Journal: Comput. Manag. Science

Volume 14, Issue 2

179 -- 196Pedro Correia S. Bezerra, Pedro Henrique M. Albuquerque. Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels
197 -- 213Shuyi Wang, Aurélie Thiele. A comparison between the robust risk-aware and risk-seeking managers in R&D portfolio management
215 -- 227Mark Broadie, Weiwei Shen. Numerical solutions to dynamic portfolio problems with upper bounds
229 -- 256Ban Kawas, Aurélie Thiele. Log-robust portfolio management with parameter ambiguity
257 -- 280Cristiano Arbex Valle, Diana Roman, Gautam Mitra. Novel approaches for portfolio construction using second order stochastic dominance
281 -- 291Mehdi Rajabi Asadabadi. A developed slope order index (SOI) for bottlenecks in projects and production lines
293 -- 296Andreas Bärmann, Andreas Heidt, Alexander Martin, Sebastian Pokutta, Christoph Thurner. Erratum to: Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study