Journal: Oper. Res. Lett.

Volume 39, Issue 3

163 -- 171Andrew E. B. Lim, J. George Shanthikumar, Gah-Yi Vahn. Conditional value-at-risk in portfolio optimization: Coherent but fragile
172 -- 179Martin B. Haugh. A note on constant proportion trading strategies
180 -- 187Ji Hee Yoon, Bong-Gyu Jang, Kum-Hwan Roh. An analytic valuation method for multivariate contingent claims with regime-switching volatilities
188 -- 192András Prékopa, Kunikazu Yoda, Munevver Mine Subasi. Uniform quasi-concavity in probabilistic constrained stochastic programming
193 -- 197Edilson F. Arruda, Marcelo D. Fragoso. Time aggregated Markov decision processes via standard dynamic programming
198 -- 199Sanjeeb Dash, Oktay Günlük, Christian Raack. A note on the MIR closure and basic relaxations of polyhedra
200 -- 203Sebastian Pokutta, Gautier Stauffer. Lower bounds for the Chvátal-Gomory rank in the 0/1 cube
204 -- 207Gábor Braun, Sebastian Pokutta. Random half-integral polytopes
208 -- 212Gautier Stauffer. On the facets of the stable set polytope of quasi-line graphs
213 -- 217Yuri Faenza, Gianpaolo Oriolo, Claudia Snels. A fast algorithm to remove proper and homogeneous pairs of cliques (while preserving some graph invariants)
218 -- 223Zhou Xu, Liang Xu, Brian Rodrigues. An analysis of the extended Christofides heuristic for the k-depot TSP
224 -- 228Bara Kim, Jeongsim Kim. Higher moments of the waiting time distribution in M/G/1 retrial queues
229 -- 230Matthias Mnich. Book review