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Publisher: Taylor and Francis Ltd

Volume 37, Number 10, October 2005

Editorial
pp. 891-892(2)
Authors: Chao, Xiuli; Li, Duan; Wang, Shouyang

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Mean-absolute deviation model
pp. 893-900(8)
Authors: Konno, Hiroshi; Koshizuka, Tomoyuki

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An exact approach for portfolio selection with transaction costs and rounds
pp. 919-929(11)
Authors: Mansini, Renata; Speranza, M.

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A sliced-finite difference method for the American option
pp. 939-944(6)
Authors: Shu, Jiwu; Gu, Yonggeng; Deng, Xiaotie; Zheng, Weimin

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A real-options-based analysis for supply chain decisions
pp. 945-956(12)
Authors: Nembhard, Harriet; Shi, Leyuan; Aktan, Mehmet

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A stochastic linear goal programming approach to multistage portfolio management based on scenario generation via linear programming
pp. 957-969(13)
Authors: Ji, Xiaodong; Zhu, Shushang; Wang, Shouyang; Zhang, Shuzhong

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