Volume 10, Issue 1, February 2013

ISSN: 1619-697X (Print) 1619-6988 (Online)

In this issue (3 articles)

  1. No Access

    Original Paper

    An inventory-transportation system with stochastic demand

    Luca Bertazzi, Simona S. M. Cherubini Pages 1-20
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  2. No Access

    Original Paper

    Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios

    Akiko Takeda, Mahesan Niranjan, Jun-ya Gotoh… Pages 21-49
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  3. No Access

    Original Paper

    Integer programs for margining option portfolios by option spreads with more than four legs

    D. Matsypura, V.G. Timkovsky Pages 51-76
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