Volume 163,
Number 1,
May 2005
Financial Modelling and Risk Management
- Rita Laura D'Ecclesia:
Financial modelling and risk management.
1-4
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- Giorgio Szegö:
Measures of risk.
5-19
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- M. D. Hayford, A. G. Malliaris:
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule.
20-29
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- Damiano Brigo, Fabio Mercurio, Massimo Morini:
The LIBOR model dynamics: Approximations, calibration and diagnostics.
30-51
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- Rosella Giacometti, Mariangela Teocchi:
On pricing of credit spread options.
52-64
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- Mario Onorato, Edward I. Altman:
An integrated pricing model for defaultable loans and bonds.
65-82
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- Carlo Mari, Roberto Renò:
Credit risk analysis of mortgage loans: An application to the Italian market.
83-93
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- Eugene Nivorozhkin:
The informational content of subordinated debt and equity prices in the presence of bankruptcy costs.
94-101
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- Fabio Bellini, Gianna Figà-Talamanca:
Runs tests for assessing volatility forecastability in financial time series.
102-114
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- Alexei A. Gaivoronski, Sergiy Krylov, Nico van der Wijst:
Optimal portfolio selection and dynamic benchmark tracking.
115-131
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- G. Carcano, P. Falbo, S. Stefani:
Speculative trading in mean reverting markets.
132-144
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- Maria Letizia Guerra, Laerte Sorini:
Testing robustness in calibration of stochastic volatility models.
145-153
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- Jozsef Abaffy, Marida Bertocchi, Adriana Gnudi:
Extensions of the Ho and Lee interest-rate model to the multinomial case.
154-169
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- Maria Rosaria Simonelli:
Indeterminacy in portfolio selection.
170-176
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- Jason Laws, John Thompson:
Hedging effectiveness of stock index futures.
177-191
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- Silvia Muzzioli, Costanza Torricelli:
The pricing of options on an interval binomial tree. An application to the DAX-index option market.
192-200
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- Christian Menn, Svetlozar T. Rachev:
A GARCH option pricing model with alpha-stable innovations.
201-209
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- Algirdas Laukaitis, Alfredas Rackauskas:
Functional data analysis for clients segmentation tasks.
210-216
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- Diana Barro, Elio Canestrelli:
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach.
217-229
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- Francesco M. Paris:
Selecting an optimal portfolio of consumer loans by applying the state preference approach.
230-241
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- Ken Holden, John Thompson, Yuphin Ruangrit:
The Asian crisis and calendar effects on stock returns in Thailand.
242-252
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- Natividad Blasco, Pilar Corredor, Cristina Del Rio, Rafael Santamaría:
Bad news and Dow Jones make the Spanish stocks go round.
253-275
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- Salvador Cruz Rambaud, José García Pérez, Miguel Angel Sánchez Granero, Juan Evangelista Trinidad Segovia:
Theory of portfolios: New considerations on classic models and the Capital Market Line.
276-283
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- Francesco Maffioli:
In: Alexander Schrijver, Editors, Combinatorial Optimization-Polyhedra and Efficiency or All You Wanted to Know about Polyhedral Combinatorics and Never Dared to Ask.
284-286
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Volume 163,
Number 2,
June 2005
- Denis Bouyssou, Marc Pirlot:
Following the traces: : An introduction to conjoint measurement without transitivity and additivity.
287-337
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- Ahti Salo, Antti Punkka:
Rank inclusion in criteria hierarchies.
338-356
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- David Hartvigsen:
Representing the strengths and directions of pairwise comparisons.
357-369
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- Francesc Carreras:
A decisiveness index for simple games.
370-387
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- Paul Goodwin:
Providing support for decisions based on time series information under conditions of asymmetric loss.
388-402
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- Malcolm J. Beynon:
Understanding local ignorance and non-specificity within the DS/AHP method of multi-criteria decision making.
403-417
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- Gregory Levitin:
Uneven allocation of elements in linear multi-state sliding window system.
418-433
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- Shih-Pin Chen:
Parametric nonlinear programming approach to fuzzy queues with bulk service.
434-444
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- Shey-Huei Sheu, Yu-Hung Chien:
Optimal burn-in time to minimize the cost for general repairable products sold under warranty.
445-461
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- K. Pendaraki, Constantin Zopounidis, Michael Doumpos:
On the construction of mutual fund portfolios: A multicriteria methodology and an application to the Greek market of equity mutual funds.
462-481
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- Mark Vroblefski, Ram Ramesh, Stanley Zionts:
A unified framework for approximation of general telecommunication networks.
482-502
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- Benoît Bourbeau, Teodor Gabriel Crainic, Michel Gendreau, Jacques Robert:
Design for optimized multi-lateral multi-commodity markets.
503-529
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- Moutaz J. Khouja, Stephanie S. Robbins:
Optimal pricing and quantity of products with two offerings.
530-544
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- Dean A. Shepherd, Michael J. Armstrong, Moren Lévesque:
Allocation of attention within venture capital firms.
545-564
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- Marek Galewski:
A note on invex problems with nonnegative variable.
565-568
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- Joseph Y.-T. Leung, Haibing Li, Michael Pinedo, Chelliah Sriskandarajah:
Open shops with jobs overlap - revisited.
569-571
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Volume 163,
Number 3,
June 2005
Supply Chain Management and Advanced Planning
- Hartmut Stadtler, Ton G. de Kok, Herbert Meyr:
Editorial - in honour of Bernhard Fleischmann.
573-574
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- Hartmut Stadtler:
Supply chain management and advanced planning--basics, overview and challenges.
575-588
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- Dick Carlsson, Mikael Rönnqvist:
Supply chain management in forestry--case studies at Södra Cell AB.
589-616
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- Claudio Arbib, Fabrizio Marinelli:
Integrating process optimization and inventory planning in cutting-stock with skiving option: An optimization model and its application.
617-630
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- Jan A. Persson, Maud Göthe-Lundgren:
Shipment planning at oil refineries using column generation and valid inequalities.
631-652
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- Charles J. Corbett, Gregory A. DeCroix, Albert Y. Ha:
Optimal shared-savings contracts in supply chains: Linear contracts and double moral hazard.
653-667
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- Gregor Dudek, Hartmut Stadtler:
Negotiation-based collaborative planning between supply chains partners.
668-687
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- Andreas Robotis, Shantanu Bhattacharya, Luk N. Van Wassenhove:
The effect of remanufacturing on procurement decisions for resellers in secondary markets.
688-705
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- J. M. Spitter, Cor A. J. Hurkens, Ton G. de Kok, Jan Karel Lenstra, E. G. Negenman:
Linear programming models with planned lead times for supply chain operations planning.
706-720
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- Christina Nielsen, Christian Larsen:
An analytical study of the Q.
721-732
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- Andrei Sleptchenko, M. C. van der Heijden, Aart van Harten:
Using repair priorities to reduce stock investment in spare part networks.
733-750
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- Nico P. Dellaert, Jully Jeunet:
An alternative to safety stock policies for multi-level rolling schedule MRP problems.
751-768
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- Charles S. Tapiero:
Value at risk and inventory control.
769-775
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- Chung-Yuan Dye, Liang-Yuh Ouyang:
An EOQ model for perishable items under stock-dependent selling rate and time-dependent partial backlogging.
776-783
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- Muammer Ozer:
Factors which influence decision making in new product evaluation.
784-801
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- Aydin Alptekinoglu, Christopher S. Tang:
A model for analyzing multi-channel distribution systems.
802-824
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- Susan A. Slotnick, Matthew J. Sobel:
Manufacturing lead-time rules: Customer retention versus tardiness costs.
825-856
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Copyright © Sat May 16 23:58:37 2009
by Michael Ley (ley@uni-trier.de)
