New Journal paper by Zachariadis E, Tarantilis CD, Kiranoudis C (2014). The Load-Dependent Vehicle Routing Problem and its Pick-up and Delivery Extension. Transportation Research Part B: Methodological DOI: 10.1016/j.trb.2014.11.004 (ABS:4, Impact Factor:3.894).
New Journal paper by C. Gounaris, P. Repoussis, C.D. Tarantilis, W. Wiesemann and C. Floudas (2014). An Adaptive Memory Programming Framework for the Robust Capacitated Vehicle Routing Problem. Transportation Science (to appear).
New Book by P.Z. Lappas and A. Kiohos (2014). Operational Risk: Theory, Research Perspectives and a Proposed Research Approach. University of Macedonia Press: Thessaloniki.
The increased availability of high-frequency data has stimulated the interest of practitioners and academics, giving rise to a new area of research in financial modeling where multi-dimensional high-frequency data are utilized to estimate, model and forecast the second moments of asset returns. Based on the theory of quadratic variation, Andersen, Bollerslev, Diebold, & Labys (2001) and Andersen, Bollerslev, Diebold, & Ebens (2001), showed that... Read more >>
Realized Hedge Ratio: Predictability and Hedging Performance