Volume 12; Issue 2

Computational Management Science

Volume 12; Issue 2

1

Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs

Takano, Yuichi, Nanjo, Keisuke, Sukegawa, Noriyoshi, Mizuno, Shinji

Journal:

Computational Management Science

Year:

2015

Language:

english

File:

PDF, 580 KB

english, 2015

2

A column generation mathematical programming approach for a class-faculty assignment problem with preferences

Al-Yakoob, Salem M., Sherali, Hanif D.

Journal:

Computational Management Science

Year:

2015

Language:

english

File:

PDF, 261 KB

english, 2015

3

Erratum to: A copula-based heuristic for scenario generation

Journal:

Computational Management Science

Year:

2015

Language:

english

File:

PDF, 105 KB

english, 2015

4

On variance reduction of mean-CVaR Monte Carlo estimators

Kozmík, Václav

Journal:

Computational Management Science

Year:

2015

Language:

english

File:

PDF, 561 KB

english, 2015

5

Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions

Lee, Jinwook, Prékopa, András

Journal:

Computational Management Science

Year:

2015

Language:

english

File:

PDF, 403 KB

english, 2015

6

Multi-period forecasting and scenario generation with limited data

Rios, Ignacio, Wets, Roger J-B, Woodruff, David L.

Journal:

Computational Management Science

Year:

2015

Language:

english

File:

PDF, 2.05 MB

english, 2015

7

Computations in stochastic programming

Schultz, Rudiger

Journal:

Computational Management Science

Year:

2015

Language:

english

File:

PDF, 71 KB

english, 2015