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ORCIDAnnals of Operations Research, Volume 346
Volume 346, Number 1, March 2025
- John B. Guerard Jr.:
Investments: the (almost) century of Markowitz Harry Markowitz: portfolio selection scholar, simulation creator, and applied investment researcher and consultant extraordinaire. 1-8 - Martin J. Gruber:
Harry Markowitz and my AFA presidential address. 9-13 - Martin J. Gruber:
Another puzzle: the growth in actively managed mutual funds. 15-39 - Edwin J. Elton:
I never took a class from Harry Markowitz. 41-42 - Edwin J. Elton:
Expected return, realized return and asset pricing tests. 43-61 - Haim Levy
:
In a memory of the late Harry Markowitz. 63-64 - Panos Xidonas:
If you get to San Diego, let's do lunch or dinner... 65-66 - Bruce I. Jacobs, Kenneth N. Levy:
Portfolio insurance, portfolio theory, market simulation, and risks of portfolio leverage. 67-97 - Robert W. Dimand:
Harry Markowitz, the Cowles Commission, and portfolio theory. 99-111 - Jack Clark Francis:
Harry Markowitz's contributions to utility theory. 113-125 - Moshe Levy:
Relative risk aversion must be close to 1. 127-135 - Alexander D. Shkolnik, Alec N. Kercheval, Hubeyb Gurdogan, Lisa R. Goldberg, Haim Bar:
Portfolio selection revisited. 137-155 - Haim Levy:
To revise or not to revise? This is the question. 157-179 - Sébastien Lleo, Leonard C. MacLean:
Dual dominance: how Harry Markowitz and William Ziemba impacted portfolio management. 181-216 - Jang Ho Kim, Seyoung Kim, Yongjae Lee, Woo Chang Kim, Frank J. Fabozzi:
Enhancing mean-variance portfolio optimization through GANs-based anomaly detection. 217-244 - Xialu Liu, John B. Guerard Jr., Rong Chen, Ruey S. Tsay:
Improving estimation of portfolio risk using new statistical factors. 245-261 - Haim Levy:
The maximum geometric mean criterion: revisiting the Markowitz-Samuelson debate: survey and analysis. 263-284 - Yizhan Shu, Chenyu Yu, John M. Mulvey:
Dynamic asset allocation with asset-specific regime forecasts. 285-318 - Marcos López de Prado, Joseph Simonian, Francesco A. Fabozzi, Frank J. Fabozzi:
Enhancing Markowitz's portfolio selection paradigm with machine learning. 319-340 - Leonard C. MacLean, Yonggan Zhao, Oufan Zhang:
Mean-variance optimization with inferred regimes. 341-368 - Yun Xiang, Shijie Deng:
Long-range dependence and asset return anomaly. 369-391 - John B. Guerard Jr., Dimitrios D. Thomakos, Foteini Kyriazi, Ganlin Xu, Bijan Beheshti:
Earnings forecasting and mean-variance efficient portfolios in the United States. 393-414 - Fabrizio Ghezzi, Anindo Sarkar, Thomas Quistgaard Pedersen, Allan Timmermann:
Optimal asset allocation and nonlinear return predictability from the dividend-price ratio. 415-445 - Andrew B. Martinez, Neil R. Ericsson:
Improving empirical models and forecasts with saturation-based machine learning. 447-487 - W. Brent Lindquist, Svetlozar T. Rachev:
Alternatives to classical option pricing. 489-509 - Jean-David Fermanian, Benjamin Poignard, Panos Xidonas:
Model-based vs. agnostic methods for the prediction of time-varying covariance matrices. 511-548 - John Arabadjis, Michael Melvin, Robert Savage, John Velis:
Seasonal affective disorder and currency markets. 549-565 - Richard A. Ashley, Faezeh Najafi:
The Ashley and Patterson (1986) test for serial independence in daily stock returns, revisited. 567-584 - Lorne N. Switzer, Mashal Dhamani:
Inflation differentials and the diversification benefits of small cap equities in emerging markets for US investors. 585-622 - Tom Anichini, Jim Grabot, Sherrie Grabot, Ming Yee Wang, Ganlin Xu, Louis van Zijl:
Conditional shortfall risk of lifetime consumption. 623-644 - Edward Tower:
Vanguard and Fidelity active stock funds: both generally beat their same-style Vanguard index funds. 645-656 - Barret Pengyuan Shao, John B. Guerard Jr., Ganlin Xu:
Mean-variance and mean-ETL optimizations in portfolio selection: an update. 657-671 - Yusif Simaan:
Markowitz and the CAPM. 673-691 - Michael B. Connolly:
Dollarization in Ecuador: 2000-2024. 693-701
Volume 346, Number 2, March 2025
- Davide La Torre, Hatem Masri:
Multiple objective programming and goal programming: making better decisions with artificial intelligence and business analytics. 703-704 - Majid Azadi, Zohreh Moghaddas, Reza Farzipoor Saen:
Assessing resilience and sustainability of suppliers: an extension and application of data envelopment analytical hierarchy process. 705-750 - Alireza Azimian, Belaïd Aouni:
Multi-item order quantity optimization through stochastic goal programing. 751-779 - Saptadeep Biswas, Prasad Belamkar, Deepshikha Sarma, Erfan Babaee Tirkolaee, Uttam Kumar Bera:
A multi-objective optimization approach for resource allocation and transportation planning in institutional quarantine centres. 781-825 - Boreland Bryson, Herb Kunze, K. M. Levere:
The impact of sparsity and entropy criteria on neural network performance. 827-838 - Sabri Boubaker, Tu D. Q. Le, Riadh Manita, Thanh Ngo:
Balancing bank profits and nonperforming loans: a multiple objective programming approach. 839-860 - Zhongxiang Chang, Zhongbao Zhou:
Three multi-objective memetic algorithms for observation scheduling problem of active-imaging agile earth observation satellites. 861-893 - Thai Doan Chuong, V. Jeyakumar:
Adjustable robust multiobjective linear optimization: Pareto optimal solutions via conic programming. 895-916 - Cinzia Colapinto, Issam Mejri:
The relevance of goal programming for financial portfolio management: a bibliometric and systematic literature review. 917-943 - Ricardo B. Damm, A. A. Chaves, José A. Riveaux, Débora P. Ronconi:
Scheduling technicians and tasks through an adaptive multi-objective biased random-key genetic algorithm. 945-980 - Ivan Gunawan, Dian Trihastuti, Ajay Kumar, Kim Hua Tan:
Integrated DANP and binary goal programming model in generating joint-decision making for packaging postponement and supplier selection. 981-1010 - Faizal M. F. Hafiz, Jan Broekaert, Akshya Swain:
Evolution of neural architectures for financial forecasting: a note on data incompatibility during crisis periods. 1011-1025 - Aliakbar Hasani, Majid Eskandarpour, Dylan F. Jones:
Health care network design with multiple objectives and stakeholders. 1027-1062 - Zahra Hussaini, Arash Nemati, Mohammad Mahdi Paydar:
A multi-period multi-season multi-objective mathematical model for guaranteeing the viability of supply chains under fluctuations: a healthcare closed-loop supply chain application. 1063-1108 - Faisal Shah Khan, Olga Okrut, Keith Cannon, Kareem H. El-Safty, Nada Elsokkary:
Calculating Nash equilibrium on quantum annealers. 1109-1126 - Jehangir Khan, Alessio Ishizaka, Sachin Kumar Mangla:
Assessing risk of supply chain disruption due to COVID-19 with fuzzy VIKORSort. 1127-1152 - Anish Kumar, Sachin Kumar Mangla, Pradeep Kumar:
A decision framework for supplier selection and order allocation for environmentally-sustainable perishable food supply chains. 1153-1185 - Moussa Larbani, Belaïd Aouni:
A generalized approach for multi-criteria decision aid methods. 1187-1215 - Decui Liang, Qiang Zheng, Zeshui Xu:
Exploiting experts' asymmetric knowledge structures for consensus reaching: a multi-criteria group decision making model with three-way conflict analysis and opinion dynamics. 1217-1255 - Vicente Liern, Blanca Pérez-Gladish, Fernando Rubiera Morollón, Bouchra M'Zali:
Residential choice from a multiple criteria sustainable perspective. 1257-1268 - Dan Liu, Ji Wu, Nisreen Innab, Wejdan Deebani, Meshal Shutaywi, Tiziana Ciano, Massimiliano Ferrara:
Optimizing healthcare workforce for effective patient care: a cooperative game theory approach. 1269-1283 - Cristina López, Arash Moheimani, Alessio Ishizaka:
Managing risks in technological R&D projects with Probability-Impact AHPSort. 1285-1320 - Aarón López-García, Vicente Liern, Blanca Pérez-Gladish:
Determining the underlying role of corporate sustainability criteria in a ranking problem using UW-TOPSIS. 1321-1344 - Bowen Lv, Bin Yang, Ek Peng Chew:
Optimization of multistage timeliness transit consolidation problem using adaptive-weighted genetic algorithm. 1345-1376 - Rosario Maggistro, Mario Marino, Antonio Luciano Martire:
A dynamic game approach for optimal consumption, investment and life insurance problem. 1377-1398 - Manisha Malik, S. K. Gupta:
On optimistic, pessimistic and mixed fuzzy-programming based approaches to solve multi-objective fully intuitionistic fuzzy linear fractional programming problems. 1399-1443 - Fouad Maliki, Mehdi Souier, Mohammed Dahane, Fouad Ben Abdelaziz:
A multi-objective optimization model for a multi-period mobile facility location problem with environmental and disruption considerations. 1445-1470 - Mirna Abou Mjahed, Fouad Ben Abdelaziz, Hussein Tarhini:
A multiobjective coalition formation in facility and fleet sharing for resilient horizontal supply chain collaboration. 1471-1496 - Naeem Mohseny-Tonekabony, Seyed Jafar Sadjadi, Emran Mohammadi, Mehrdad Tamiz, Dylan F. Jones:
Robust, extended goal programming with uncertainty sets: an application to a multi-objective portfolio selection problem leveraging DEA. 1497-1552 - Federico Platania, Francesco Paolo Appio, Celina Toscano Hernandez, Imane El Ouadghiri, Jonathan Peillex:
A multi-objective pair trading strategy: integrating neural networks and cyclical insights for optimal trading performance. 1553-1572 - Yue Qi, Ralph E. Steuer:
An analytical derivation of properly efficient sets in multi-objective portfolio selection. 1573-1595 - Xiaoyan Qian, Helen Huifen Cai, Nisreen Innab, Danni Wang, Tiziana Ciano, Ali Ahmadian:
A novel deep learning approach to enhance creditworthiness evaluation and ethical lending practices in the economy. 1597-1619 - Marco Repetto:
Multicriteria interpretability driven deep learning. 1621-1635 - Marco Repetto, Cinzia Colapinto, Muhammad Usman Tariq:
Artificial intelligence driven demand forecasting: an application to the electricity market. 1637-1651 - Matteo Rocca:
A systematization of global well-posedness in vector optimization. 1653-1669 - Matteo Rocca:
Sensitivity to uncertainty and scalarization in robust multiobjective optimization: an overview with application to mean-variance portfolio optimization. 1671-1686 - Oscar Rodríguez-Espíndola, Prasanta Kumar Dey, Pavel Albores, Soumyadeb Chowdhury:
Sustainability and intermodality in humanitarian logistics: a two-stage multi-objective programming formulation. 1687-1716 - Mahsa Yousefi Sarmad, Mir Saman Pishvaee, Hamed Jahani, Seyed Mohammad Sadegh Khaksar, Dmitry A. Ivanov:
Integrated planning for a global pharmaceutical supply chain: an ambidexterity perspective. 1717-1766 - Sujeet Kumar Singh, Vinay Yadav:
Modified goal programming approach for solving multi-objective environmental management problem. 1767-1783 - Jiancheng Tu, Zhibin Wu:
Analytic hierarchy process rank reversals: causes and solutions. 1785-1809 - Xiong Wang, Fernando A. F. Ferreira, Pengyu Yan:
A multi-objective optimization approach for integrated risk-based internal audit planning. 1811-1840 - Mubashir Wani, Faizal M. F. Hafiz, Akshya Swain, Jan Broekaert:
Balancing energy consumption and thermal comfort in buildings: a multi-criteria framework. 1841-1867 - Haibin Yuan, Fernando A. F. Ferreira:
Sustainable competitive advantage in maternal and child health institutions: a dynamic capability approach. 1869-1895 - Liang Zheng, Ji Bao, Zhen Tan:
Robust simulation-based optimization for multiobjective problems with constraints. 1897-1927 - Djaafar Zouache, Fouad Ben Abdelaziz:
MGDE: a many-objective guided differential evolution with strengthened dominance relation and bi-goal evolution. 1929-1966
Volume 346, Number 3, March 2025
- Eranda Çela, Stephan Hafner, Roland Mestel, Ulrich Pferschy:
Integrating multiple sources of ordinal information in portfolio optimization. 1967-1995 - Luigi Di Puglia Pugliese, Francesca Guerriero, Nathalie Mitton:
Optimizing wireless sensor networks deployment with coverage and connectivity requirements. 1997-2008 - Feng Gao, Jie Song, Xueyan Shao:
Short-term interval-valued load forecasting with a combined strategy of iHW and multioutput machine learning. 2009-2033 - Mojtaba Ghiyasi, Luyao Zhao, Weiwei Zhu:
Non-cooperative two-stage inverse DEA: a Stackelberg games approach for the efficiency analysis of China's regional economic development and people's living standards. 2035-2063 - Pablo Laliena, F. Javier López:
Draw procedures for balanced 3-team group rounds in sports competitions. 2065-2092 - Yaqin Lin, Chun-Hung Chiu, Xingcheng Guo:
Achieving win-win situation: strategy decisions on hotel CO2 emission reduction with customer involvement. 2093-2139 - Wei Liu, Yoshihisa Suzuki, Shuyi Du:
Ensemble learning algorithms based on easyensemble sampling for financial distress prediction. 2141-2172 - Baruch Mor, Joanna Berlinska:
Scheduling problems on parallel dedicated machines with non-renewable resource. 2173-2193 - Yi-Feng Niu, Meng-Meng Yuan, Xiu-Zhen Xu:
Optimal carrier selection to improve logistics network reliability with delivery spoilage. 2195-2223 - Anika Pomes, Antonio Diglio, Stefan Nickel, Francisco Saldanha-da-Gama:
Multi-stage stochastic districting: optimization models and solution algorithms. 2225-2251 - Paul W. Wilson, Shirong Zhao:
A non-parametric analysis of world productivity growth, 1990-2019. 2253-2285 - Jingyang Zhao, Mingyu Xiao:
A 5-approximation algorithm for the traveling tournament problem. 2287-2305 - Shaoxiang Zheng, Naiming Xie, Qiao Wu:
An exact approach for bi-objective non-identical batch processing machines scheduling. 2307-2347 - Shengliang Zong, Longbing Zhang, Ruoxi Lei:
Product line strategy for green and non-green products in hybrid platform retailing. 2349-2385 - Fengqiao Luo:
A note on valid inequalities for a service center location problem with a type of decision-dependent customer demand. 2387-2400 - Arno De Caigny, Kristof Coussement, Matthijs Meire, Steven Hoornaert:
Investigating the impact of undersampling and bagging: an empirical investigation for customer attrition modeling. 2401-2421 - Indranil Ghosh, Amith Vikram Megaravalli, Mohammad Zoynul Abedin, Kazim Topuz:
Prediction and decoding of metaverse coin dynamics: a granular quest using MODWT-Facebook's prophet-TBATS and XAI methodology. 2423-2459 - Sumeyra Sahbaz, Kazim Topuz, Seth J. Schwartz, Pablo Montero-Zamora:
Understanding cultural stress and mental health among Latinos in the us: probabilistic omnidirectional inference model. 2461-2481
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