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European Journal of Operational Research

1977 - 2018

Current editor(s): Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

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Volume 163, issue 3, 2005

Editorial--in honour of Bernhard Fleischmann pp. 573-574 Downloads
Hartmut Stadtler, Ton G. de Kok and Herbert Meyr
Supply chain management and advanced planning--basics, overview and challenges pp. 575-588 Downloads
Hartmut Stadtler
Supply chain management in forestry--case studies at Sodra Cell AB pp. 589-616 Downloads
Dick Carlsson and Mikael Ronnqvist
Integrating process optimization and inventory planning in cutting-stock with skiving option: An optimization model and its application pp. 617-630 Downloads
Claudio Arbib and Fabrizio Marinelli
Shipment planning at oil refineries using column generation and valid inequalities pp. 631-652 Downloads
Jan A. Persson and Maud Gothe-Lundgren
Optimal shared-savings contracts in supply chains: Linear contracts and double moral hazard pp. 653-667 Downloads
Charles J. Corbett, Gregory A. DeCroix and Albert Y. Ha
Negotiation-based collaborative planning between supply chains partners pp. 668-687 Downloads
Gregor Dudek and Hartmut Stadtler
The effect of remanufacturing on procurement decisions for resellers in secondary markets pp. 688-705 Downloads
Andreas Robotis, Shantanu Bhattacharya and Luk N. Van Wassenhove
Linear programming models with planned lead times for supply chain operations planning pp. 706-720 Downloads
J. M. Spitter, C. A. J. Hurkens, A. G. de Kok, J. K. Lenstra and E. G. Negenman
An analytical study of the Q(s,S) policy applied to the joint replenishment problem pp. 721-732 Downloads
Christina Nielsen and Christian Larsen
Using repair priorities to reduce stock investment in spare part networks pp. 733-750 Downloads
A. Sleptchenko, M. C. van der Heijden and A. van Harten
An alternative to safety stock policies for multi-level rolling schedule MRP problems pp. 751-768 Downloads
N. Dellaert and J. Jeunet
Value at risk and inventory control pp. 769-775 Downloads
Charles S. Tapiero
An EOQ model for perishable items under stock-dependent selling rate and time-dependent partial backlogging pp. 776-783 Downloads
Chung-Yuan Dye and Liang-Yuh Ouyang
Factors which influence decision making in new product evaluation pp. 784-801 Downloads
Muammer Ozer
A model for analyzing multi-channel distribution systems pp. 802-824 Downloads
Aydin Alptekinoglu and Christopher S. Tang
Manufacturing lead-time rules: Customer retention versus tardiness costs pp. 825-856 Downloads
Susan A. Slotnick and Matthew J. Sobel

Volume 163, issue 2, 2005

Following the traces:: An introduction to conjoint measurement without transitivity and additivity pp. 287-337 Downloads
Denis Bouyssou and Marc Pirlot
Rank inclusion in criteria hierarchies pp. 338-356 Downloads
Ahti Salo and Antti Punkka
Representing the strengths and directions of pairwise comparisons pp. 357-369 Downloads
David Hartvigsen
A decisiveness index for simple games pp. 370-387 Downloads
Francesc Carreras
Providing support for decisions based on time series information under conditions of asymmetric loss pp. 388-402 Downloads
Paul Goodwin
Understanding local ignorance and non-specificity within the DS/AHP method of multi-criteria decision making pp. 403-417 Downloads
Malcolm J. Beynon
Uneven allocation of elements in linear multi-state sliding window system pp. 418-433 Downloads
Gregory Levitin
Parametric nonlinear programming approach to fuzzy queues with bulk service pp. 434-444 Downloads
Shih-Pin Chen
Optimal burn-in time to minimize the cost for general repairable products sold under warranty pp. 445-461 Downloads
Shey-Huei Sheu and Yu-Hung Chien
On the construction of mutual fund portfolios: A multicriteria methodology and an application to the Greek market of equity mutual funds pp. 462-481 Downloads
K. Pendaraki, C. Zopounidis and M. Doumpos
A unified framework for approximation of general telecommunication networks pp. 482-502 Downloads
Mark Vroblefski, R. Ramesh and Stanley Zionts
Design for optimized multi-lateral multi-commodity markets pp. 503-529 Downloads
Benoit Bourbeau, Teodor Gabriel Crainic, Michel Gendreau and Jacques Robert
Optimal pricing and quantity of products with two offerings pp. 530-544 Downloads
Moutaz Khouja and Stephanie S. Robbins
Allocation of attention within venture capital firms pp. 545-564 Downloads
Dean A. Shepherd, Michael J. Armstrong and Moren Levesque
A note on invex problems with nonnegative variable pp. 565-568 Downloads
Marek Galewski
Open shops with jobs overlap--revisited pp. 569-571 Downloads
Joseph Y-T. Leung, Haibing Li, Michael Pinedo and Chelliah Sriskandarajah

Volume 163, issue 1, 2005

Financial modelling and risk management pp. 1-4 Downloads
D'Ecclesia, R. L.
Measures of risk pp. 5-19 Downloads
Giorgio Szego
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule pp. 20-29 Downloads
M. D. Hayford and Anastasios Malliaris
The LIBOR model dynamics: Approximations, calibration and diagnostics pp. 30-51 Downloads
Damiano Brigo, Fabio Mercurio and Massimo Morini
On pricing of credit spread options pp. 52-64 Downloads
Rosella Giacometti and Mariangela Teocchi
An integrated pricing model for defaultable loans and bonds pp. 65-82 Downloads
Mario Onorato and Edward I. Altman
Credit risk analysis of mortgage loans: An application to the Italian market pp. 83-93 Downloads
Carlo Mari and Roberto Renò
The informational content of subordinated debt and equity prices in the presence of bankruptcy costs pp. 94-101 Downloads
Eugene Nivorozhkin
Runs tests for assessing volatility forecastability in financial time series pp. 102-114 Downloads
Fabio Bellini and Gianna Figa-Talamanca
Optimal portfolio selection and dynamic benchmark tracking pp. 115-131 Downloads
Alexei A. Gaivoronski, Sergiy Krylov and Nico van der Wijst
Speculative trading in mean reverting markets pp. 132-144 Downloads
G. Carcano, P. Falbo and S. Stefani
Testing robustness in calibration of stochastic volatility models pp. 145-153 Downloads
Maria Guerra and Laerte Sorini
Extensions of the Ho and Lee interest-rate model to the multinomial case pp. 154-169 Downloads
Jozsef Abaffy, Marida Bertocchi and Adriana Gnudi
Indeterminacy in portfolio selection pp. 170-176 Downloads
Maria Rosaria Simonelli
Hedging effectiveness of stock index futures pp. 177-191 Downloads
Jason Laws and John Thompson
The pricing of options on an interval binomial tree. An application to the DAX-index option market pp. 192-200 Downloads
Silvia Muzzioli and Costanza Torricelli
A GARCH option pricing model with [alpha]-stable innovations pp. 201-209 Downloads
Christian Menn and Svetlozar T. Rachev
Functional data analysis for clients segmentation tasks pp. 210-216 Downloads
Algirdas Laukaitis and Alfredas Rackauskas
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach pp. 217-229 Downloads
Diana Barro and Elio Canestrelli
Selecting an optimal portfolio of consumer loans by applying the state preference approach pp. 230-241 Downloads
Francesco M. Paris
The Asian crisis and calendar effects on stock returns in Thailand pp. 242-252 Downloads
Ken Holden, John Thompson and Yuphin Ruangrit
Bad news and Dow Jones make the Spanish stocks go round pp. 253-275 Downloads
Natividad Blasco, Pilar Corredor, Cristina Del Rio and Rafael Santamaria
Theory of portfolios: New considerations on classic models and the Capital Market Line pp. 276-283 Downloads
Salvador Rambaud, Jose Pérez, Miguel Angel Sanchez Granero and Juan Trinidad
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