Volume 205, Issue 1

Search all Annals of Operations Research articles

May 2013

Operations Research Models in Banking Management

Issue Editors:

Constantin Zopounidis,
Michael Doumpos

13 articles in this issue

Editorial
Constantin Zopounidis
Michael Doumpos
OriginalPaper 14 March 2013 Pages: 1 - 3
Linking customer satisfaction, employee appraisal, and business performance: an evaluation methodology in the banking sector
E. Grigoroudis
E. Tsitsiridi
C. Zopounidis
OriginalPaper 31 August 2012 Pages: 5 - 27
A dynamic theory of the credit union
Geoffrey M. Rubin
George A. Overstreet Jr.
Kanshukan Rajaratnam
OriginalPaper 16 November 2012 Pages: 29 - 53
Financial planning for young households
Anne Marie B. Pedersen
Alex Weissensteiner
Rolf Poulsen
OriginalPaper 31 August 2012 Pages: 55 - 76
A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making
Belaïd Aouni
Cinzia Colapinto
Davide La Torre
OriginalPaper 07 August 2012 Pages: 77 - 88
CDS volatility: the key signal of credit quality
Rosella Castellano
Rita L. D’Ecclesia
OriginalPaper 21 November 2012 Pages: 89 - 107
Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives
Mazin A. M. Al Janabi
OriginalPaper 24 February 2012 Pages: 109 - 139
What do robust equity portfolio models really do?
Woo Chang Kim
Jang Ho Kim
Frank J. Fabozzi
OriginalPaper 17 November 2012 Pages: 141 - 168
Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyan V. Stoyanov
Svetlozar T. Rachev
Frank J. Fabozzi
OriginalPaper 27 April 2012 Pages: 169 - 187
Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips
D. Pla-Santamaria
M. Bravo
OriginalPaper 15 November 2012 Pages: 189 - 201
Fast gradient descent method for Mean-CVaR optimization
Garud Iyengar
Alfred Ka Chun Ma
OriginalPaper 07 February 2013 Pages: 203 - 212
A new method for mean-variance portfolio optimization with cardinality constraints
Francesco Cesarone
Andrea Scozzari
Fabio Tardella
OriginalPaper 13 June 2012 Pages: 213 - 234
Exact and heuristic approaches for the index tracking problem with UCITS constraints
Andrea Scozzari
Fabio Tardella
Thiemo Krink
OriginalPaper 06 September 2012 Pages: 235 - 250

Volume 205, Issue 1

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