Volume 237, Issue 1-2

Search all Annals of Operations Research articles

February 2016

Risk Management and Operations Research

Issue Editors:

Desheng Wu,
David L. Olson,
John Birge

15 articles in this issue

Risk management and operations research: a review and introduction to the special volume
Desheng Wu
EditorialNotes 30 December 2015 Pages: 1 - 5
Multiple agents finitely repeated inspection game with dismissals
Yael Deutsch
Boaz Golany
OriginalPaper 23 August 2014 Pages: 7 - 26
The strategic interaction between a company and the government surrounding disasters
Kjell Hausken
Jun Zhuang
OriginalPaper 12 August 2014 Pages: 27 - 40
A stochastic semidefinite programming approach for bounds on option pricing under regime switching
Roy H. Kwon
Jonathan Y. Li
OriginalPaper 13 June 2014 Pages: 41 - 75
Multi-period risk minimization purchasing models for fashion products with interest rate, budget, and profit target considerations
Tsan-Ming Choi
OriginalPaper 19 September 2013 Pages: 77 - 98
Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy
Somayeh Moazeni
Thomas F. Coleman
Yuying Li
OriginalPaper 23 May 2013 Pages: 99 - 120
Optimal allocation of a fixed production under price uncertainty
Inmaculada Rodríguez-Puerta
Alberto A. Álvarez-López
OriginalPaper 23 August 2014 Pages: 121 - 142
Separation results for multi-product inventory hedging problems
Yuemeng Sun
Johannes Wissel
Peter L. Jackson
OriginalPaper 16 October 2013 Pages: 143 - 159
A new rank dependent utility approach to model risk averse preferences in portfolio optimization
Leili Javanmardi
Yuri Lawryshyn
OriginalPaper 09 January 2015 Pages: 161 - 176
Optimal VaR-based risk management with reinsurance
Jianfa Cong
Ken Seng Tan
OriginalPaper 22 April 2014 Pages: 177 - 202
Robust scenario-based value-at-risk optimization
Oleksandr Romanko
Helmut Mausser
OriginalPaper 24 June 2015 Pages: 203 - 218
Portfolio optimization with a copula-based extension of conditional value-at-risk
Adam Krzemienowski
Sylwia Szymczyk
OriginalPaper Open access 26 May 2014 Pages: 219 - 236
Sourcing decision under disruption risk with supply and demand uncertainty: A newsvendor approach
Pritee Ray
Mamata Jenamani
OriginalPaper 15 June 2014 Pages: 237 - 262
A simple insurance model: optimal coverage and deductible
Christopher Gaffney
Adi Ben-Israel
OriginalPaper 11 October 2013 Pages: 263 - 279
Optimizing enterprise risk management: a literature review and critical analysis of the work of Wu and Olson
Yongrok Choi
Xiaoxia Ye
Amanda C. Luo
OriginalPaper 10 February 2015 Pages: 281 - 300

Volume 237, Issue 1-2

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