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ORCIDAnnals of Operations Research, Volume 176
Volume 176, Number 1, April 2010
- Moawia Alghalith, Ardeshir J. Dalal:
Introduction to the theory and applications of uncertainty. 1-5 - Erhan Bayraktar
, Michael Ludkovski:
Inventory management with partially observed nonstationary demand. 7-39 - Salvatore Greco, Benedetto Matarazzo, Roman Slowinski:
Dominance-based Rough Set Approach to decision under uncertainty and time preference. 41-75 - Stefanie Kosuch, Abdel Lisser:
Upper bounds for the 0-1 stochastic knapsack problem and a B&B algorithm. 77-93 - Harry M. Markowitz, Joseph R. Blasi, Douglas L. Kruse:
Employee stock ownership and diversification. 95-107 - Elie Appelbaum, Parantap Basu:
A new methodology for studying the equity premium. 109-126 - Sanjiv R. Das, Paul Hanouna:
Run lengths and liquidity. 127-152 - Haim Levy, Moshe Leshno, Boaz Leibovitch:
Economically relevant preferences for all observed epsilon. 153-178 - Jack Meyer:
Representing risk preferences in expected utility based decision models. 179-190 - Frank J. Fabozzi, Dashan Huang, Guofu Zhou:
Robust portfolios: contributions from operations research and finance. 191-220 - Christopher J. Adcock:
Asset pricing and portfolio selection based on the multivariate extended skew-Student-t distribution. 221-234 - Emanuele Borgonovo, Lorenzo A. Peccati:
Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures. 235-258 - Michel Denuit, Louis Eeckhoudt, Béatrice Rey:
Some consequences of correlation aversion in decision science. 259-269 - Robert J. Elliott, Tak Kuen Siu:
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy. 271-291 - Stoyan V. Stoyanov, Borjana Racheva-Iotova, Svetlozar T. Rachev, Frank J. Fabozzi:
Stochastic models for risk estimation in volatile markets: a survey. 293-309 - P. N. Baecker, G. Grass, U. Hommel:
Business value and risk in the presence of price controls: an option-based analysis of margin squeeze rules in the telecommunications industry. 311-332 - Carlos de Lamare Bastian-Pinto, Luiz E. Brandão, Mariana de Lemos Alves:
Valuing the switching flexibility of the ethanol-gas flex fuel car. 333-348 - Robert G. Chambers, John Quiggin:
Cost minimization and the stochastic discount factor. 349-368 - Subal C. Kumbhakar, Efthymios G. Tsionas:
Estimation of production risk and risk preference function: a nonparametric approach. 369-378 - John W. Pratt:
Nondiscrimination and monotonicity in fair division. 379-387 - Erhan Bayraktar, Virginia R. Young:
Optimal investment strategy to minimize occupation time. 389-408 - Thibault Gajdos, John A. Weymark, Claudio Zoli:
Shared destinies and the measurement of social risk equity. 409-424
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