Journal: European Journal of Operational Research

Volume 249, Issue 2

395 -- 396Jonathan Crook, Tony Bellotti, Christophe Mues. Editorial
397 -- 406Luis Javier Sánchez Barrios, Galina Andreeva, Jake Ansell. "Time-to-profit scorecards for revolving credit"
407 -- 416Mee Chi So, Lyn C. Thomas, Bo Huang. Lending decisions with limits on capital available: The polygamous marriage problem
417 -- 426Yanhong Guo, Wenjun Zhou, Chunyu Luo, Chuanren Liu, Hui Xiong. Instance-based credit risk assessment for investment decisions in P2P lending
427 -- 439Trevor Fitzpatrick, Christophe Mues. An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
440 -- 456Yongwoong Lee, Daniel Rösch, Harald Scheule. Accuracy of mortgage portfolio risk forecasts during financial crises
457 -- 464Mindy Leow, Jonathan Crook. The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis
465 -- 475D. E. Allen, R. J. Powell, A. K. Singh. Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
476 -- 486Lyn C. Thomas, Anna Matuszyk, Mee Chi So, Christophe Mues, Angela Moore. Modelling repayment patterns in the collections process for unsecured consumer debt: A case study
487 -- 497Mindy Leow, Jonathan Crook. A new Mixture model for the estimation of credit card Exposure at Default
498 -- 505Pak Shun Hon, Tony Bellotti. Models and forecasts of credit card balance
506 -- 516Galina Andreeva, Raffaella Calabrese, Silvia Angela Osmetti. A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models
517 -- 524Guilherme Barreto Fernandes, Rinaldo Artes. Spatial dependence in credit risk and its improvement in credit scoring
525 -- 539Jinbeom Kim, Tim Leung. Pricing derivatives with counterparty risk and collateralization: A fixed point approach
540 -- 550Maria Elbek, Sanne Wøhlk. A variable neighborhood search for the multi-period collection of recyclable materials
551 -- 559Florent Hernández, Dominique Feillet, Rodolphe Giroudeau, Olivier Naud. Branch-and-price algorithms for the solution of the multi-trip vehicle routing problem with time windows
560 -- 576Can Akkan, M. Erdem Külünk, Cenk Koças. Finding robust timetables for project presentations of student teams
577 -- 591Mario Vanhoucke, José Coelho. An approach using SAT solvers for the RCPSP with logical constraints
592 -- 604Eda Göksoy Kalaycilar, Meral Azizoglu, Sencer Yeralan. A disassembly line balancing problem with fixed number of workstations
605 -- 617Pietro De Giovanni, Puduru Viswanadha Reddy, Georges Zaccour. Incentive strategies for an optimal recovery program in a closed-loop supply chain
618 -- 627Nils Boysen, Simon Emde. The parallel stack loading problem to minimize blockages
628 -- 630Wenqiang Dai, Qingzhu Jiang, Yi Feng. A note: An improved upper bound for the online inventory problem with bounded storage and order costs
631 -- 646Selma Jayech. The contagion channels of July-August-2011 stock market crash: A DAG-copula based approach
647 -- 656Jianjun Gao 0001, Yan Xiong, Duan Li 0002. Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
657 -- 666Jinlong Huang, Xianyi Wu, Xian Zhou. Asymptotic behaviors of stochastic reserving: Aggregate versus individual models
667 -- 676S. Amodio, A. D'Ambrosio, R. Siciliano. Accurate algorithms for identifying the median ranking when dealing with weak and partial rankings under the Kemeny axiomatic approach
677 -- 682Yao Ouyang, Witold Pedrycz. A new model for intuitionistic fuzzy multi-attributes decision making
683 -- 690Chuan-Ju Wang, Ming-Yang Kao. Optimal search for parameters in Monte Carlo simulation for derivative pricing
691 -- 705Daniel Hach, Chi Kong Chyong, Stefan Spinler. Capacity market design options: A dynamic capacity investment model and a GB case study
706 -- 716Jiangjiang Zhao, Tieju Ma. Optimizing layouts of initial AFV refueling stations targeting different drivers, and experiments with agent-based simulations
717 -- 727Xuejun Hu, Nanfang Cui, Erik Demeulemeester, Li Bie. Incorporation of activity sensitivity measures into buffer management to manage project schedule risk
728 -- 739Takashi Shibata. Strategic entry in a triopoly market of firms with asymmetric cost structures
740 -- 750Bogdan Grechuk, Michael Zabarankin. Inverse portfolio problem with coherent risk measures
751 -- 770Mohamed A. Ayadi, Hatem Ben Ameur, Tarek Fakhfakh. A dynamic program for valuing corporate securities
771 -- 783Francesco Vidoli, Jacopo Canello. Controlling for spatial heterogeneity in nonparametric efficiency models: An empirical proposal
784 -- 788Mike G. Tsionas. Notes on technical efficiency estimation with multiple inputs and outputs
789 -- 790Etienne de Klerk. Book Review by Etienne de Klerk "An Introduction to Polynomial and Semi-Algebraic Optimization" by Jean-Bernard Lasserre, Cambridge University Press, 2015