Search Results - "GIANNIKOS, I"
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A modeling framework for incorporating DEA efficiency into set covering, packing, and partitioning formulations
Published in International transactions in operational research (01-11-2019)“…The development of a modeling framework for efficient and cost‐effective decisions considering the set covering, packing, and partitioning problems is the main…”
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When to Hedge Downside Risk?
Published in Risks (Basel) (01-02-2024)“…Hedging downside risk before substantial price corrections is vital for risk management and long-only active equity manager performance. This study proposes a…”
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3
Multisite and multishift personnel planning with set-up costs
Published in IMA journal of management mathematics (01-01-2020)“…Abstract Consideration is given to a personnel planning problem occurring in multisite projects. In this problem a set of facilities (different sites) need to…”
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Efficient greedy algorithms for economic manpower shift planning
Published in Engineering optimization (02-01-2015)“…Consideration is given to the economic manpower shift planning (EMSP) problem, an NP-hard capacity planning problem appearing in various industrial settings…”
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A multi-methodological approach to the development of a regional solid waste management system
Published in The Journal of the Operational Research Society (01-06-2009)“…The management of solid waste at regional level has received considerable attention over the last years. Increased consumption levels are causing an…”
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CL.E.KMODES: A Modified k-Modes Clustering Algorithm
Published in The Journal of the Operational Research Society (01-08-2009)“…In this paper we present a new method for clustering categorical data sets named CL.E.KMODES. The proposed method is a modified k-modes algorithm that…”
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Computing posterior signals and endogenous parameters in a dealer trading network
Published in Economics letters (01-10-2021)“…A numerical procedure to obtain posterior valuation signals in a theoretical equilibrium of an interdealer trading network is derived by harnessing a…”
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8
Gender and Risk-Taking in the Building of U.S. Retirement Wealth
Published in Atlantic economic journal (01-12-2023)“…The growing weight being placed on self-directed retirement accounts within the United States retirement income policy framework, and the time inconsistency…”
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Prospect theory and a manager's decision to trade a blind principal bid basket
Published in Global finance journal (01-02-2023)“…We analyze asset managers' decisions to execute substantial baskets of stocks. Such transactions can be executed in two ways. The first method is through blind…”
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COVID-19, Race/Ethnicity, and Age: the Role of Telemedicine to Close the Gaps on Health Disparities
Published in Journal of economics, race, and policy (Online) (01-12-2022)“…The novel COVID-19 outbreak is a major public health challenge that quickly turned into an economic recession of great proportions. This pandemic poses a…”
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The US Housing Market: Asset Pricing Forecasts Using Time Varying Coefficients
Published in The journal of real estate finance and economics (01-02-2005)“…The aging of a housing structure not only leads to depreciation but also increases the possibility of redevelopment. If redevelopment accompanies an increase…”
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Price and Volatility Spillovers between Large and Small Cities: A Study of the Spanish Market
Published in The journal of real estate portfolio management (01-10-2007)“…This study examines the transmission mechanism of prices and volatility spillovers between the housing markets in Coslada (small city) and Madrid (large city)…”
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Information Acquisition in the Presence of Asymmetries in Risk Aversion
Published in Journal of economic asymmetries (01-12-2012)“…In the presence of two groups of agents, each exhibiting different degrees of risk aversion, we study a simple model of information acquisition. We find the…”
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Some personal views on the current state and the future of Locational Analysis
Published in European journal of operational research (16-01-1998)“…A group of participants of the 12th European Summer Institute which took place in Tenerife, Spain, in June 1995 present their views on the state of the art and…”
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Short Sale Constraints and Dispersion of Opinion: Evidence from the Indian Equity Market
Published in The Financial review (Buffalo, N.Y.) (01-02-2012)“…Short sale constraints can inflate market prices, as bearish investors cannot act on their market views. The paper uses data from the Indian equity market to…”
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Investment in real assets and information acquisition: the OCE preferences case
Published in Economics letters (01-09-2002)“…An agent optimizes over real investment and investment in information acquisition while maximizing a two-period utility that captures his ordinal certainty…”
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The profitability, seasonality and source of industry momentum
Published in Applied financial economics (01-09-2010)“…We systematically examine industry momentum on a global basis. The results show that industry momentum is profitable around the globe for various ranking and…”
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A note on demand for information: the OCE preferences case
Published in Economics letters (01-06-2001)“…This paper considers the optimal decisions of an investor with ‘ordinal certainty equivalent’ preferences. We prove that, if risk preferences are of the…”
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Inequality, premium and the timing of resolution of uncertainty
Published in Finance research letters (01-02-2024)“…We incorporate Epstein-Zin preferences in an exchange economy with income uncertainty and examine the effect of inequality on the equity risk premium. When…”
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A GENETIC ALGORITHM FOR THE ECONOMIC MANPOWER SHIFT PLANNING PROBLEM
Published in Cybernetics and systems (04-07-2014)“…A modified genetic algorithm (GA) is presented for the solution of the economic manpower shift planning (EMSP) problem. This is an NP-hard capacity planning…”
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