Economic and financial activities are often influenced simultaneously by a decision parameter and a random factor. Since mostly it is necessary to determine the decision parameter without knowledge of the realization of the random element, deterministic optimization problems depending on a...

This paper extends the proposed method by Jahanshahloo et al. (2004) (a method for generating all the efficient solutions of a 0-1 multi-objective linear programming problem, Asia-Pacific Journal of Operational Research). This paper considers the recession direction for a multi-objective integer...

Hansen and Jagannathan (1997) introduce a measure of model misspecification which is based on the L2-norm and which has been wildly used in recent years in order to estimate the parameters of linear factor models. Given the observed asymmetry and excess kurtosis of financial returns, this paper...