European Journal of Operational Research
1977 - 2025
Current editor(s): Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati
From Elsevier
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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