Journal: Computers & OR

Volume 39, Issue 4

751 -- 752Desheng Dash Wu, David L. Olson, John R. Birge. Guest editorial
753 -- 764Philipp Aigner, Georg Beyschlag, Tim Friederich, Markus Kalepky, Rudi Zagst. Modeling and managing portfolios including listed private equity
765 -- 773Sung Ho Ha, Ramayya Krishnan. Predicting repayment of the credit card debt
774 -- 784Julie J. C. H. Ryan, Thomas A. Mazzuchi, Daniel J. Ryan, Juliana Lopez de la Cruz, Roger Cooke. Quantifying information security risks using expert judgment elicitation
785 -- 791Ester Gutiérrez, Sebastián Lozano. A competing risks analysis of the duration of federal target funds rates
792 -- 804Santiago Carrillo-Menéndez, Alberto Suárez. Robust quantification of the exposure to operational risk: Bringing economic sense to economic capital
805 -- 819Ozden Ustun, Refail Kasimbeyli. Combined forecasts in portfolio optimization: A generalized approach
820 -- 828Janko Hernández, David Saunders, Luis Seco. Algorithmic estimation of risk factors in financial markets with stochastic drift
829 -- 837Chen Chen, Roy H. Kwon. Robust portfolio selection for index tracking
838 -- 849João Claro, Jorge Pinho de Sousa. A multiobjective metaheuristic for a mean-risk multistage capacity investment problem with process flexibility
850 -- 862Amanda J. Schmitt, Lawrence V. Snyder. Infinite-horizon models for inventory control under yield uncertainty and disruptions
863 -- 873J. Tinguaro Rodríguez, Begoña Vitoriano, Javier Montero. A general methodology for data-based rule building and its application to natural disaster management