Why do we examine calendar anomalies only in financial markets? Month effect evidence from the Greek banking industryOperational Research - Tập 17 - Trang 99-114 - 2015
Vasileiou Evangelos
Calendar anomalies (CAs) have been puzzling financial economists and
practitioners for decades. The existence of CAs violates one of the most
significant financial theories: the efficient market hypothesis (Fama in J
Finance 25:383–417, 1970). Up to date most financial economists have examined
the existence of CAs only in capital markets. However, as most scholars suggest,
an economy’s financial s... hiện toàn bộ
A hybrid approach to the discrepancy in financial performance’s robustnessOperational Research - Tập 22 - Trang 5441-5476 - 2022
Sally G. Arcidiacono, Damiano Rossello
Performance measurement is a crucial ingredient in the industry of investment
funds. Mainly grounded on indices of risk-adjusted returns, it requires
historical data to estimate the relevant statistics such as the Sharpe ratio.
Therefore the measurement process is sensitive to outliers in the time series
underlying historical data. Since alternative measures are available for
performance evaluatio... hiện toàn bộ
Flowshop simulator using different sampling methodsOperational Research - Tập 5 - Trang 261-272 - 2005
M. Tari, A. Dahmani
Descriptive sampling is based on a deterministic selection of the input sample
values and their random permutation. Descriptive sampling refined is concerned
with a block of descriptive samples of prime size. The latter reduces the
sampling bias introduced by descriptive sampling and eliminates the problem of
descriptive sampling related to the sample size. This paper compares the
performance meas... hiện toàn bộ
Cơ chế phân bổ người tị nạn: lý thuyết và ứng dụng cho Liên minh châu Âu Dịch bởi AI Operational Research - Tập 22 - Trang 4557-4584 - 2022
Petros Xepapadeas, Ioannis Mourtos
Chúng tôi nghiên cứu một vấn đề di dời liên quan đến việc phân bổ một số lượng
người tị nạn nhất định—những người có sự khác biệt về quốc gia xuất xứ và các
đặc điểm như giới tính, độ tuổi hoặc trình độ học vấn—từ Hy Lạp sang các quốc
gia khác trong Liên minh châu Âu, những quốc gia đã cam kết tiếp nhận một số
lượng người tị nạn nhất định. Để nghiên cứu vấn đề này, chúng tôi đã phát triển
một khun... hiện toàn bộ
#phân bổ người tị nạn #phương pháp phân bổ #Liên minh châu Âu #di dời #sở thích người tị nạn
Contracting mechanism with imperfect information in a two-level supply chainOperational Research - Tập 20 - Trang 349-368 - 2017
Asif Muzaffar, Shiming Deng, Muhammad Nasir Malik
This article investigates a two-level supply chain consisting of a single
manufacturer and a retailer. The retailer’s ordering patterns are highly
influenced by his risk preferences. We discuss ordering policies when the
manufacturer has limited demand information and propose a production-commitment
contract, which mitigates double marginalization under imperfect information.
Demand distribution i... hiện toàn bộ
Exact and approximate solution for optimal inventory control of two-stock with reworking and forecasting of demandOperational Research - Tập 19 - Trang 333-346 - 2017
Alireza Pooya, Morteza Pakdaman, Lotfi Tadj
The aim of this paper is to describe a new optimal control model for optimal
inventory control along with reworking items and forecasting the demand. The
proposed model contains two stocks, one for serviceable products and one for
returned products. The dynamic of the proposed system includes forecasting the
demand and also the production planning. The exact analytical solution of the
proposed opt... hiện toàn bộ
Bias correction for estimation of performance measures of a Markovian queueOperational Research - Tập 20 - Trang 943-958 - 2017
M. A. C. Almeida, F. R. B. Cruz, F. L. P. Oliveira, G. de Souza
There are several situations in our daily lives in which queues are present,
such as cafeterias, supermarkets, banks, gas stations, and so forth. The
performance of such queues can be described by several measures. In this
article, the focus is on estimates of traffic intensity ($$\rho$$), also called
the utilization factor of the service station, the expected number of customers
in the system (L)... hiện toàn bộ
On the optimal solution of budgeted influence maximization problem in social networksOperational Research - Tập 19 - Trang 817-831 - 2017
Evren Güney
The budgeted influence maximization problem is a challenging stochastic
optimization problem defined on social networks. In this problem, the objective
is identifying influential individuals who can influence the maximum number of
members within a limited budget. In this work an integer program that
approximates the original problem is developed and solved by a sample average
approximation (SAA) s... hiện toàn bộ