Special Issue of Computers & Operations Research Applications of OR in Finance (English)
- New search for: Breton, M.
- New search for: Breton, M.
In:
COMPUTERS AND OPERATIONS RESEARCH
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35
, 1
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1-2
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2008
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ISSN:
- Article (Journal) / Print
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Title:Special Issue of Computers & Operations Research Applications of OR in Finance
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Contributors:Breton, M. ( author )
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Published in:COMPUTERS AND OPERATIONS RESEARCH ; 35, 1 ; 1-2
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Publisher:
- New search for: Elsevier Science B.V., Amsterdam.
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Publication date:2008-01-01
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Size:2 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 003
- Further information on Dewey Decimal Classification
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Classification:
DDC: 003 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 35, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Special Issue of Computers & Operations Research Applications of OR in FinanceBreton, Michèle et al. | 2006
- 3
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Robust multiperiod portfolio management in the presence of transaction costsBertsimas, Dimitris / Pachamanova, Dessislava et al. | 2006
- 18
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Quadratic programming with transaction costsBest, Michael J. / Hlouskova, Jaroslava et al. | 2006
- 34
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Neural network-based mean–variance–skewness model for portfolio selectionYu, Lean / Wang, Shouyang / Lai, Kin Keung et al. | 2006
- 47
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Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earningsJosa-Fombellida, Ricardo / Rincón-Zapatero, Juan Pablo et al. | 2006
- 64
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A spectral method for bondsde Frutos, Javier et al. | 2007
- 76
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On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting pricesLi, Xun / Wu, Zhenyu et al. | 2006
- 90
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Valuing pilot projects in a learning by investing framework: An approximate dynamic programming approachErrais, Eymen / Sadowsky, Jeffrey et al. | 2006
- 113
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The valuation of multidimensional American real options using the LSM simulation methodCortazar, Gonzalo / Gravet, Miguel / Urzua, Jorge et al. | 2007
- 130
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Evaluating financial time series models for irregularly spaced data: A spectral density approachDuchesne, Pierre / Pacurar, Maria et al. | 2006
- 156
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A note on Bayesian identification of change points in data sequencesLoschi, R.H. / Cruz, F.R.B. / Takahashi, R.H.C. / Iglesias, P.L. / Arellano-Valle, R.B. / MacGregor Smith, J. et al. | 2006
- 171
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Portfolio performance sensitivity for various asset-pricing kernelsAyadi, Mohamed A. / Kryzanowski, Lawrence et al. | 2006
- 186
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Stability analysis of efficient solutions in multiobjective integer programming: A case study in load managementAlves, Maria João / Clímaco, João / Henggeler Antunes, Carlos / Jorge, Humberto / Martins, António G. et al. | 2006
- 198
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Computing all efficient solutions of the biobjective minimum spanning tree problemSteiner, Sarah / Radzik, Tomasz et al. | 2006
- 212
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Heuristic and exact algorithms for generating homogenous constrained three-staged cutting patternsCui, Yaodong et al. | 2006
- 226
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Solving dynamic stochastic economic models by mathematical programming decomposition methodsEsteban-Bravo, Mercedes / Nogales, Francisco J. et al. | 2006
- 241
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A cross entropy algorithm for the Knapsack problem with setupsCaserta, M. / Quiñonez Rico, E. / Márquez Uribe, A. et al. | 2006
- 253
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A multi-objective model for environmental investment decision makingHiggins, Andrew J. / Hajkowicz, Stefan / Bui, Elisabeth et al. | 2007
- 267
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A comprehensive and robust procedure for obtaining the nofit polygon using Minkowski sumsBennell, Julia A / Song, Xiang et al. | 2006
- 282
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A very fast TS/SA algorithm for the job shop scheduling problemZhang, Chao Yong / Li, PeiGen / Rao, YunQing / Guan, ZaiLin et al. | 2006
- 295
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Sensitivity analysis of the knapsack sharing problem: Perturbation of the weight of an itemBelgacem, T. / Hifi, M. et al. | 2007
- i
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Title Page/Editorial Board| 2007