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Loss‐averse preferences and portfolio choices: An extension
European Journal of Operational Research, Elsevier, 02-2016, 249; 1, 224--230Article dans une revue scientifique -
A new elementary geometric approach to option pricing bounds in discrete time models
European Journal of Operational Research, Elsevier, 02-2016, 249; 1, 270 - 280Article dans une revue scientifique -
A column generation approach for solving the examination-timetabling problem
European Journal of Operational Research, Elsevier, 08-2016, 253; 1, 178 - 194Article dans une revue scientifique -
From partial derivatives of DEA frontiers to marginal products, marginal rates of substitution, and returns to scale
European Journal of Operational Research, Elsevier, 09-2016, 253; 3, 880--887Article dans une revue scientifique