Volume 176; Issue 1

Annals of Operations Research

Volume 176; Issue 1
1

Representing risk preferences in expected utility based decision models

Jack Meyer
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 282 KB
english, 2010
2

Some consequences of correlation aversion in decision science

Michel Denuit, Louis Eeckhoudt, Béatrice Rey
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 368 KB
english, 2010
4

Optimal investment strategy to minimize occupation time

Erhan Bayraktar, Virginia R. Young
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 491 KB
english, 2010
6

Cost minimization and the stochastic discount factor

Robert G. Chambers, John Quiggin
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 513 KB
english, 2010
7

Economically relevant preferences for all observed epsilon

Haim Levy, Moshe Leshno, Boaz Leibovitch
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 575 KB
english, 2010
9

A new methodology for studying the equity premium

Elie Appelbaum, Parantap Basu
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 551 KB
english, 2010
10

Moment calculations for piecewise-defined functions: an

E. Borgonovo, L. Peccati
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 622 KB
english, 2010
11

Run lengths and liquidity

Sanjiv R. Das, Paul Hanouna
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 1.57 MB
english, 2010
12

Inventory management with partially observed nonstationary demand

Erhan Bayraktar, Michael Ludkovski
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 945 KB
english, 2010
14

Robust portfolios: contributions from operations research and finance

Frank J. Fabozzi, Dashan Huang, Guofu Zhou
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 687 KB
english, 2010
15

Nondiscrimination and monotonicity in fair division

John W. Pratt
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 261 KB
english, 2010
17

Employee stock ownership and diversification

Harry M. Markowitz, Joseph R. Blasi, Douglas L. Kruse
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 349 KB
english, 2010
19

Upper bounds for the 0-1 stochastic knapsack problem and a B&B algorithm

Stefanie Kosuch, Abdel Lisser
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 526 KB
english, 2010
20

Asset pricing and portfolio selection based on

C. J. Adcock
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 440 KB
english, 2010
21

Shared destinies and the measurement of social risk equity

Thibault Gajdos, John A. Weymark, Claudio Zoli
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 424 KB
english, 2010
22

Introduction to the theory and applications of

Moawia Alghalith, Ardeshir Dalal
Journal:
Annals of Operations Research
Year:
2010
Language:
english
File:
PDF, 164 KB
english, 2010