Computers & Operations Research （COR） - Volume 35, Issue 1 论文列表
| 点击这里查看 Computers & Operations Research 的JCR分区、影响因子等信息 |
| 卷期号： Volume 35, Issue 1 |
| 发布时间： January 2008 |
| 卷期年份： 2008 |
| 卷期官网： https://www.sciencedirect.com/journal/computers-and-operations-research/vol/35/issue/1 |
本期论文列表
Title Page/Editorial Board
Special Issue of Computers & Operations Research Applications of OR in Finance
Robust multiperiod portfolio management in the presence of transaction costs
Quadratic programming with transaction costs
Neural network-based mean–variance–skewness model for portfolio selection
Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings
A spectral method for bonds
On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices
Valuing pilot projects in a learning by investing framework: An approximate dynamic programming approach
The valuation of multidimensional American real options using the LSM simulation method
Evaluating financial time series models for irregularly spaced data: A spectral density approach
A note on Bayesian identification of change points in data sequences
Portfolio performance sensitivity for various asset-pricing kernels
Stability analysis of efficient solutions in multiobjective integer programming: A case study in load management
Computing all efficient solutions of the biobjective minimum spanning tree problem
Heuristic and exact algorithms for generating homogenous constrained three-staged cutting patterns
Solving dynamic stochastic economic models by mathematical programming decomposition methods
A cross entropy algorithm for the Knapsack problem with setups
A multi-objective model for environmental investment decision making
A comprehensive and robust procedure for obtaining the nofit polygon using Minkowski sums
A very fast TS/SA algorithm for the job shop scheduling problem
Sensitivity analysis of the knapsack sharing problem: Perturbation of the weight of an item