European Journal of Operational Research, Volume 163

Volume 163, Number 1, May 2005

• Rita Laura D'Ecclesia:
  Financial modelling and risk management. 1-4
  
• Giorgio Szegö:
  Measures of risk. 5-19
  
• 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
  
• Damiano Brigo, Fabio Mercurio, Massimo Morini:
  The LIBOR model dynamics: Approximations, calibration and diagnostics. 30-51
  
• Rosella Giacometti, Mariangela Teocchi:
  On pricing of credit spread options. 52-64
  
• Mario Onorato, Edward I. Altman:
  An integrated pricing model for defaultable loans and bonds. 65-82
  
• Carlo Mari, Roberto Renò:
  Credit risk analysis of mortgage loans: An application to the Italian market. 83-93
  
• Eugene Nivorozhkin:
  The informational content of subordinated debt and equity prices in the presence of bankruptcy costs. 94-101
  
• Fabio Bellini, Gianna Figà-Talamanca:
  Runs tests for assessing volatility forecastability in financial time series. 102-114
  
• Alexei A. Gaivoronski, Sergiy Krylov, Nico van der Wijst:
  Optimal portfolio selection and dynamic benchmark tracking. 115-131
  
• G. Carcano, P. Falbo, S. Stefani:
  Speculative trading in mean reverting markets. 132-144
  
• Maria Letizia Guerra, Laerte Sorini:
  Testing robustness in calibration of stochastic volatility models. 145-153
  
• Jozsef Abaffy, Marida Bertocchi, Adriana Gnudi:
  Extensions of the Ho and Lee interest-rate model to the multinomial case. 154-169
  
• Maria Rosaria Simonelli:
  Indeterminacy in portfolio selection. 170-176
  
• Jason Laws, John Thompson:
  Hedging effectiveness of stock index futures. 177-191
  
• Silvia Muzzioli, Costanza Torricelli:
  The pricing of options on an interval binomial tree. An application to the DAX-index option market. 192-200
  
• Christian Menn, Svetlozar T. Rachev:
  A GARCH option pricing model with alpha-stable innovations. 201-209
  
• Algirdas Laukaitis, Alfredas Rackauskas:
  Functional data analysis for clients segmentation tasks. 210-216
  
• Diana Barro, Elio Canestrelli:
  Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach. 217-229
  
• Francesco M. Paris:
  Selecting an optimal portfolio of consumer loans by applying the state preference approach. 230-241
  
• Ken Holden, John Thompson, Yuphin Ruangrit:
  The Asian crisis and calendar effects on stock returns in Thailand. 242-252
  
• Natividad Blasco, Pilar Corredor, Cristina Del Rio, Rafael Santamaría:
  Bad news and Dow Jones make the Spanish stocks go round. 253-275
  
• Salvador Cruz Rambaud, José García Pérez, Miguel Ángel Sánchez Granero, Juan Evangelista Trinidad Segovia:
  Theory of portfolios: New considerations on classic models and the Capital Market Line. 276-283
  
• 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
  

Volume 163, Number 2, June 2005

• Denis Bouyssou, Marc Pirlot:
  Following the traces: : An introduction to conjoint measurement without transitivity and additivity. 287-337
  
• Ahti Salo, Antti Punkka:
  Rank inclusion in criteria hierarchies. 338-356
  
• David Hartvigsen:
  Representing the strengths and directions of pairwise comparisons. 357-369
  
• Francesc Carreras:
  A decisiveness index for simple games. 370-387
  
• Paul Goodwin:
  Providing support for decisions based on time series information under conditions of asymmetric loss. 388-402
  
• Malcolm J. Beynon:
  Understanding local ignorance and non-specificity within the DS/AHP method of multi-criteria decision making. 403-417
  
• Gregory Levitin:
  Uneven allocation of elements in linear multi-state sliding window system. 418-433
  
• Shih-Pin Chen:
  Parametric nonlinear programming approach to fuzzy queues with bulk service. 434-444
  
• Shey-Huei Sheu, Yu-Hung Chien:
  Optimal burn-in time to minimize the cost for general repairable products sold under warranty. 445-461
  
• 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
  
• Mark Vroblefski, Ram Ramesh, Stanley Zionts:
  A unified framework for approximation of general telecommunication networks. 482-502
  
• Benoît Bourbeau, Teodor Gabriel Crainic, Michel Gendreau, Jacques Robert:
  Design for optimized multi-lateral multi-commodity markets. 503-529
  
• Moutaz J. Khouja, Stephanie S. Robbins:
  Optimal pricing and quantity of products with two offerings. 530-544
  
• Dean A. Shepherd, Michael J. Armstrong, Moren Lévesque:
  Allocation of attention within venture capital firms. 545-564
  
• Marek Galewski:
  A note on invex problems with nonnegative variable. 565-568
  
• Joseph Y.-T. Leung, Haibing Li, Michael Pinedo, Chelliah Sriskandarajah:
  Open shops with jobs overlap - revisited. 569-571
  

Volume 163, Number 3, June 2005

• Hartmut Stadtler, Ton G. de Kok, Herbert Meyr:
  Editorial - in honour of Bernhard Fleischmann. 573-574
  
• Hartmut Stadtler:
  Supply chain management and advanced planning--basics, overview and challenges. 575-588
  
• Dick Carlsson, Mikael Rönnqvist:
  Supply chain management in forestry--case studies at Södra Cell AB. 589-616
  
• Claudio Arbib, Fabrizio Marinelli:
  Integrating process optimization and inventory planning in cutting-stock with skiving option: An optimization model and its application. 617-630
  
• Jan A. Persson, Maud Göthe-Lundgren:
  Shipment planning at oil refineries using column generation and valid inequalities. 631-652
  
• Charles J. Corbett, Gregory A. DeCroix, Albert Y. Ha:
  Optimal shared-savings contracts in supply chains: Linear contracts and double moral hazard. 653-667
  
• Gregor Dudek, Hartmut Stadtler:
  Negotiation-based collaborative planning between supply chains partners. 668-687
  
• Andreas Robotis, Shantanu Bhattacharya, Luk N. Van Wassenhove:
  The effect of remanufacturing on procurement decisions for resellers in secondary markets. 688-705
  
• 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
  
• Christina Nielsen, Christian Larsen:
  An analytical study of the Q. 721-732
  
• Andrei Sleptchenko, M. C. van der Heijden, Aart van Harten:
  Using repair priorities to reduce stock investment in spare part networks. 733-750
  
• Nico P. Dellaert, Jully Jeunet:
  An alternative to safety stock policies for multi-level rolling schedule MRP problems. 751-768
  
• Charles S. Tapiero:
  Value at risk and inventory control. 769-775
  
• Chung-Yuan Dye, Liang-Yuh Ouyang:
  An EOQ model for perishable items under stock-dependent selling rate and time-dependent partial backlogging. 776-783
  
• Muammer Ozer:
  Factors which influence decision making in new product evaluation. 784-801
  
• Aydin Alptekinoglu, Christopher S. Tang:
  A model for analyzing multi-channel distribution systems. 802-824
  
• Susan A. Slotnick, Matthew J. Sobel:
  Manufacturing lead-time rules: Customer retention versus tardiness costs. 825-856