运筹学和管理学研究协会
期刊
会议
图书
作者:Russell Lundholm , Nafis Rahman , Rafael Rogo
来源:[J].Management Science(IF 1.859), 2018, Vol.64 (9)INFORMS
摘要:We study how misaligned language between the investor and the firm contributes to the underweighting of foreign securities in an international portfolio. In particular, we document a significant U.S. institutional investor bias against firms located in Quebec relative to firms lo...
作者:Boris Pittel
来源:[J].Mathematics of Operations Research(IF 0.899), 2018INFORMS
摘要:Following up a recent work by Ashlagi, Kanoria, and Leshno, we study a stable matching problem with unequal side sizes, n “men” and N > n “women,” whose preferences for a partner are uniformly random and independent. An asymptotic formula for the expected number of stab...
作者:Jian Li , Amol Deshpande
来源:[J].Mathematics of Operations Research(IF 0.899), 2018INFORMS
摘要:We study the stochastic versions of a broad class of combinatorial problems where the weights of the elements in the input data set are uncertain. The class of problems that we study includes shortest paths, minimum weight spanning trees, minimum weight matchings, and other ...
作者:Alfredo N. Iusem , Alejandro Jofré , Philip Thompson
来源:[J].Mathematics of Operations Research(IF 0.899), 2018INFORMS
摘要:We consider stochastic variational inequalities (VIs) with monotone operators where the feasible set is an intersection of a large number of convex sets. We propose a stochastic approximation method with incremental constraint projections, meaning that a projection method is...
作者:Paul Dütting , Felix Fischer , David C. Parkes
来源:[J].Mathematics of Operations Research(IF 0.899), 2018INFORMS
摘要:Ideally, the properties of an economic mechanism should hold in a robust way across multiple equilibria and under varying assumptions regarding the information available to participants. Focusing on the design of robust position auctions, we seek mechanisms that possess an e...
作者:Panos Kouvelis , Xiaole Wu , Yixuan Xiao
来源:[J].Management Science(IF 1.859), 2018INFORMS
摘要:We study hedging cash-flow risks in a supply chain where firms invest internal funds to improve production efficiencies. We offer a decomposition framework to capture the cost-reduction and flexibility effect of hedging. It allows us to understand how a firm’s hedging choice...

我们正在为您处理中,这可能需要一些时间,请稍等。

资源合作:cnki.scholar@cnki.net, +86-10-82896619   意见反馈:scholar@cnki.net

×