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ORCIDAnnals of Operations Research, Volume 237
Volume 237, Numbers 1-2, February 2016
- Desheng Wu:
Risk management and operations research: a review and introduction to the special volume. 1-5 - Yael Deutsch, Boaz Golany:
Multiple agents finitely repeated inspection game with dismissals. 7-26 - Kjell Hausken, Jun Zhuang
:
The strategic interaction between a company and the government surrounding disasters. 27-40 - Roy H. Kwon, Jonathan Y. Li:
A stochastic semidefinite programming approach for bounds on option pricing under regime switching. 41-75 - Tsan-Ming Choi:
Multi-period risk minimization purchasing models for fashion products with interest rate, budget, and profit target considerations. 77-98 - Somayeh Moazeni, Thomas F. Coleman, Yuying Li:
Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy. 99-120 - Inmaculada Rodríguez-Puerta, Alberto A. Álvarez-López:
Optimal allocation of a fixed production under price uncertainty. 121-142 - Yuemeng Sun, Johannes Wissel, Peter L. Jackson:
Separation results for multi-product inventory hedging problems. 143-159 - Leili Javanmardi, Yuri A. Lawryshyn:
A new rank dependent utility approach to model risk averse preferences in portfolio optimization. 161-176 - Jianfa Cong, Ken Seng Tan:
Optimal VaR-based risk management with reinsurance. 177-202 - Oleksandr Romanko, Helmut Mausser:
Robust scenario-based value-at-risk optimization. 203-218 - Adam Krzemienowski, Sylwia Szymczyk:
Portfolio optimization with a copula-based extension of conditional value-at-risk. 219-236 - Pritee Ray, Mamata Jenamani:
Sourcing decision under disruption risk with supply and demand uncertainty: A newsvendor approach. 237-262 - Christopher Gaffney, Adi Ben-Israel:
A simple insurance model: optimal coverage and deductible. 263-279 - Yongrok Choi, Xiaoxia Ye, Lu Zhao, Amanda C. Luo:
Optimizing enterprise risk management: a literature review and critical analysis of the work of Wu and Olson. 281-300
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