Annals of Operations Research, Volume 151

Volume 151, Number 1, April 2007

• Hercules Vladimirou:
  Preface. 1-4
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• Yao-Wen Hsu, Bart M. Lambrecht:
  Preemptive patenting under uncertainty and asymmetric information. 5-28
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• Nicos Koussis, Spiros H. Martzoukos, Lenos Trigeorgis:
  Real R&D options with time-to-learn and learning-by-doing. 29-55
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• Hans Haanappel, Han Smit:
  Return distributions of strategic growth options. 57-80
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• Vicky Henderson, David Hobson, William Shaw, Rafal Wojakowski:
  Bounds for in-progress floating-strike Asian options using symmetry. 81-98
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• Constantin Mellios:
  Interest rate options valuation under incomplete information. 99-117
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• David Feldman:
  Incomplete information equilibria: Separation theorems and other myths. 119-149
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• Turan G. Bali:
  Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions. 151-178
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• Harry Zheng:
  Macaulay durations for nonparallel shifts. 179-191
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• Andrea Beltratti, Paolo Colla:
  A portfolio-based evaluation of affine term structure models. 193-222
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• Robert Marschinski, Pietro Rossi, Massimo Tavoni, Flavio Cocco:
  Portfolio selection with probabilistic utility. 223-239
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• Turan G. Bali, Panayiotis Theodossiou:
  A conditional-SGT-VaR approach with alternative GARCH models. 241-267
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• Erik Lindström:
  Estimating parameters in diffusion processes using an approximate maximum likelihood approach. 269-288
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• Michael Doumpos, Constantin Zopounidis:
  Model combination for credit risk assessment: A stacked generalization approach. 289-306
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• Vadim I. Arkin, Alexander Slastnikov:
  The effect of depreciation allowances on the timing of investment and government tax revenue. 307-323
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• David Edelman:
  Adapting support vector machine methods for horserace odds prediction. 325-336
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