Journal: Comput. Manag. Science

Volume 10, Issue 1

1 -- 20Luca Bertazzi, Simona S. M. Cherubini. An inventory-transportation system with stochastic demand
21 -- 49Akiko Takeda, Mahesan Niranjan, Jun-ya Gotoh, Yoshinobu Kawahara. Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios
51 -- 76Dmytro Matsypura, Vadim G. Timkovsky. Integer programs for margining option portfolios by option spreads with more than four legs