In 1992, John Mulvey co-edited a Special Issue, entitled “Financial Engineering”, in the Annals of Operations Research. In that issue, Guerard, Takano, and Yamane (1992) reported mean-variance efficient portfolios for the Japanese and U.S. equity markets and showed that the use of a...

The disruption of supply chain due to Covid-19 and the war in Ukraine, render the prediction of agricultural output a determinant factor of economic life. We consider the predictability of agricultural output based on a set of explanatory variables, that include agricultural input, prices and...