| 1 | -- | 2 | Michèle Breton. Special Issue of Computers & Operations Research Applications of OR in Finance |
| 3 | -- | 17 | Dimitris Bertsimas, Dessislava Pachamanova. Robust multiperiod portfolio management in the presence of transaction costs |
| 18 | -- | 33 | Michael J. Best, Jaroslava Hlouskova. Quadratic programming with transaction costs |
| 34 | -- | 46 | Lean Yu, Shouyang Wang, Kin Keung Lai. Neural network-based mean-variance-skewness model for portfolio selection |
| 47 | -- | 63 | Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero. Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings |
| 64 | -- | 75 | Javier de Frutos. A spectral method for bonds |
| 76 | -- | 89 | Xun Li, Zhenyu Wu. On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices |
| 90 | -- | 112 | Eymen Errais, Jeffrey Sadowsky. Valuing pilot projects in a learning by investing framework: An approximate dynamic programming approach |
| 113 | -- | 129 | Gonzalo Cortazar, Miguel Gravet, Jorge Urzúa. The valuation of multidimensional American real options using the LSM simulation method |
| 130 | -- | 155 | Pierre Duchesne, Maria Pacurar. Evaluating financial time series models for irregularly spaced data: A spectral density approach |
| 156 | -- | 170 | Rosangela Helena Loschi, Frederico R. B. Cruz, Ricardo H. C. Takahashi, Pilar Loreto Iglesias, Reinaldo Boris Arellano-Valle, James MacGregor Smith. A note on Bayesian identification of change points in data sequences |
| 171 | -- | 185 | Mohamed A. Ayadi, Lawrence Kryzanowski. Portfolio performance sensitivity for various asset-pricing kernels |
| 186 | -- | 197 | Maria João Alves, João C. N. Clímaco, Carlos Henggeler Antunes, Humberto Jorge, Antonio Gomes Martins. Stability analysis of efficient solutions in multiobjective integer programming: A case study in load management |
| 198 | -- | 211 | Sarah Steiner, Tomasz Radzik. Computing all efficient solutions of the biobjective minimum spanning tree problem |
| 212 | -- | 225 | Yaodong Cui. Heuristic and exact algorithms for generating homogenous constrained three-staged cutting patterns |
| 226 | -- | 240 | Mercedes Esteban-Bravo, Francisco J. Nogales. Solving dynamic stochastic economic models by mathematical programming decomposition methods |
| 241 | -- | 252 | M. Caserta, E. Quiñonez Rico, A. Márquez Uribe. A cross entropy algorithm for the Knapsack problem with setups |
| 253 | -- | 266 | Andrew J. Higgins, Stefan Hajkowicz, Elisabeth N. Bui. A multi-objective model for environmental investment decision making |
| 267 | -- | 281 | Julia A. Bennell, Xiang Song. A comprehensive and robust procedure for obtaining the nofit polygon using Minkowski sums |
| 282 | -- | 294 | Chaoyong Zhang, Peigen Li, Yunqing Rao, Zailin Guan. A very fast TS/SA algorithm for the job shop scheduling problem |
| 295 | -- | 308 | Tarik Belgacem, Mhand Hifi. Sensitivity analysis of the knapsack sharing problem: Perturbation of the weight of an item |