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ORCIDComputational Optimization and Applications, Volume 32
Volume 32, Numbers 1-2, October 2005
- Gautam Mitra:
Introduction: Optimization and Risk Modelling. 5-8 - Sergiy Butenko, Alexander Golodnikov
, Stanislav Uryasev:
Optimal Security Liquidation Algorithms. 9-27 - N. C. P. Edirisinghe:
Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case. 29-59 - Paul Embrechts, Roger Kaufmann, Pierre Patie:
Strategic Long-Term Financial Risks: Single Risk Factors. 61-90 - Aparna Gupta, Walter Murray:
A Framework Algorithm to Compute Optimal Asset Allocation for Retirement with Behavioral Utilities. 91-113 - Hiroshi Konno, Keisuke Akishino, Rei Yamamoto:
Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost. 115-132 - Adam Krzemienowski, Wlodzimierz Ogryczak:
On Extending the LP Computable Risk Measures to Account Downside Risk. 133-160 - Georg Ch. Pflug, Andrzej Ruszczynski:
Measuring Risk for Income Streams. 161-178 - Konstantin Volosov, Gautam Mitra, Fabio Spagnolo, Cormac Lucas:
Treasury Management Model with Foreign Exchange Exposure. 179-207
Volume 32, Number 3, December 2005
- Pasquale Avella, Maurizio Boccia, Antonio Sforza, Igor Vasil'ev:
A Branch-and-Cut Algorithm for the Median-Path Problem. 215-230 - Yannis Marinakis, Athanasios Migdalas, Panos M. Pardalos:
Expanding Neighborhood GRASP for the Traveling Salesman Problem. 231-257 - J. A. J. Hall, K. I. M. McKinnon:
Hyper-Sparsity in the Revised Simplex Method and How to Exploit it. 259-283 - Roummel F. Marcia, Julie C. Mitchell, J. Ben Rosen:
Iterative Convex Quadratic Approximation for Global Optimization in Protein Docking. 285-297 - Cristina Delgado, Manuel Laguna, Joaquín A. Pacheco:
Minimizing Labor Requirements in a Periodic Vehicle Loading Problem. 299-320
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