Optimization, Volume 61, Issue 10 (2012)

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Optimization, Volume 61, Issue 10 (2012)

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Optimizing Risk Management 2009. Guest Editors: Desheng Dash Wu, Shu-Cherng Fang, David L.Olsen and John R.Birge

Original Articles

Article
Introduction to the special issue on optimizing risk management in services
Desheng Dash Wu, Shu-Cherng Fang, David L. Olson & John R. Birge
Pages: 1175-1177
Published online: 25 Sep 2012
AbstractforIntroduction to the special issue on optimizing risk management in services | Full Text | References | PDF (59 KB)
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Article
Information arrival as price jumps
Vassilis Polimenis
Pages: 1179-1190
Published online: 20 Jan 2012
AbstractforInformation arrival as price jumps | Full Text | References | PDF (124.8 KB)
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Article
Bias, exploitation and proxies in scenario-based risk minimization
Helmut Mausser & Oleksandr Romanko
Pages: 1191-1219
Published online: 21 Jun 2012
AbstractforBias, exploitation and proxies in scenario-based risk minimization | Full Text | References | PDF (1.3 MB)
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Article
An optimization approach to risk decision-making of closed-loop logistics based on SCOR model
Renbin Xiao, Zhengying Cai & Xinhui Zhang
Pages: 1221-1251
Published online: 13 Jun 2012
AbstractforAn optimization approach to risk decision-making of closed-loop logistics based on SCOR model | Full Text | References | PDF (1.1 MB)
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Article
A moment approach to bounding exotic options under regime switching
Jonathan Y. Li, Michael Jong Kim & Roy H. Kwon
Pages: 1253-1269
Published online: 16 May 2012
AbstractforA moment approach to bounding exotic options under regime switching | Full Text | References | PDF (153.2 KB)
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Article
Strategic interaction study between generation and transmission expansion planning with game-theory
Zeng Ming, Feng Junjie, Zhu Xiaoli & Xue Song
Pages: 1271-1281
Published online: 25 Sep 2012
AbstractforStrategic interaction study between generation and transmission expansion planning with game-theory | Full Text | References | PDF (190.7 KB)
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