1. An inventory-transportation system with stochastic demand

   • Luca Bertazzi
   • Simona S. M. Cherubini

   Original Paper 23 October 2012 Pages: 1 - 20

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

   • Akiko Takeda
   • Mahesan Niranjan
   • Yoshinobu Kawahara

   Original Paper 02 November 2012 Pages: 21 - 49

   

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

   • D. Matsypura
   • V.G. Timkovsky

   Original Paper 06 December 2012 Pages: 51 - 76