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@article{DBLP:journals/anor/Choi16, author = {Tsan{-}Ming Choi}, title = {Multi-period risk minimization purchasing models for fashion products with interest rate, budget, and profit target considerations}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {77--98}, year = {2016}, url = {https://doi.org/10.1007/s10479-013-1453-x}, doi = {10.1007/S10479-013-1453-X}, timestamp = {Thu, 13 Aug 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/Choi16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/ChoiYZL16, author = {Yongrok Choi and Xiaoxia Ye and Lu Zhao and Amanda C. Luo}, title = {Optimizing enterprise risk management: a literature review and critical analysis of the work of Wu and Olson}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {281--300}, year = {2016}, url = {https://doi.org/10.1007/s10479-015-1789-5}, doi = {10.1007/S10479-015-1789-5}, timestamp = {Tue, 21 Mar 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/anor/ChoiYZL16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/CongT16, author = {Jianfa Cong and Ken Seng Tan}, title = {Optimal VaR-based risk management with reinsurance}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {177--202}, year = {2016}, url = {https://doi.org/10.1007/s10479-014-1584-8}, doi = {10.1007/S10479-014-1584-8}, timestamp = {Thu, 13 Aug 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/CongT16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/DeutschG16, author = {Yael Deutsch and Boaz Golany}, title = {Multiple agents finitely repeated inspection game with dismissals}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {7--26}, year = {2016}, url = {https://doi.org/10.1007/s10479-014-1703-6}, doi = {10.1007/S10479-014-1703-6}, timestamp = {Thu, 13 Aug 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/DeutschG16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/GaffneyB16, author = {Christopher Gaffney and Adi Ben{-}Israel}, title = {A simple insurance model: optimal coverage and deductible}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {263--279}, year = {2016}, url = {https://doi.org/10.1007/s10479-013-1469-2}, doi = {10.1007/S10479-013-1469-2}, timestamp = {Thu, 13 Aug 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/GaffneyB16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/Hausken016, author = {Kjell Hausken and Jun Zhuang}, title = {The strategic interaction between a company and the government surrounding disasters}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {27--40}, year = {2016}, url = {https://doi.org/10.1007/s10479-014-1684-5}, doi = {10.1007/S10479-014-1684-5}, timestamp = {Thu, 13 Aug 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/Hausken016.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/JavanmardiL16, author = {Leili Javanmardi and Yuri A. Lawryshyn}, title = {A new rank dependent utility approach to model risk averse preferences in portfolio optimization}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {161--176}, year = {2016}, url = {https://doi.org/10.1007/s10479-014-1761-9}, doi = {10.1007/S10479-014-1761-9}, timestamp = {Thu, 02 Mar 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/anor/JavanmardiL16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/KrzemienowskiS16, author = {Adam Krzemienowski and Sylwia Szymczyk}, title = {Portfolio optimization with a copula-based extension of conditional value-at-risk}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {219--236}, year = {2016}, url = {https://doi.org/10.1007/s10479-014-1625-3}, doi = {10.1007/S10479-014-1625-3}, timestamp = {Thu, 13 Aug 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/KrzemienowskiS16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/KwonL16, author = {Roy H. Kwon and Jonathan Y. Li}, title = {A stochastic semidefinite programming approach for bounds on option pricing under regime switching}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {41--75}, year = {2016}, url = {https://doi.org/10.1007/s10479-014-1651-1}, doi = {10.1007/S10479-014-1651-1}, timestamp = {Thu, 13 Aug 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/KwonL16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/MoazeniCL16, author = {Somayeh Moazeni and Thomas F. Coleman and Yuying Li}, title = {Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {99--120}, year = {2016}, url = {https://doi.org/10.1007/s10479-013-1391-7}, doi = {10.1007/S10479-013-1391-7}, timestamp = {Tue, 24 Oct 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/MoazeniCL16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/RayJ16, author = {Pritee Ray and Mamata Jenamani}, title = {Sourcing decision under disruption risk with supply and demand uncertainty: {A} newsvendor approach}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {237--262}, year = {2016}, url = {https://doi.org/10.1007/s10479-014-1649-8}, doi = {10.1007/S10479-014-1649-8}, timestamp = {Thu, 13 Aug 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/RayJ16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/Rodriguez-Puerta16, author = {Inmaculada Rodr{\'{\i}}guez{-}Puerta and Alberto A. {\'{A}}lvarez{-}L{\'{o}}pez}, title = {Optimal allocation of a fixed production under price uncertainty}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {121--142}, year = {2016}, url = {https://doi.org/10.1007/s10479-014-1702-7}, doi = {10.1007/S10479-014-1702-7}, timestamp = {Thu, 13 Aug 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/Rodriguez-Puerta16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/RomankoM16, author = {Oleksandr Romanko and Helmut Mausser}, title = {Robust scenario-based value-at-risk optimization}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {203--218}, year = {2016}, url = {https://doi.org/10.1007/s10479-015-1822-8}, doi = {10.1007/S10479-015-1822-8}, timestamp = {Thu, 13 Aug 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/RomankoM16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/SunWJ16, author = {Yuemeng Sun and Johannes Wissel and Peter L. Jackson}, title = {Separation results for multi-product inventory hedging problems}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {143--159}, year = {2016}, url = {https://doi.org/10.1007/s10479-013-1473-6}, doi = {10.1007/S10479-013-1473-6}, timestamp = {Thu, 13 Aug 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/SunWJ16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/anor/Wu16, author = {Desheng Wu}, title = {Risk management and operations research: a review and introduction to the special volume}, journal = {Ann. Oper. Res.}, volume = {237}, number = {1-2}, pages = {1--5}, year = {2016}, url = {https://doi.org/10.1007/s10479-015-2101-4}, doi = {10.1007/S10479-015-2101-4}, timestamp = {Thu, 13 Aug 2020 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/anor/Wu16.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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