ISSN: 0305-0548    Frecuencia: 12   Formato: Impresa

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20 artículos asociados 
Volumen 35 Número 1 Parte 0 Año 2008

The valuation of multidimensional American real options using the LSM simulation method
Gonzalo Cortazar, Miguel Gravet, Jorge Urzua
Pág. 113 - 129  

Evaluating financial time series models for irregularly spaced data: A spectral density approach
Pierre Duchesne, Maria Pacurar
Pág. 130 - 155  

A note on Bayesian identification of change points in data sequences
R.H. Loschi, F.R.B. Cruz, R.H.C. Takahashi, P.L. Iglesias, R.B. Arellano-Valle, J. MacGregor Smith
Pág. 156 - 170  

Portfolio performance sensitivity for various asset-pricing kernels
Mohamed A. Ayadi, Lawrence Kryzanowski
Pág. 171 - 185  

Quadratic programming with transaction costs
Michael J. Best, Jaroslava Hlouskova
Pág. 18 - 33  

Stability analysis of efficient solutions in multiobjective integer programming: A case study in load management
Maria João Alves, João Clímaco, Carlos Henggeler Antunes, Humberto Jorge, António G. Martins
Pág. 186 - 197  

Computing all efficient solutions of the biobjective minimum spanning tree problem
Sarah Steiner, Tomasz Radzik
Pág. 198 - 211  

Heuristic and exact algorithms for generating homogenous constrained three-staged cutting patterns
Yaodong Cui
Pág. 212 - 225  

Solving dynamic stochastic economic models by mathematical programming decomposition methods
Mercedes Esteban-Bravo, Francisco J. Nogales
Pág. 226 - 240  

A cross entropy algorithm for the Knapsack problem with setups
M. Caserta, E. Quiñonez Rico, A. Márquez Uribe
Pág. 241 - 252  

A multi-objective model for environmental investment decision making
Andrew J. Higgins, Stefan Hajkowicz, Elisabeth Bui
Pág. 253 - 266  

A comprehensive and robust procedure for obtaining the nofit polygon using Minkowski sums
Julia A Bennell, Xiang Song
Pág. 267 - 281  

A very fast TS/SA algorithm for the job shop scheduling problem
Chao Yong Zhang, PeiGen Li, YunQing Rao, ZaiLin Guan
Pág. 282 - 294  

Sensitivity analysis of the knapsack sharing problem: Perturbation of the weight of an item
T. Belgacem, M. Hifi
Pág. 295 - 308  

Robust multiperiod portfolio management in the presence of transaction costs
Dimitris Bertsimas, Dessislava Pachamanova
Pág. 3 - 17  

Neural network-based mean¿variance¿skewness model for portfolio selection
Lean Yu, Shouyang Wang, Kin Keung Lai
Pág. 34 - 46  

Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings
Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero
Pág. 47 - 63  

A spectral method for bonds
Javier de Frutos
Pág. 64 - 75  

On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices
Xun Li, Zhenyu Wu
Pág. 76 - 89  

Valuing pilot projects in a learning by investing framework: An approximate dynamic programming approach
Eymen Errais, Jeffrey Sadowsky
Pág. 90 - 112