inspection tasks. This facility...
O.R. modelling of the deterioration and maintenance of concrete structures
1997,
This paper reports on a collaborative venture between operational researchers and...
Materials coordination in stochastic multi-echelon systems
1996,
This paper reviews the theoretical and numerical analysis of stochastic multi-echelon...
Order splitting in continuous review (Q, r) inventory models
1996,
A number of recent articles in the literature have argued the case, when lead time is...
Multi-echelon systems: A service measure perspective
1996,
This paper reviews the most important results on divergent multi-echelon systems. In...
Optimal lines for railway systems
1997,
We discuss the optimal choice of traffic lines with periodic timetables on a railway...
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