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@article{DBLP:journals/anor/BarrSS93,
  author       = {Richard S. Barr and
                  Lawrence M. Seiford and
                  Thomas F. Siems},
  title        = {An envelopment-analysis approach to measuring the managerial efficiency
                  of banks},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {1--19},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282039},
  doi          = {10.1007/BF02282039},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BarrSS93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/Broadie93,
  author       = {Mark Broadie},
  title        = {Computing efficient frontiers using estimated parameters},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {21--58},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282040},
  doi          = {10.1007/BF02282040},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/Broadie93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/DantzigI93,
  author       = {George B. Dantzig and
                  Gerd Infanger},
  title        = {Multi-stage stochastic linear programs for portfolio optimization},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {59--76},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282041},
  doi          = {10.1007/BF02282041},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/DantzigI93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/DohiO93,
  author       = {Tadashi Dohi and
                  Shunji Osaki},
  title        = {A note on portfolio optimization with path-dependent utility},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {77--90},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282042},
  doi          = {10.1007/BF02282042},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/DohiO93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/GuerardTY93,
  author       = {John B. Guerard Jr. and
                  Makoto Takano and
                  Yuji Yamane},
  title        = {The development of efficient portfolios in Japan with particular emphasis
                  on sales and earnings forecasting},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {91--108},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282043},
  doi          = {10.1007/BF02282043},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/GuerardTY93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/HodderT93,
  author       = {James E. Hodder and
                  Alexander J. Triantis},
  title        = {Valuing flexibility: an impulse control framework},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {109--130},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282044},
  doi          = {10.1007/BF02282044},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/HodderT93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/IwakiKY93,
  author       = {Hideki Iwaki and
                  Masaaki Kijima and
                  Toshihiro Yoshida},
  title        = {Approximate valuation of average options},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {131--145},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282045},
  doi          = {10.1007/BF02282045},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/IwakiKY93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/KijimaO93,
  author       = {Masaaki Kijima and
                  Masamitsu Ohnishi},
  title        = {Mean-risk analysis of risk aversion and wealth effects on optimal
                  portfolios with multiple investment opportunities},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {147--163},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282046},
  doi          = {10.1007/BF02282046},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/KijimaO93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/King93,
  author       = {Alan J. King},
  title        = {Asymmetric risk measures and tracking models for portfolio optimization
                  under uncertainty},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {165--177},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282047},
  doi          = {10.1007/BF02282047},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/King93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/Kishimoto93,
  author       = {Kazuo Kishimoto},
  title        = {Another explanation for the bias observed in the filter rule test},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {179--186},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282048},
  doi          = {10.1007/BF02282048},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/Kishimoto93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/KonnoLM93,
  author       = {Hiroshi Konno and
                  David G. Luenberger and
                  John M. Mulvey},
  title        = {Preface},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {i--ii},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282038},
  doi          = {10.1007/BF02282038},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/KonnoLM93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/KonnoPS93,
  author       = {Hiroshi Konno and
                  Stanley R. Pliska and
                  Ken{-}Ichi Suzuki},
  title        = {Optimal portfolios with asymptotic criteria},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {187--204},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282049},
  doi          = {10.1007/BF02282049},
  timestamp    = {Sun, 02 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/KonnoPS93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/KonnoSY93,
  author       = {Hiroshi Konno and
                  Hiroshi Shirakawa and
                  Hiroaki Yamazaki},
  title        = {A mean-absolute deviation-skewness portfolio optimization model},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {205--220},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282050},
  doi          = {10.1007/BF02282050},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/KonnoSY93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/LeeV93,
  author       = {Patrick S. Lee and
                  Gautam Vora},
  title        = {A two-stage approach to multi-period allocation of savings among investment
                  plans},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {221--242},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282051},
  doi          = {10.1007/BF02282051},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/LeeV93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/Li93,
  author       = {Anlong Li},
  title        = {Optimal bank portfolio choice under fixed-rate deposit insurance},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {243--264},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282052},
  doi          = {10.1007/BF02282052},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/Li93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/LiZ93,
  author       = {Yuming Li and
                  William T. Ziemba},
  title        = {Univariate and multivariate measures of risk aversion and risk premiums},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {265--296},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282053},
  doi          = {10.1007/BF02282053},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/LiZ93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/LuomaMP93,
  author       = {Martti Luoma and
                  Teppo Martikainen and
                  Jukka Perttunen},
  title        = {Thin trading and estimation of systematic risk: An application of
                  an error-correction model},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {297--305},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282054},
  doi          = {10.1007/BF02282054},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/LuomaMP93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/MarkowitzTXY93,
  author       = {Harry M. Markowitz and
                  Peter Todd and
                  Ganlin Xu and
                  Yuji Yamane},
  title        = {Computation of mean-semivariance efficient sets by the Critical Line
                  Algorithm},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {307--317},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282055},
  doi          = {10.1007/BF02282055},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/MarkowitzTXY93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/MartikainenP93,
  author       = {Teppo Martikainen and
                  Vesa Puttonen},
  title        = {Dynamic linkages between stock prices, accrual earnings and cash flows:
                  a cointegration analysis},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {319--332},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282056},
  doi          = {10.1007/BF02282056},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/MartikainenP93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/NakasatoF93,
  author       = {Munenori Nakasato and
                  Koichi Furukawa},
  title        = {On the number of securities which constitute an efficient portfolio},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {333--347},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282057},
  doi          = {10.1007/BF02282057},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/NakasatoF93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/ShirakawaK93,
  author       = {Hiroshi Shirakawa and
                  Hiromichi Kassai},
  title        = {Optimal consumption and arbitrage in incomplete, finite state security
                  markets},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {349--372},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282058},
  doi          = {10.1007/BF02282058},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/ShirakawaK93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/Takehara93,
  author       = {Hitoshi Takehara},
  title        = {An interior point algorithm for large scale portfolio optimization},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {373--386},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282059},
  doi          = {10.1007/BF02282059},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/Takehara93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/VermeulenSW93,
  author       = {Erik M. Vermeulen and
                  Jaap Spronk and
                  Nico van der Wijst},
  title        = {A new approach to firm evaluation},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {387--403},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282060},
  doi          = {10.1007/BF02282060},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/VermeulenSW93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/WeeksK93,
  author       = {David Weeks and
                  Suleiman K. Kassicieh},
  title        = {Using Kalman filter and finite difference techniques in default free
                  bond pricing models},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {405--431},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282061},
  doi          = {10.1007/BF02282061},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/WeeksK93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/ZeniosK93,
  author       = {Stavros A. Zenios and
                  Pan Kang},
  title        = {Mean-absolute deviation portfolio optimization for mortgage-backed
                  securities},
  journal      = {Ann. Oper. Res.},
  volume       = {45},
  number       = {1},
  pages        = {433--450},
  year         = {1993},
  url          = {https://doi.org/10.1007/BF02282062},
  doi          = {10.1007/BF02282062},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/ZeniosK93.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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