Dépouillements

Varying routes to the top / P. Naudé in Journal of the operational research society (JORS), Vol. 61 N° 8 (Août 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1193–1206 Titre : Varying routes to the top : identifying different strategies in the MBA marketplace Type de document : texte imprimé Auteurs : P. Naudé, Auteur ; S. Henneberg, Auteur ; Z. Jiang, Auteur Année de publication : 2011 Article en page(s) : pp. 1193–1206 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : MBA  ranking  Financial  times  MBA  ranking  MBS  strategy Index. décimale : 001.424 Résumé : The market for MBA degrees is changing rapidly. As this market tends to maturity, an increase in the number of universities offering these degrees is evident, and also in the different formats in which these degrees are offered. In this increasingly crowded marketplace, there exist two main sources of information that buyers (students as well as prospective employers of MBA students) can use to assess the products on offer—whether or not a Business school/MBA programme is accredited, and also the position of the school in available rankings, a number of which are regularly published. Playing ‘the rankings game’ is one that occupies the time and effort of many MBA directors globally, as they all try to edge their way upwards in order to attract more and better students. The problem with an ordinal ranking, though, is that it suggests too readily that it is based upon a unidimensional measure. We use the data behind one of these rankings, that of the Financial Times top 100, full-time MBA programmes in 2008, in order to explore to what extent schools are using different routes to try to improve their rankings. Using a variety of multivariate statistical tools, we base our analysis on the three underlying factors of alumni career progress, diversity, and idea generation. What emerges is a clearer picture of the extent to which programmes that are ranked very closely do, in fact, base their success on very different routes to the top. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200975a.html [article] Varying routes to the top : identifying different strategies in the MBA marketplace [texte imprimé] / P. Naudé, Auteur ; S. Henneberg, Auteur ; Z. Jiang, Auteur . - 2011 . - pp. 1193–1206. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1193–1206 Mots-clés : MBA  ranking  Financial  times  MBA  ranking  MBS  strategy Index. décimale : 001.424 Résumé : The market for MBA degrees is changing rapidly. As this market tends to maturity, an increase in the number of universities offering these degrees is evident, and also in the different formats in which these degrees are offered. In this increasingly crowded marketplace, there exist two main sources of information that buyers (students as well as prospective employers of MBA students) can use to assess the products on offer—whether or not a Business school/MBA programme is accredited, and also the position of the school in available rankings, a number of which are regularly published. Playing ‘the rankings game’ is one that occupies the time and effort of many MBA directors globally, as they all try to edge their way upwards in order to attract more and better students. The problem with an ordinal ranking, though, is that it suggests too readily that it is based upon a unidimensional measure. We use the data behind one of these rankings, that of the Financial Times top 100, full-time MBA programmes in 2008, in order to explore to what extent schools are using different routes to try to improve their rankings. Using a variety of multivariate statistical tools, we base our analysis on the three underlying factors of alumni career progress, diversity, and idea generation. What emerges is a clearer picture of the extent to which programmes that are ranked very closely do, in fact, base their success on very different routes to the top. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200975a.html

Rational inference / Ormerod, R. J. in Journal of the operational research society (JORS), Vol. 61 N° 8 (Août 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1207–1223 Titre : Rational inference : deductive, inductive and probabilistic thinking Type de document : texte imprimé Auteurs : Ormerod, R. J., Auteur Année de publication : 2011 Article en page(s) : pp. 1207–1223 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Philosophy  of  science  Philosophy  of  mathematics  Philosophy  of  statistics;  method  of  OR  Bayes's  theorem Index. décimale : 001.424 Résumé : The paper reviews three modes of rational inference: deductive, inductive and probabilistic. Many examples of each can be found in scientific endeavour, professional practice and public discourse. However, while the strengths and weaknesses of deductive and inductive inference are well established, the implications of the emerging probabilistic orientation are still being worked through. The paper discusses some of the recent findings in psychology and philosophy, and speculates about the implications for scientific and professional practice in general and OR in particular. It is suggested that the probabilistic orientation and Bayesian approach can provide an epistemological lens through which to view the claims of different approaches to inference. Some suggestions for further research are made. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200996a.html [article] Rational inference : deductive, inductive and probabilistic thinking [texte imprimé] / Ormerod, R. J., Auteur . - 2011 . - pp. 1207–1223. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1207–1223 Mots-clés : Philosophy  of  science  Philosophy  of  mathematics  Philosophy  of  statistics;  method  of  OR  Bayes's  theorem Index. décimale : 001.424 Résumé : The paper reviews three modes of rational inference: deductive, inductive and probabilistic. Many examples of each can be found in scientific endeavour, professional practice and public discourse. However, while the strengths and weaknesses of deductive and inductive inference are well established, the implications of the emerging probabilistic orientation are still being worked through. The paper discusses some of the recent findings in psychology and philosophy, and speculates about the implications for scientific and professional practice in general and OR in particular. It is suggested that the probabilistic orientation and Bayesian approach can provide an epistemological lens through which to view the claims of different approaches to inference. Some suggestions for further research are made. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200996a.html

Assessing pupil and school performance by non-parametric and parametric techniques / K. De Witte in Journal of the operational research society (JORS), Vol. 61 N° 8 (Août 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1224–1237 Titre : Assessing pupil and school performance by non-parametric and parametric techniques Type de document : texte imprimé Auteurs : K. De Witte, Auteur ; Thanassoulis, E., Auteur ; G. Simpson, Auteur Année de publication : 2011 Article en page(s) : pp. 1224–1237 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Performance  measurement  Free  disposal  hull  Multi-level  modelling  Secondary  education Index. décimale : 001.424 Résumé : This paper discusses the use of the non-parametric free disposal hull (FDH) and the parametric multi-level model (MLM) as alternative methods for measuring pupil and school attainment where hierarchical structured data are available. Using robust FDH estimates, we show how to decompose the overall inefficiency of a unit (a pupil) into a unit specific and a higher level (a school) component. By a sample of entry and exit attainments of 3017 girls in British ordinary single sex schools, we test the robustness of the non-parametric and parametric estimates. Finally, the paper uses the traditional MLM model in a best practice framework so that pupil and school efficiencies can be computed. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200950a.html [article] Assessing pupil and school performance by non-parametric and parametric techniques [texte imprimé] / K. De Witte, Auteur ; Thanassoulis, E., Auteur ; G. Simpson, Auteur . - 2011 . - pp. 1224–1237. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1224–1237 Mots-clés : Performance  measurement  Free  disposal  hull  Multi-level  modelling  Secondary  education Index. décimale : 001.424 Résumé : This paper discusses the use of the non-parametric free disposal hull (FDH) and the parametric multi-level model (MLM) as alternative methods for measuring pupil and school attainment where hierarchical structured data are available. Using robust FDH estimates, we show how to decompose the overall inefficiency of a unit (a pupil) into a unit specific and a higher level (a school) component. By a sample of entry and exit attainments of 3017 girls in British ordinary single sex schools, we test the robustness of the non-parametric and parametric estimates. Finally, the paper uses the traditional MLM model in a best practice framework so that pupil and school efficiencies can be computed. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200950a.html

System Dynamic simulation of treatment policies to address colliding epidemics of tuberculosis, drug resistant tuberculosis and injecting drug users driven HIV in Russia / R. M. Lebcir in Journal of the operational research society (JORS), Vol. 61 N° 8 (Août 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1238–1248 Titre : System Dynamic simulation of treatment policies to address colliding epidemics of tuberculosis, drug resistant tuberculosis and injecting drug users driven HIV in Russia Type de document : texte imprimé Auteurs : R. M. Lebcir, Auteur ; R. A. Atun, Auteur ; R. J. Coker, Auteur Année de publication : 2011 Article en page(s) : pp. 1238–1248 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Health  service  HIV  Tuberculosis  HAART  System  dynamics  Russia Index. décimale : 001.424 Résumé : The explosive increase in the number of people infected with tuberculosis (TB), multi drug resistant tuberculosis (MDRTB), and injecting drug users (IDU) HIV/AIDS has become a serious public health challenge in Russia. The World Health Organization is recommending policies including simultaneous use of highly active antiretroviral therapy (HAART) to treat HIV/AIDS and second line drugs to treat MDRTB. We developed a System Dynamics simulation model to represent the dynamic transmission of TB, MDRTB and human immunodeficiency virus (HIV). The model simulated scenarios regarding MDRTB cure rate and HAART coverage, that is the HIV/AIDS population covered by HAART. The results over a 20-year period indicate that reduction in TB and HIV-associated TB deaths would be negligible for HAART coverage up to 50%. The reduction is only significant for HAART coverage of 70% and above. Similarly, high MDRTB cure rate reduces significantly deaths from TB and MDRTB and this reduction is more important as the HAART coverage is increased. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200990a.html [article] System Dynamic simulation of treatment policies to address colliding epidemics of tuberculosis, drug resistant tuberculosis and injecting drug users driven HIV in Russia [texte imprimé] / R. M. Lebcir, Auteur ; R. A. Atun, Auteur ; R. J. Coker, Auteur . - 2011 . - pp. 1238–1248. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1238–1248 Mots-clés : Health  service  HIV  Tuberculosis  HAART  System  dynamics  Russia Index. décimale : 001.424 Résumé : The explosive increase in the number of people infected with tuberculosis (TB), multi drug resistant tuberculosis (MDRTB), and injecting drug users (IDU) HIV/AIDS has become a serious public health challenge in Russia. The World Health Organization is recommending policies including simultaneous use of highly active antiretroviral therapy (HAART) to treat HIV/AIDS and second line drugs to treat MDRTB. We developed a System Dynamics simulation model to represent the dynamic transmission of TB, MDRTB and human immunodeficiency virus (HIV). The model simulated scenarios regarding MDRTB cure rate and HAART coverage, that is the HIV/AIDS population covered by HAART. The results over a 20-year period indicate that reduction in TB and HIV-associated TB deaths would be negligible for HAART coverage up to 50%. The reduction is only significant for HAART coverage of 70% and above. Similarly, high MDRTB cure rate reduces significantly deaths from TB and MDRTB and this reduction is more important as the HAART coverage is increased. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200990a.html

Weighting the competitiveness factors for container ports under conflicting interests / G-T. Yeo in Journal of the operational research society (JORS), Vol. 61 N° 8 (Août 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1249–1257 Titre : Weighting the competitiveness factors for container ports under conflicting interests Type de document : texte imprimé Auteurs : G-T. Yeo, Auteur ; D-W. Song, Auteur ; J. Dinwoodie, Auteur Année de publication : 2011 Article en page(s) : pp. 1249–1257 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Container  port  competitiveness  Multiple  decision-making  group  problems  Combined  AHP  procedure  Compromise  weights  Dempster-Shafer  theory Index. décimale : 001.424 Résumé : Generally, an evaluation of container port competitiveness is regarded as a multiple criteria decision-making (MCDM) problem which involves various stakeholders with conflicting interests. To solve MCDM problems, the analytic hierarchy process (AHP) method has been popular, but problems arise in managing uncertainty among decision makers, and contradictory opinions. The key issue discussed in this paper is how to obtain compromise weights (CWs) using a combined AHP procedure. This procedure incorporates Dempster-Shafer theory for eliminating uncertainty in the evaluation, and a levelling process for adjusting the contradictory opinions of each group, a so-called multiple decision-making group problem. For an empirical analysis, container ports located in Northeast Asia, known to exhibit severe port competition, were selected. Using an adoption of the methodology, the matrix of CWs was obtained. Using this matrix permits an exact evaluation of competitiveness in the sampled container ports. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200988a.html [article] Weighting the competitiveness factors for container ports under conflicting interests [texte imprimé] / G-T. Yeo, Auteur ; D-W. Song, Auteur ; J. Dinwoodie, Auteur . - 2011 . - pp. 1249–1257. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1249–1257 Mots-clés : Container  port  competitiveness  Multiple  decision-making  group  problems  Combined  AHP  procedure  Compromise  weights  Dempster-Shafer  theory Index. décimale : 001.424 Résumé : Generally, an evaluation of container port competitiveness is regarded as a multiple criteria decision-making (MCDM) problem which involves various stakeholders with conflicting interests. To solve MCDM problems, the analytic hierarchy process (AHP) method has been popular, but problems arise in managing uncertainty among decision makers, and contradictory opinions. The key issue discussed in this paper is how to obtain compromise weights (CWs) using a combined AHP procedure. This procedure incorporates Dempster-Shafer theory for eliminating uncertainty in the evaluation, and a levelling process for adjusting the contradictory opinions of each group, a so-called multiple decision-making group problem. For an empirical analysis, container ports located in Northeast Asia, known to exhibit severe port competition, were selected. Using an adoption of the methodology, the matrix of CWs was obtained. Using this matrix permits an exact evaluation of competitiveness in the sampled container ports. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200988a.html

Capacity planning with sequential time constraints under various control policies in the back-end of wafer fabrications / Ying-Mei Tu in Journal of the operational research society (JORS), Vol. 61 N° 8 (Août 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1258–1264 Titre : Capacity planning with sequential time constraints under various control policies in the back-end of wafer fabrications Type de document : texte imprimé Auteurs : Ying-Mei Tu, Auteur ; Hsin-Nan Chen, Auteur Année de publication : 2011 Article en page(s) : pp. 1258–1264 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Capacity  planning  Sequential  time  constraints  Queuing  model  Simulation  Wafer  fabrication Index. décimale : 001.424 Résumé : To ensure final product yield, engineers have to set up queue time limits for particular sequential machines during wafer processing; we name these as ‘sequential time constraints’ (STCs). This issue can be observed at the back-end of the copper interconnect process. Moreover, wafers can only be scrapped or given a mark, but cannot be reworked, when queue time limits are exceeded at these stages. To eradicate difficulties with STCs, capacity planning must be addressed. This study presents a capacity determination model employing the GI/G/m queuing model to eliminate the difficulties caused by STCs. The probability that waiting time exceeds queue time constraints under a certain capacity level can be calculated by proposed model. Hence, we can get the required capacity that can achieve the probability target set in advance. Furthermore, the inferences of different control policies on capacity planning are discussed. The proposed model is also adjusted to calculate the effects and determine required capacity under various policies. The simulation experiments support that the proposed could resolve the issues of STCs effectively. Moreover, under various control rules, the experiments results indicate that different capacity level may not be required, but varied performance will be performed. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200936a.html [article] Capacity planning with sequential time constraints under various control policies in the back-end of wafer fabrications [texte imprimé] / Ying-Mei Tu, Auteur ; Hsin-Nan Chen, Auteur . - 2011 . - pp. 1258–1264. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1258–1264 Mots-clés : Capacity  planning  Sequential  time  constraints  Queuing  model  Simulation  Wafer  fabrication Index. décimale : 001.424 Résumé : To ensure final product yield, engineers have to set up queue time limits for particular sequential machines during wafer processing; we name these as ‘sequential time constraints’ (STCs). This issue can be observed at the back-end of the copper interconnect process. Moreover, wafers can only be scrapped or given a mark, but cannot be reworked, when queue time limits are exceeded at these stages. To eradicate difficulties with STCs, capacity planning must be addressed. This study presents a capacity determination model employing the GI/G/m queuing model to eliminate the difficulties caused by STCs. The probability that waiting time exceeds queue time constraints under a certain capacity level can be calculated by proposed model. Hence, we can get the required capacity that can achieve the probability target set in advance. Furthermore, the inferences of different control policies on capacity planning are discussed. The proposed model is also adjusted to calculate the effects and determine required capacity under various policies. The simulation experiments support that the proposed could resolve the issues of STCs effectively. Moreover, under various control rules, the experiments results indicate that different capacity level may not be required, but varied performance will be performed. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200936a.html

A new end-of-auction model for curbing sniping / R. Malaga in Journal of the operational research society (JORS), Vol. 61 N° 8 (Août 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1265–1272 Titre : A new end-of-auction model for curbing sniping Type de document : texte imprimé Auteurs : R. Malaga, Auteur ; D. Porter, Auteur ; K. Ord, Auteur Année de publication : 2011 Article en page(s) : pp. 1265–1272 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Bidding  Electronic  auctions  Probability  Random  stopping  times  Sniping  Uniform  distribution Index. décimale : 001.424 Résumé : The online auction market has been growing at a spectacular rate. Most auctions are open-bid auctions where all the participants know the current highest bid. This knowledge has led to a phenomenon known as sniping, whereby some bidders may wait until the last possible moment before bidding, thereby depriving other bidders of the opportunity to respond and also preventing sellers from obtaining the highest price for an item. This is especially true in the case of the commonly used second-price, fixed-deadline auction. We consider a procedure involving a randomly determined stopping time and show that this approach eliminates the potential benefits to a sniper. The scheme enables all bidders to compete more fairly and promotes an early bidding strategy, which is likely to increase the price received by the seller while providing adequate bidding opportunities for would-be buyers. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200979a.html [article] A new end-of-auction model for curbing sniping [texte imprimé] / R. Malaga, Auteur ; D. Porter, Auteur ; K. Ord, Auteur . - 2011 . - pp. 1265–1272. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1265–1272 Mots-clés : Bidding  Electronic  auctions  Probability  Random  stopping  times  Sniping  Uniform  distribution Index. décimale : 001.424 Résumé : The online auction market has been growing at a spectacular rate. Most auctions are open-bid auctions where all the participants know the current highest bid. This knowledge has led to a phenomenon known as sniping, whereby some bidders may wait until the last possible moment before bidding, thereby depriving other bidders of the opportunity to respond and also preventing sellers from obtaining the highest price for an item. This is especially true in the case of the commonly used second-price, fixed-deadline auction. We consider a procedure involving a randomly determined stopping time and show that this approach eliminates the potential benefits to a sniper. The scheme enables all bidders to compete more fairly and promotes an early bidding strategy, which is likely to increase the price received by the seller while providing adequate bidding opportunities for would-be buyers. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200979a.html

A multiple criteria decision-making approach for the selection of stocks / P. Xidonas in Journal of the operational research society (JORS), Vol. 61 N° 8 (Août 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1273–1287 Titre : A multiple criteria decision-making approach for the selection of stocks Type de document : texte imprimé Auteurs : P. Xidonas, Auteur ; G. Mavrotas, Auteur ; J. Psarras, Auteur Année de publication : 2011 Article en page(s) : pp. 1273–1287 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Portfolio  management  Stock  selection  Multiple  criteria  decision  making  Application  Bibliographic  review Index. décimale : 001.424 Résumé : A fundamental principle of modern portfolio theory is that portfolio selection decisions are generally made using two criteria, corresponding to the first two moments of return distributions, namely the expected returnportfolio variance. One criticism over this theory, which has often been addressed both by practitioners and academics, is that it fails to embody all the decision-maker's objectives, through the various stages of the decision process. The aim of this paper is to present an alternative methodological approach for modeling one of the most crucial phases of the portfolio management process, the security selection phase. The main characteristic of the proposed approach is that it fully takes into account the inherent multi-dimensional nature of the problem, although allowing the decision-maker to incorporate his preferences in the decision process. The validity of the proposed approach is tested through an illustrative application in Athens Stock Exchange. Besides, a detailed categorized bibliography is provided, relative to the application of the techniques of multiple criteria decision making to the problems and issues of portfolio management. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200974a.html [article] A multiple criteria decision-making approach for the selection of stocks [texte imprimé] / P. Xidonas, Auteur ; G. Mavrotas, Auteur ; J. Psarras, Auteur . - 2011 . - pp. 1273–1287. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1273–1287 Mots-clés : Portfolio  management  Stock  selection  Multiple  criteria  decision  making  Application  Bibliographic  review Index. décimale : 001.424 Résumé : A fundamental principle of modern portfolio theory is that portfolio selection decisions are generally made using two criteria, corresponding to the first two moments of return distributions, namely the expected returnportfolio variance. One criticism over this theory, which has often been addressed both by practitioners and academics, is that it fails to embody all the decision-maker's objectives, through the various stages of the decision process. The aim of this paper is to present an alternative methodological approach for modeling one of the most crucial phases of the portfolio management process, the security selection phase. The main characteristic of the proposed approach is that it fully takes into account the inherent multi-dimensional nature of the problem, although allowing the decision-maker to incorporate his preferences in the decision process. The validity of the proposed approach is tested through an illustrative application in Athens Stock Exchange. Besides, a detailed categorized bibliography is provided, relative to the application of the techniques of multiple criteria decision making to the problems and issues of portfolio management. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200974a.html

Robustness and duality in linear programming / V. Gabrel in Journal of the operational research society (JORS), Vol. 61 N° 8 (Août 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1288–1296 Titre : Robustness and duality in linear programming Type de document : texte imprimé Auteurs : V. Gabrel, Auteur ; C. Murat, Auteur Année de publication : 2011 Article en page(s) : pp. 1288–1296 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Linear  programming  Decision  analysis  Robustness Index. décimale : 001.424 Résumé : In this paper, we consider a linear program in which the right hand sides of the constraints are uncertain and inaccurate. This uncertainty is represented by intervals, that is to say that each right hand side can take any value in its interval regardless of other constraints. The problem is then to determine a robust solution, which is satisfactory for all possible coefficient values. Classical criteria, such as the worst case and the maximum regret, are applied to define different robust versions of the initial linear program. More recently, Bertsimas and Sim have proposed a new model that generalizes the worst case criterion. The subject of this paper is to establish the relationships between linear programs with uncertain right hand sides and linear programs with uncertain objective function coefficients using the classical duality theory. We show that the transfer of the uncertainty from the right hand sides to the objective function coefficients is possible by establishing new duality relations. When the right hand sides are approximated by intervals, we also propose an extension of the Bertsimas and Sim's model and we show that the maximum regret criterion is equivalent to the worst case criterion. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200981a.html [article] Robustness and duality in linear programming [texte imprimé] / V. Gabrel, Auteur ; C. Murat, Auteur . - 2011 . - pp. 1288–1296. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1288–1296 Mots-clés : Linear  programming  Decision  analysis  Robustness Index. décimale : 001.424 Résumé : In this paper, we consider a linear program in which the right hand sides of the constraints are uncertain and inaccurate. This uncertainty is represented by intervals, that is to say that each right hand side can take any value in its interval regardless of other constraints. The problem is then to determine a robust solution, which is satisfactory for all possible coefficient values. Classical criteria, such as the worst case and the maximum regret, are applied to define different robust versions of the initial linear program. More recently, Bertsimas and Sim have proposed a new model that generalizes the worst case criterion. The subject of this paper is to establish the relationships between linear programs with uncertain right hand sides and linear programs with uncertain objective function coefficients using the classical duality theory. We show that the transfer of the uncertainty from the right hand sides to the objective function coefficients is possible by establishing new duality relations. When the right hand sides are approximated by intervals, we also propose an extension of the Bertsimas and Sim's model and we show that the maximum regret criterion is equivalent to the worst case criterion. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200981a.html

Linear programming solutions and distance functions under α-returns to scale / J.-P. Boussemart in Journal of the operational research society (JORS), Vol. 61 N° 8 (Août 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1297–1301 Titre : Linear programming solutions and distance functions under α-returns to scale Type de document : texte imprimé Auteurs : J.-P. Boussemart, Auteur ; W. Briec, Auteur ; H. Leleu, Auteur Année de publication : 2011 Article en page(s) : pp. 1297–1301 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Data  envelopment  analysis  Methodology  Production Index. décimale : 001.424 Résumé : This note generalizes analytical relationships among activity variables of Data envelopment analysis models previously derived in a previous article by the authors of this note. We relax the assumption of constant returns to scale by showing that the key results hold under a weaker assumption of homogeneity. We use the notion of α-returns to scale to extend the analysis to strictly increasing and decreasing returns, covering now the whole range of returns to scale for multi-output homogenous technologies. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200997a.html [article] Linear programming solutions and distance functions under α-returns to scale [texte imprimé] / J.-P. Boussemart, Auteur ; W. Briec, Auteur ; H. Leleu, Auteur . - 2011 . - pp. 1297–1301. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1297–1301 Mots-clés : Data  envelopment  analysis  Methodology  Production Index. décimale : 001.424 Résumé : This note generalizes analytical relationships among activity variables of Data envelopment analysis models previously derived in a previous article by the authors of this note. We relax the assumption of constant returns to scale by showing that the key results hold under a weaker assumption of homogeneity. We use the notion of α-returns to scale to extend the analysis to strictly increasing and decreasing returns, covering now the whole range of returns to scale for multi-output homogenous technologies. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200997a.html

Preserving preference rankings under non-financial background risk / Y. Malevergne in Journal of the operational research society (JORS), Vol. 61 N° 8 (Août 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1302–1308 Titre : Preserving preference rankings under non-financial background risk Type de document : texte imprimé Auteurs : Y. Malevergne, Auteur ; B. Rey, Auteur Année de publication : 2011 Article en page(s) : pp. 1302–1308 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Decision  analysis  Multivariate  risks  Background  risk  Disaggregation  of  harms  Risk  independence Index. décimale : 001.424 Résumé : We investigate the impact of a non-financial background risk Epsilon variant with tilde on the preference rankings between two independent financial risks Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author1 and Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author2 for an expected-utility maximizer. More precisely, we provide necessary and sufficient conditions for the alternative (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author1,y0+ Epsilon variant with tilde) to be preferred to (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author2,y0+ Epsilon variant with tilde) whenever (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author1,y0) is preferred to (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author2,y0). Utility functions that preserve the preference rankings are fully characterized. Their practical relevance is discussed in light of recent results on the constraints for the modelling of the preference for the disaggregation of harms. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200995a.html [article] Preserving preference rankings under non-financial background risk [texte imprimé] / Y. Malevergne, Auteur ; B. Rey, Auteur . - 2011 . - pp. 1302–1308. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1302–1308 Mots-clés : Decision  analysis  Multivariate  risks  Background  risk  Disaggregation  of  harms  Risk  independence Index. décimale : 001.424 Résumé : We investigate the impact of a non-financial background risk Epsilon variant with tilde on the preference rankings between two independent financial risks Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author1 and Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author2 for an expected-utility maximizer. More precisely, we provide necessary and sufficient conditions for the alternative (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author1,y0+ Epsilon variant with tilde) to be preferred to (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author2,y0+ Epsilon variant with tilde) whenever (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author1,y0) is preferred to (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author2,y0). Utility functions that preserve the preference rankings are fully characterized. Their practical relevance is discussed in light of recent results on the constraints for the modelling of the preference for the disaggregation of harms. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200995a.html

Fine-tuning a parametric Clarke and Wright heuristic by means of EAGH (empirically adjusted greedy heuristics) / A. Corominas in Journal of the operational research society (JORS), Vol. 61 N° 8 (Août 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1309–131 Titre : Fine-tuning a parametric Clarke and Wright heuristic by means of EAGH (empirically adjusted greedy heuristics) Type de document : texte imprimé Auteurs : A. Corominas, Auteur ; A. García-Villoria, Auteur ; R. Pastor, Auteur Année de publication : 2011 Article en page(s) : pp. 1309–131 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Fine-tuning  EAGH  Greedy  heuristics  Clarke  and  Wright  savings  heuristic  CVRP Index. décimale : 001.424 Résumé : Altınel and Öncan (2005) (A new enhancement of the Clarke and Wright savings heuristic for the capacitated vehicle routing problem) proposed a parametric Clarke and Wright heuristic to solve the capacitated vehicle routing problem (CVRP). The performance of this parametric heuristic is sensitive to fine-tuning. Antinel and Öncan used an enumerative parameter-setting approach and improved on the results obtained with the original Clarke and Wright heuristic, but their approach requires much more computation time to solve an instance. Battarra et al (2008) (Tuning a parametric Clarke–Wright heuristic through a genetic algorithm) proposed a genetic algorithm to set the parameter values. They succeeded in reducing the time needed to solve an instance, but the quality of the solution was slightly worse. In this paper, we propose to use the EAGH (empirically adjusted greedy heuristics) procedure to set the parameter values. A computational experiment shows the efficiency of EAGH; in an even shorter time, we improve on the best results obtained with any parametric Clarke and Wright heuristic method proposed in the literature. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200989a.html [article] Fine-tuning a parametric Clarke and Wright heuristic by means of EAGH (empirically adjusted greedy heuristics) [texte imprimé] / A. Corominas, Auteur ; A. García-Villoria, Auteur ; R. Pastor, Auteur . - 2011 . - pp. 1309–131. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1309–131 Mots-clés : Fine-tuning  EAGH  Greedy  heuristics  Clarke  and  Wright  savings  heuristic  CVRP Index. décimale : 001.424 Résumé : Altınel and Öncan (2005) (A new enhancement of the Clarke and Wright savings heuristic for the capacitated vehicle routing problem) proposed a parametric Clarke and Wright heuristic to solve the capacitated vehicle routing problem (CVRP). The performance of this parametric heuristic is sensitive to fine-tuning. Antinel and Öncan used an enumerative parameter-setting approach and improved on the results obtained with the original Clarke and Wright heuristic, but their approach requires much more computation time to solve an instance. Battarra et al (2008) (Tuning a parametric Clarke–Wright heuristic through a genetic algorithm) proposed a genetic algorithm to set the parameter values. They succeeded in reducing the time needed to solve an instance, but the quality of the solution was slightly worse. In this paper, we propose to use the EAGH (empirically adjusted greedy heuristics) procedure to set the parameter values. A computational experiment shows the efficiency of EAGH; in an even shorter time, we improve on the best results obtained with any parametric Clarke and Wright heuristic method proposed in the literature. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200989a.html

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