jorsc@oa.shu.edu.cn
Preface: Special Issue on Optimization, Financial Engineering, Risk and Operations Management
David Yao, Shu-Zhong Zhang, Xun-Yu Zhou
Journal of the Operations Research Society of China, 2022, 10(3): 423-425.
DOI: 10.1007/s40305-022-00426-4
https://doi.org/10.1007/s40305-022-00426-4
On Convexification for a Class of Global Optimization Problems
Qian Yan, Xin-Min Yang, Zhi-You Wu
Journal of the Operations Research Society of China, 2022, 10(3): 427-446.
DOI: 10.1007/s40305-021-00379-0
https://doi.org/10.1007/s40305-021-00379-0
Newton-Type Optimal Thresholding Algorithms for Sparse Optimization Problems
Nan Meng, Yun-Bin Zhao
Journal of the Operations Research Society of China, 2022, 10(3): 447-469.
DOI: 10.1007/s40305-021-00370-9
https://doi.org/10.1007/s40305-021-00370-9
Cubic Regularization Methods with Second-Order Complexity Guarantee Based on a New Subproblem Reformulation
Ru-Jun Jiang, Zhi-Shuo Zhou, Zi-Rui Zhou
Journal of the Operations Research Society of China, 2022, 10(3): 471-506.
DOI: 10.1007/s40305-022-00398-5
https://doi.org/10.1007/s40305-022-00398-5
Binary Random Projections with Controllable Sparsity Patterns
Wen-Ye Li, Shu-Zhong Zhang
Journal of the Operations Research Society of China, 2022, 10(3): 507-528.
DOI: 10.1007/s40305-021-00387-0
https://doi.org/10.1007/s40305-021-00387-0
Risk and Potential: An Asset Allocation Framework with Applications to Robo-Advising
Xiang-Yu Cui, Duan Li, Xiao Qiao, Moris S. Strub
Journal of the Operations Research Society of China, 2022, 10(3): 529-558.
DOI: 10.1007/s40305-022-00400-0
https://doi.org/10.1007/s40305-022-00400-0
Time-Consistent Investment Strategies for a DC Pension Member with Stochastic Interest Rate and Stochastic Income
Li-Hua Bian, Xing-Yi Li, Zhong-Fei Li
Journal of the Operations Research Society of China, 2022, 10(3): 559-577.
DOI: 10.1007/s40305-021-00386-1
https://doi.org/10.1007/s40305-021-00386-1
How is Systemic Risk Amplified by Three Typical Financial Networks
Jia-Li Ma, Shu-Shang Zhu, Xiao-Chuan Pang
Journal of the Operations Research Society of China, 2022, 10(3): 579-598.
DOI: 10.1007/s40305-021-00389-y
https://doi.org/10.1007/s40305-021-00389-y
Survey on Multi-period Mean-Variance Portfolio Selection Model
Xiang-Yu Cui, Jian-Jun Gao, Xun Li, Yun Shi
Journal of the Operations Research Society of China, 2022, 10(3): 599-622.
DOI: 10.1007/s40305-022-00397-6
https://doi.org/10.1007/s40305-022-00397-6
Price Competition in the Random Coefficient Attraction Choice Models with Linear Cost
Xiao-Yi Feng, Yang-Yang Xie, Hou-Min Yan
Journal of the Operations Research Society of China, 2022, 10(3): 623-658.
DOI: 10.1007/s40305-021-00366-5
https://doi.org/10.1007/s40305-021-00366-5
Inventory Policy and Heuristic for Long-Term Multi-product Perishable Inventory Routing Problem with Static Demand
Xi-Yi Chen, Jian-Bo Yang, Dong-Ling Xu
Journal of the Operations Research Society of China, 2022, 10(3): 659-683.
DOI: 10.1007/s40305-021-00390-5
https://doi.org/10.1007/s40305-021-00390-5