Recent Submissions

  • A note on price-volume dynamics in an emerging stock market 

    Basci, E.; Ozyildirim, S.; Aydogan, K. (Elsevier, 1996-03)
    We present a continuum economy with risk neutral agents having heterogeneous expectations and restricted short sales. A stochastic version of the model is also formulated and the resulting time series behavior of the ...
  • Market Reaction to Risky Banks: Did Generous Deposit Guarantee Change it? 

    Onder, Z.; Ozyildirim, S. (Elsevier, 2008-08)
    Turkey experienced a massive banking crisis in February 2001, resulting in the loss of more than a thousand managerial jobs and the closure of 21% of all bank branches in the market. In this paper, we study the behavior ...
  • Backtracking and exchange of information: Methods to enhance a beam search algorithm for assembly line scheduling 

    Sabuncuoglu, I.; Gocgun, Y.; Erel, E. (Elsevier, 2008-05)
    Beam search (BS) is used as a heuristic to solve various combinatorial optimization problems, ranging from scheduling to assembly line balancing. In this paper, we develop a backtracking and an exchange-of-information ...
  • Effects of feedback on probabilistic forecasts of stock prices 

    Onkal, D.; Muradoglu, G. (Elsevier, 1995-06)
    This paper reports the results of an experiment in stock-price forecasting that investigated the effects of feedback on various dimensions of probability forecasting accuracy. Three types of feedback were used: (1) simple ...
  • A methodology for solving single-model, stochastic assembly line balancing problem 

    Sarin, S. C.; Erel, E.; Dar El, E. M. (Elsevier, 1999-10)
    In this paper, a methodology is developed to solve the single-model, stochastic assembly line balancing problem for the objective of minimizing the total labor cost and the expected incompletion cost arising from tasks ...
  • Binary integer formulation for mixed-model assembly line balancing problem 

    Gokcen, H.; Erel, E. (Elsevier, 1998-04-01)
    The assembly line balancing problem has been a focus of interest to the academicians of production/operations management for the last 40 years. Although there are numerous studies published on the various aspects of the ...
  • An Enlargement of the Notion of Consumer Vulnerability 

    Commuri, S.; Ekici, A. (Sage, 2008-06)
    Consumer vulnerability has long been an important issue in public policy and macromarketing. The focus of a special issue of the Journal of Macromarketing (vol. 26, issue 1) underscores this importance. The articles in ...
  • A study on production lines with discrete batch WIP inventory transfer 

    Erel, E. (Elsevier, 1998-06-10)
    In this paper we consider asynchronous serial lines in which WIP inventory is stored and transported in containers between stations. Containers may be scarce resources; they may cause a reduction in the capacity utilization ...
  • Risk and return in a Dynamic General Equilibrium Model 

    Akdeniz, L. (Elsevier, 2000-06)
    In this paper we examine the relationship between risk and return on productive assets using the intertemporal general equilibrium model of Brock (1982, Asset Prices in a Production Economy, the University of Chicago Press, ...
  • Judgemental Forecasting: A Review of Progress Over the Last 25 Years 

    Lawrence, M.; Goodwin, P.; M. O'Connor; Onkal, D. (Elsevier, 2006)
    The past 25 years has seen phenomenal growth of interest in judgemental approaches to forecasting and a significant change of attitude on the part of researchers to the role of judgement. While previously judgement was ...
  • Inventory and pricing decisions in a single-period problem involving risky supply 

    Serel, D. (Elsevier, 2008-11)
    We explore an extension of the single-period (newsboy) inventory problem when supply is uncertain. We look into the negotiations between a newsvendor (retailer) and a manufacturer when there is competition from a second ...
  • Transformational Leadership, Creativity, and Organizational Innovation 

    Gumusluoglu, L.; Ilsev, A. (Elsevier, 2009-04)
    This study proposes a model of the impact of transformational leadership both on followers' creativity at the individual level and on innovation at the organizational level. The model is tested on 163 R&D personnel and ...
  • Economic design of EWMA control charts based on loss function 

    Serel, D. (Elsevier, 2009-02)
    For monitoring the stability of a process, various control charts based on exponentially weighted moving average (EWMA) statistics have been proposed in the literature. We study the economic design of EWMA-based mean and ...
  • The Equity Premium in Brock's Asset Pricing Model 

    Akdeniz, L.; Dechert, W. D. (Elsevier, 2007-07)
    In this paper we combine dynamic programming methods with projection methods for solving stochastic growth models. As an application of these methods, we solve Brock’s asset pricing model with a variety of parameterizations. ...
  • The Network Design Problem with Relays 

    Cabral, E. A.; Erkut, E.; Laporte, G.; Patterson, R. (Elsevier, 2007-07-16)
    The network design problem with relays (NDPR) is defined on an undirected graph G = (V,E,K), where V = {1,...,n} is a vertex set, E = {(i,j):i,j 2 V,i < j} is an edge set. The set K = {(o(k),d(k))} is a set of communication ...
  • A multi product loading problem: A model and a solution method 

    Yuceer, U. (Elsevier, 1997-09-16)
    An important operational problem arises during the transportation and delivery of several products, which cannot be mixed, in the same vehicle at regular intervals. The vehicle has compartments to keep the products ...
  • Researching Islamic Marketing: Past and Future Perspectives 

    Sandikci, O. (Emerald Group Publishing Limited, 2011)
    Purpose: The purpose of this paper is to explore the reasons underlying the recent interest on Islamic marketing, discusses past research on the topic and offers a future research perspective. Design/methodology/approach: ...
  • How financial markets process money information: A re-examination of evidence using band spectrum regression 

    Erol, U.; Balkan, E. M. (Elsevier, 1996)
    This article re-examines the response of financial markets to money supply announcements. It is argued that the previous research in the area may be suffering from an estimation bias. The potential for estimation bias stems ...
  • Job selection in heavily loaded shop 

    Ghosh, J. B. (Elsevier, 1997-02)
    Recently, Slotnick and Morton address a job selection problem in a heavily loaded shop, where a tradeoff is sought between the reward obtained when a job is accepted for processing and the lateness penalty incurred when ...
  • Pricing and revenue management: The value of coordination 

    Kocabiyikoglu, A.; Popescu, I.; Stefanescu, C. (INFORMS, 2014)
    The integration of systems for pricing and revenue management must trade off potential revenue gains against significant practical and technical challenges. This dilemma motivates us to investigate the value of coordinating ...

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