Computers & Operations Research（COR ）的VOLUME 35, ISSUE 1论文列表

卷期号： Volume 35, Issue 1

发布时间： January 2008

卷期年份： 2008

卷期官网： https://www.sciencedirect.com/journal/computers-and-operations-research/vol/35/issue/1

Title Page/Editorial Board

Special Issue of Computers & Operations Research Applications of OR in Finance

Robust multiperiod portfolio management in the presence of transaction costs

Quadratic programming with transaction costs

Neural network-based mean–variance–skewness model for portfolio selection

Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings

A spectral method for bonds

On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices

Valuing pilot projects in a learning by investing framework: An approximate dynamic programming approach

The valuation of multidimensional American real options using the LSM simulation method

Evaluating financial time series models for irregularly spaced data: A spectral density approach

A note on Bayesian identification of change points in data sequences

Portfolio performance sensitivity for various asset-pricing kernels

Stability analysis of efficient solutions in multiobjective integer programming: A case study in load management

Computing all efficient solutions of the biobjective minimum spanning tree problem

Heuristic and exact algorithms for generating homogenous constrained three-staged cutting patterns

Solving dynamic stochastic economic models by mathematical programming decomposition methods

A cross entropy algorithm for the Knapsack problem with setups

A multi-objective model for environmental investment decision making

A comprehensive and robust procedure for obtaining the nofit polygon using Minkowski sums

A very fast TS/SA algorithm for the job shop scheduling problem

Sensitivity analysis of the knapsack sharing problem: Perturbation of the weight of an item