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Operational Research

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Western Canada

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Volume 6, Number 4, 2014

Special Issue: Applied Quantitative Methods in Finance‏‏‏

Managing position size depending on asset price characteristics

P Scholz | Journal of Applied Operational Research 6: 189-206 | Full Text PDF

Marginal distribution modeling and value at risk estimation for stock index returns

C Katris and S Daskalaki | Journal of Applied Operational Research 6: 207-221 | Full Text PDF

A metaheuristic multi-criteria optimisation approach to portfolio selection

G di Tollo, T St�tzle and M Birattari | Journal of Applied Operational Research 6: 222-242 | Full Text PDF

Volatility as investment - crash protection with calendar spreads of variance swaps

U Wystup and Q Zhou | Journal of Applied Operational Research 6: 243-254 | Full Text PDF

Diversification of higher moments in stock portfolios - an empirical investigation

U Walther | Journal of Applied Operational Research 6: 255-263 | Full Text PDF

Publications	Meetings & Events	Conferences	Contacts
Journal of Applied Operational Research	Air Transport Optimization	ICAOR	ORLab Analytics
Operational Research and Management Science Letters	Big Data Analytics and Decision Science	Submission	PO Box 18051 Kerrisdale
Lecture Notes in Management Science	Optimization Methods in Logistics	Registration	Vancouver, BC
	Public Transport Optimization	Contacts	V6M 4L3
	OR in Natural Resources Management	Past Events	Canada
	Quantitative Methods in Finance		[email protected]
	Scheduling in Healthcare Systems