Governments raise funds to meet their financing needs using a range of fixed income securities and loans with different maturities, interest rates, and exchange rate structures. Public debt managers need to consider various policy objectives when deciding on the structure of the public liability...

We propose a data envelopment analysis (DEA)-based approach to ranking multi-criteria alternatives. We call it "the area of the efficiency score graph" (AES) approach. Unlike the classical DEA score and Dk measure that counts the number of DMUs (alternatives in DEA terminology) that should be...

In this paper we consider a kit planning problem where demand occurrences are not for individual items, but for kits (a group of items). Each kit contains an arbitrary number of items. Kit demands occur according to a Poisson process. Whenever a kit demand occurs, only one item from the kit is...

We develop an interactive partitioning approach for solving the multiobjective decision making problem of a decision maker (DM) who has an implicit general monotone utility function. The approach reduces feasible solution space using the DM's preferences. Hypothetical solutions called partition...

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We study the effects of considering different criteria simultaneously on portfolio optimization. Using a single-period optimization setting, we use various combinations of expected return, variance, liquidity and Conditional Value at Risk criteria. With stocks from Borsa Istanbul, we make...

There is a growing interest in electronic auctions. Many researchers consider a single-attribute, although auctions are multi-attribute in nature in practice. Addressing multiple attributes increases the difficulty of the problem substantially. We develop an evolutionary algorithm (EA) for...