European Journal of Operational Research

1977 - 2025

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

Hartmut Stadtler, Ton G. de Kok and Herbert Meyr

Supply chain management and advanced planning--basics, overview and challenges pp. 575-588

Hartmut Stadtler

Supply chain management in forestry--case studies at Sodra Cell AB pp. 589-616

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

Claudio Arbib and Fabrizio Marinelli

Shipment planning at oil refineries using column generation and valid inequalities pp. 631-652

Jan A. Persson and Maud Gothe-Lundgren

Optimal shared-savings contracts in supply chains: Linear contracts and double moral hazard pp. 653-667

Charles J. Corbett, Gregory A. DeCroix and Albert Y. Ha

Negotiation-based collaborative planning between supply chains partners pp. 668-687

Gregor Dudek and Hartmut Stadtler

The effect of remanufacturing on procurement decisions for resellers in secondary markets pp. 688-705

Andreas Robotis, Shantanu Bhattacharya and Luk N. Van Wassenhove

Linear programming models with planned lead times for supply chain operations planning pp. 706-720

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

Christina Nielsen and Christian Larsen

Using repair priorities to reduce stock investment in spare part networks pp. 733-750

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

N. Dellaert and J. Jeunet

Value at risk and inventory control pp. 769-775

Charles S. Tapiero

An EOQ model for perishable items under stock-dependent selling rate and time-dependent partial backlogging pp. 776-783

Chung-Yuan Dye and Liang-Yuh Ouyang

Factors which influence decision making in new product evaluation pp. 784-801

Muammer Ozer

A model for analyzing multi-channel distribution systems pp. 802-824

Aydin Alptekinoglu and Christopher S. Tang

Manufacturing lead-time rules: Customer retention versus tardiness costs pp. 825-856

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

Denis Bouyssou and Marc Pirlot

Rank inclusion in criteria hierarchies pp. 338-356

Ahti Salo and Antti Punkka

Representing the strengths and directions of pairwise comparisons pp. 357-369

David Hartvigsen

A decisiveness index for simple games pp. 370-387

Francesc Carreras

Providing support for decisions based on time series information under conditions of asymmetric loss pp. 388-402

Paul Goodwin

Understanding local ignorance and non-specificity within the DS/AHP method of multi-criteria decision making pp. 403-417

Malcolm J. Beynon

Uneven allocation of elements in linear multi-state sliding window system pp. 418-433

Gregory Levitin

Parametric nonlinear programming approach to fuzzy queues with bulk service pp. 434-444

Shih-Pin Chen

Optimal burn-in time to minimize the cost for general repairable products sold under warranty pp. 445-461

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

K. Pendaraki, C. Zopounidis and M. Doumpos

A unified framework for approximation of general telecommunication networks pp. 482-502

Mark Vroblefski, R. Ramesh and Stanley Zionts

Design for optimized multi-lateral multi-commodity markets pp. 503-529

Benoit Bourbeau, Teodor Gabriel Crainic, Michel Gendreau and Jacques Robert

Optimal pricing and quantity of products with two offerings pp. 530-544

Moutaz Khouja and Stephanie S. Robbins

Allocation of attention within venture capital firms pp. 545-564

Dean A. Shepherd, Michael J. Armstrong and Moren Levesque

A note on invex problems with nonnegative variable pp. 565-568

Marek Galewski

Open shops with jobs overlap--revisited pp. 569-571

Joseph Y-T. Leung, Haibing Li, Michael Pinedo and Chelliah Sriskandarajah

Volume 163, issue 1, 2005

Financial modelling and risk management pp. 1-4

R. L. D'Ecclesia

Measures of risk pp. 5-19

Giorgio Szego

How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule pp. 20-29

M. D. Hayford and Anastasios Malliaris

The LIBOR model dynamics: Approximations, calibration and diagnostics pp. 30-51

Damiano Brigo, Fabio Mercurio and Massimo Morini

On pricing of credit spread options pp. 52-64

Rosella Giacometti and Mariangela Teocchi

An integrated pricing model for defaultable loans and bonds pp. 65-82

Mario Onorato and Edward Altman

Credit risk analysis of mortgage loans: An application to the Italian market pp. 83-93

Carlo Mari and Roberto Renò

The informational content of subordinated debt and equity prices in the presence of bankruptcy costs pp. 94-101

Eugene Nivorozhkin

Runs tests for assessing volatility forecastability in financial time series pp. 102-114

Fabio Bellini and Gianna Figà-Talamanca

Optimal portfolio selection and dynamic benchmark tracking pp. 115-131

Alexei A. Gaivoronski, Sergiy Krylov and Nico van der Wijst

Speculative trading in mean reverting markets pp. 132-144

G. Carcano, P. Falbo and S. Stefani

Testing robustness in calibration of stochastic volatility models pp. 145-153

Maria Guerra and Laerte Sorini

Extensions of the Ho and Lee interest-rate model to the multinomial case pp. 154-169

Jozsef Abaffy, Marida Bertocchi and Adriana Gnudi

Indeterminacy in portfolio selection pp. 170-176

Maria Rosaria Simonelli

Hedging effectiveness of stock index futures pp. 177-191

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

Silvia Muzzioli and Costanza Torricelli

A GARCH option pricing model with [alpha]-stable innovations pp. 201-209

Christian Menn and Svetlozar T. Rachev

Functional data analysis for clients segmentation tasks pp. 210-216

Algirdas Laukaitis and Alfredas Rackauskas

Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach pp. 217-229

Diana Barro and Elio Canestrelli

Selecting an optimal portfolio of consumer loans by applying the state preference approach pp. 230-241

Francesco M. Paris

The Asian crisis and calendar effects on stock returns in Thailand pp. 242-252

Ken Holden, John Thompson and Yuphin Ruangrit

Bad news and Dow Jones make the Spanish stocks go round pp. 253-275

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

Salvador Cruz Rambaud, Jose Pérez, Miguel Angel Sanchez Granero and Juan Evangelista Trinidad Segovia