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    EOR
    2008
    150views more  EOR 2008»
    Portfolio optimization when asset returns have the Gaussian mixture distribution
    13 years 4 months ago
    Portfolio optimization when asset returns have the Gaussian mixture distribution
    Download  www.risklab.ca
    Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
    Ian Buckley, David Saunders, Luis Seco
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    EOR
    2008
    79views more  EOR 2008»
    Valuation of urban industrial land: An analytic network process approach
    13 years 4 months ago
    Valuation of urban industrial land: An analytic network process approach
    Download  nccuir.lib.nccu.edu.tw
    Pablo Aragonés-Beltrán, Jerón...
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    EOR
    2008
    162views more  EOR 2008»
    Simple bounds and greedy algorithms for decomposing a flow into a minimal set of paths
    13 years 4 months ago
    Simple bounds and greedy algorithms for decomposing a flow into a minimal set of paths
    Download  www.isima.fr
    Given arbitrary source and target nodes s, t and an s
    Benedicte Vatinlen, Fabrice Chauvet, Philippe Chr&...
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    EOR
    2008
    87views more  EOR 2008»
    Calibration of the default probability model
    13 years 4 months ago
    Calibration of the default probability model
    Download  www.algorithmics.com
    In this paper, we study the calibration problem for the Merton
    Alexander Y. Kreinin, Ahmed Nagi
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    EOR
    2008
    159views more  EOR 2008»
    A survey on the continuous nonlinear resource allocation problem
    13 years 4 months ago
    A survey on the continuous nonlinear resource allocation problem
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    Our problem of interest consists of minimizing a separable, convex and differentiable function over a convex set, defined by bounds on the variables and an explicit constraint des...
    Michael Patriksson
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    EOR
    2008
    75views more  EOR 2008»
    Time dependent vehicle routing problem with a multi ant colony system
    13 years 4 months ago
    Time dependent vehicle routing problem with a multi ant colony system
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    Alberto V. Donati, Roberto Montemanni, Norman Casa...
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    EOR
    2008
    69views more  EOR 2008»
    Coordinating the supply chain in the agricultural seed industry
    13 years 4 months ago
    Coordinating the supply chain in the agricultural seed industry
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    This paper examines contract practices between suppliers and retailers in the agricultural seed industry. We construct and analyze single-retailer models of various contract types...
    Samuel Burer, Philip C. Jones, Timothy J. Lowe
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    EOR
    2008
    88views more  EOR 2008»
    Selection of a correlated equilibrium in Markov stopping games
    13 years 4 months ago
    Selection of a correlated equilibrium in Markov stopping games
    Download  www.math.s.chiba-u.ac.jp
    This paper deals with an extension of the concept of correlated strategies to Markov stopping games. The Nash equilibrium approach to solving nonzero-sum stopping games may give m...
    David M. Ramsey, Krzysztof Szajowski
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    EOR
    2008
    110views more  EOR 2008»
    Response time and vendor-assembler relationship in a supply chain
    13 years 4 months ago
    Response time and vendor-assembler relationship in a supply chain
    Download  business.kaist.ac.kr
    Relationships between an assembler and a vendor in a supply chain are investigated in two-period models when the assembler wants to reduce response time by incentive systems. The ...
    Seongje Ahn, Hosun Rhim, S. Hun Seog
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    EOR
    2008
    87views more  EOR 2008»
    The geometry of nesting problems: A tutorial
    13 years 4 months ago
    The geometry of nesting problems: A tutorial
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    Julia A. Bennell, José F. Oliveira
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