Journal: OR Spectrum

Volume 37, Issue 4

843 -- 867Cristiano Arbex Valle, Nigel Meade, John E. Beasley. Factor neutral portfolios
869 -- 902Sophie Weiss, Raik Stolletz. Buffer allocation in stochastic flow lines via sample-based optimization with initial bounds
903 -- 928Verena Schmid, Jan Fabian Ehmke. Integrated timetabling and vehicle scheduling with balanced departure times
929 -- 950Germán Morales-España, Claudio Gentile, Andrés Ramos. Tight MIP formulations of the power-based unit commitment problem
951 -- 982Hendrik Guhlich, Moritz Fleischmann, Raik Stolletz. Revenue management approach to due date quoting and scheduling in an assemble-to-order production system
983 -- 1006Nadjib Brahimi, Nabil Absi, Stéphane Dauzère-Pérès, Safia Kedad-Sidhoum. Models and Lagrangian heuristics for a two-level lot-sizing problem with bounded inventory
1007 -- 1035Qiushi Zhu, Hao Peng, Geert-Jan van Houtum. A condition-based maintenance policy for multi-component systems with a high maintenance setup cost

Volume 37, Issue 3

553 -- 557Giorgio Consigli, Paolo Brandimarte, Daniel Kuhn. Financial Optimization: optimization paradigms and financial planning under uncertainty
559 -- 582Jitka Dupacová, Václav Kozmík. Structure of risk-averse multistage stochastic programs
583 -- 616Agnieszka Karolina Konicz, David Pisinger, Kourosh Marjani Rasmussen, Mogens Steffensen. A combined stochastic programming and optimal control approach to personal finance and pensions
617 -- 654Stefano Pagliarani, Tiziano Vargiolu. Portfolio optimization in a defaultable Lévy-driven market model
655 -- 675Mark H. A. Davis, Sébastien Lleo. Jump-diffusion asset-liability management via risk-sensitive control
677 -- 701Sascha Desmettre, Ralf Korn, Peter Ruckdeschel, Frank Thomas Seifried. Robust worst-case optimal investment
703 -- 734Milos Kopa, Thierry Post. A general test for SSD portfolio efficiency
735 -- 759Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella. A linear risk-return model for enhanced indexation in portfolio optimization
761 -- 786Elçin Çetinkaya, Aurélie Thiele. Data-driven portfolio management with quantile constraints
787 -- 802Tarik Driouchi, Lenos Trigeorgis, Yongling Gao. Choquet-based European option pricing with stochastic (and fixed) strikes
803 -- 841Roy Cerqueti, Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari. Approximating multivariate Markov chains for bootstrapping through contiguous partitions

Volume 37, Issue 2

297 -- 330Hanne Pollaris, Kris Braekers, An Caris, Gerrit K. Janssens, Sabine Limbourg. Vehicle routing problems with loading constraints: state-of-the-art and future directions
331 -- 352Ola Jabali, Roel Leus, Tom Van Woensel, Ton de Kok. Self-imposed time windows in vehicle routing problems
353 -- 387Michael Schneider 0004, Andreas Stenger, Julian Hof. An adaptive VNS algorithm for vehicle routing problems with intermediate stops
389 -- 405Yin Long, Ek Peng Chew, Loo Hay Lee. Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem
407 -- 429Florian Jaehn, Johannes Rieder, Andreas Wiehl. Minimizing delays in a shunting yard
431 -- 456Pascal Lutter, Brigitte Werners. Order acceptance for motorail transportation with uncertain parameters
457 -- 473Can Özkan, Fikri Karaesmen, Süleyman Özekici. A revenue management problem with a choice model of consumer behaviour in a random environment
475 -- 501H. K. Okyay, Fikri Karaesmen, Süleyman Özekici. Hedging demand and supply risks in the newsvendor model
503 -- 527Harald Dyckhoff, Sebastian Gutgesell. Properties of DEA-integrated balance and specialization measures
529 -- 552Ahmad Al Hanbali, Elisa M. Alvarez, Matthieu C. van der Heijden. Approximations for the waiting-time distribution in an \(M/PH/c\) priority queue

Volume 37, Issue 1

1 -- 48Guido Schryen, Diana Hristova. Duality in fuzzy linear programming: a survey
49 -- 74Ramón Alvarez-Valdés, Francisco Parreño, José Manuel Tamarit. Lower bounds for three-dimensional multiple-bin-size bin packing problems
75 -- 97Marie Schmidt, Anita Schöbel. Timetabling with passenger routing
99 -- 136Lin Xie, Leena Suhl. Cyclic and non-cyclic crew rostering problems in public bus transit
137 -- 170Silke Jütte, Ulrich W. Thonemann. A graph partitioning strategy for solving large-scale crew scheduling problems
171 -- 194Bernat Gacias, Frédéric Meunier. Design and operation for an electric taxi fleet
195 -- 215Michael J. Klier, Knut Haase. Urban public transit network optimization with flexible demand
217 -- 242Rainer Kolisch, André Dahlmann. The dynamic replica placement problem with service levels in content delivery networks: a model and a simulated annealing heuristic
243 -- 271J. Theresia van Essen, Mark van Houdenhoven, Johann L. Hurink. Clustering clinical departments for wards to achieve a prespecified blocking probability
273 -- 291Knut Haase, Sven Müller. Insights into clients' choice in preventive health care facility location planning
293 -- 296. Acknowledgement to Referees