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Jaap Spronk

(deceased)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Mehrotra, Vikas & Schaik, Dimitri van & Spronk, Jaap & Steenbeek, Onno, 2009. "Creditor-Focused Corporate Governance: Evidence from Mergers and Acquisitions in Japan," CEI Working Paper Series 2009-01, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.

    Cited by:

    1. Ushijima, Tatsuo & Schaede, Ulrike, 2014. "The market for corporate subsidiaries in Japan: An empirical study of trades among listed firms," Journal of the Japanese and International Economies, Elsevier, vol. 31(C), pages 36-52.
    2. Guojie Ma, 2016. "Corporate Behaviour and Market Integration: Evidence from the Asia-Pacific Real Estate Market," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2016.
    3. Randall Morck & Bernard Yeung, 2017. "East Asian Financial and Economic Development," NBER Working Papers 23845, National Bureau of Economic Research, Inc.
    4. Kentaro Kaneko & Reiko Kashiwazaki & Fumiko Takeda, 2020. "Does Japanese Business Group Membership Improve Post-Merger Performance?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 26(1), pages 45-57, February.
    5. Fatemi, Ali M. & Fooladi, Iraj & Garehkoolchian, Niloofar, 2017. "Gains from mergers and acquisitions in Japan," Global Finance Journal, Elsevier, vol. 32(C), pages 166-178.
    6. Henrique Castro Martins, 2020. "The Brazilian bankruptcy law reform, corporate ownership concentration, and risk‐taking," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 41(4), pages 562-573, June.
    7. Vikas Mehrotra & Randall Morck, 2017. "Governance and Stakeholders," NBER Working Papers 23460, National Bureau of Economic Research, Inc.
    8. Masatoshi Kato & Koichiro Onishi & Yuji Honjo, 2022. "Does patenting always help new firm survival? Understanding heterogeneity among exit routes," Small Business Economics, Springer, vol. 59(2), pages 449-475, August.
    9. Sasaki, Toshinori & Suzuki, Katsushi, 2019. "Bank health and cash holdings: Evidence from a bank-centered financial market," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).

  2. Mehrotra, V. & van Schaik, D. & Spronk, J. & Steenbeek, O.W., 2008. "Impact of Japanese Mergers on Shareholder Wealth: An Analysis of Bidder and Target Companies," ERIM Report Series Research in Management ERS-2008-032-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Alex Coad & Masatoshi Kato, 2021. "Growth paths and routes to exit: 'shadow of death' effects for new firms in Japan," Small Business Economics, Springer, vol. 57(3), pages 1145-1173, October.

  3. Lovric, M. & Kaymak, U. & Spronk, J., 2008. "A Conceptual Model of Investor Behavior," ERIM Report Series Research in Management ERS-2008-030-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Ionela Ancuța IANCU, 2015. "Investing Strategies Of Romanian Retail Investors Before And During Crisis (2006-2009)," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 9, pages 23-28, December.
    2. Arpan Jani, 2021. "An agent-based model of repeated decision making under risk: modeling the role of alternate reference points and risk behavior on long-run outcomes," Journal of Business Economics, Springer, vol. 91(9), pages 1271-1297, November.
    3. Amadin Victor Idehen, 2021. "Capital investment decisions of small and medium enterprises in Benin-City, Nigeria," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 10(3), pages 101-108, April.
    4. Egidijus Bikas & Vitalija Saponaitė, 2018. "Behavior of the Lithuanian investors at the period of economic growth," Post-Print hal-02121012, HAL.
    5. Egidijus Bikas & Vitalija Saponaitė, 2018. "Behavior of the Lithuanian investors at the period of economic growth," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 6(1), pages 44-59, September.
    6. Yun Wang & Renhai Hua & Zongcheng Zhang, 2011. "The investor behavior and futures market volatility," China Finance Review International, Emerald Group Publishing Limited, vol. 1(4), pages 388-407, September.
    7. Victor Dragotă & Camelia Delcea, 2019. "How Long Does It Last to Systematically Make Bad Decisions? An Agent-Based Application for Dividend Policy," JRFM, MDPI, vol. 12(4), pages 1-34, November.
    8. Pascual-Ezama, David & Paredes, Mercedes Rodríguez & Sanchez-Martín, María-del-Pilar & de Liaño, Beatriz Gil-Gómez, 2018. "Shorter and easier is more useful: A longitudinal analysis of how financial report enforcement affects individual investors," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 74(C), pages 29-37.
    9. Syed Aliya Zahera & Rohit Bansal, 2018. "Do investors exhibit behavioral biases in investment decision making? A systematic review," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 10(2), pages 210-251, May.
    10. Lect. Aurora Murgea Ph. D, 2010. "Classical Lassical And Behavioural Finance In Investor Decision," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(38), pages 1-12, May.
    11. Victor DRAGOTĂ, 2016. "When Making Bad Decisions Becomes Habit: Modelling The Duration Of Making Systematically Bad Decisions," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(1), pages 123-140.

  4. Karen Watkins & Dick van Dijk & Jaap Spronk, 2004. "Macroeconomic Crisis and Individual Firm Performance: The Mexican Experience," Tinbergen Institute Discussion Papers 04-057/2, Tinbergen Institute.

    Cited by:

  5. Hallerbach, W.G.P.M. & Spronk, J., 2003. "A Multidimensional Framework for Financial-Economic Decisions," ERIM Report Series Research in Management ERS-2003-021-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Gupta, Pankaj & Mittal, Garima & Mehlawat, Mukesh Kumar, 2013. "Expected value multiobjective portfolio rebalancing model with fuzzy parameters," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 190-203.
    2. Christoph Engel, 2006. "The Difficult Reception of Rigorous Descriptive Social Science in the Law," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2006_1, Max Planck Institute for Research on Collective Goods.
    3. P Xidonas & G Mavrotas & J Psarras, 2010. "A multiple criteria decision-making approach for the selection of stocks," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(8), pages 1273-1287, August.
    4. Ralph Steuer & Yue Qi & Markus Hirschberger, 2007. "Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection," Annals of Operations Research, Springer, vol. 152(1), pages 297-317, July.
    5. Panagiotis Xidonas & George Mavrotas & John Psarras, 2010. "Equity portfolio construction and selection using multiobjective mathematical programming," Journal of Global Optimization, Springer, vol. 47(2), pages 185-209, June.
    6. Li-Chang Hsu, 2014. "A hybrid multiple criteria decision-making model for investment decision making," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(3), pages 509-529, June.
    7. Schauten, M.B.J. & Spronk, J., 2006. "Optimal Capital Structure: Reflections on Economic and Other Values," ERIM Report Series Research in Management ERS-2006-074-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

  6. Hallerbach, W.G.P.M. & Hundack, C. & Pouchkarev, I. & Spronk, J., 2002. "A Broadband Vision of the DAX over Time," ERIM Report Series Research in Management ERS-2002-87-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Calès, Ludovic & Chalkis, Apostolos & Emiris, Ioannis Z., 2019. "On the cross-sectional distribution of portfolio returns," Working Papers 2019-11, Joint Research Centre, European Commission.
    2. Ludovic Cal`es & Apostolos Chalkis & Ioannis Z. Emiris, 2021. "The cross-sectional distribution of portfolio returns and applications," Papers 2105.06573, arXiv.org.
    3. Apostolos Chalkis & Emmanouil Christoforou & Ioannis Z. Emiris & Theodore Dalamagas, 2020. "Modeling asset allocation strategies and a new portfolio performance score," Papers 2012.05088, arXiv.org, revised Sep 2021.

  7. Spronk, J. & Hallerbach, W.G.P.M., 2002. "The Relevance of MCDM for Financial Decisions," ERIM Report Series Research in Management ERS-2002-69-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Jyrki Wallenius & James S. Dyer & Peter C. Fishburn & Ralph E. Steuer & Stanley Zionts & Kalyanmoy Deb, 2008. "Multiple Criteria Decision Making, Multiattribute Utility Theory: Recent Accomplishments and What Lies Ahead," Management Science, INFORMS, vol. 54(7), pages 1336-1349, July.
    2. P Xidonas & G Mavrotas & J Psarras, 2010. "A multiple criteria decision-making approach for the selection of stocks," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(8), pages 1273-1287, August.
    3. Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016. "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Econometric Institute Research Papers EI2016-46, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Qian Zhou & James H. Lambert & Christopher W. Karvetski & Jeffrey M. Keisler & Igor Linkov, 2012. "Flood Protection Diversification to Reduce Probabilities of Extreme Losses," Risk Analysis, John Wiley & Sons, vol. 32(11), pages 1873-1887, November.
    5. Constantin Zopounidis & Michalis Doumpos & Dimitrios Niklis, 2018. "Financial decision support: an overview of developments and recent trends," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 6(1), pages 63-76, June.
    6. David E. Allen & Michael McAleer & Abhay K. Singh, 2018. "A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies," Documentos de Trabajo del ICAE 2018-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    7. Kumaran, Sunitha, 2022. "Financial performance index of IPO firms using VIKOR-CRITIC techniques," Finance Research Letters, Elsevier, vol. 47(PA).
    8. Panos Xidonas & Ilias Lekkos & Charis Giannakidis & Christos Staikouras, 2023. "Multicriteria security evaluation: does it cost to be traditional?," Annals of Operations Research, Springer, vol. 323(1), pages 301-330, April.
    9. Panagiotis Xidonas & George Mavrotas & John Psarras, 2010. "Equity portfolio construction and selection using multiobjective mathematical programming," Journal of Global Optimization, Springer, vol. 47(2), pages 185-209, June.
    10. Antônio Marcos Duarte Junior & Luiz Carlos Barbosa Medeiros, 2016. "Investing in Private Equity in Brazil," Brazilian Business Review, Fucape Business School, vol. 13(5), pages 51-84, September.
    11. Schauten, M.B.J. & Spronk, J., 2006. "Optimal Capital Structure: Reflections on Economic and Other Values," ERIM Report Series Research in Management ERS-2006-074-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

  8. Hallerbach, W.G.P.M. & Ning, H. & Soppe, A.B.M. & Spronk, J., 2002. "A Framework for Managing a Portfolio of Socially Responsible Investments," ERIM Report Series Research in Management ERS-2002-54-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Eduard Gabriel Ceptureanu & Sebastian Ceptureanu & Claudiu Herteliu, 2021. "Evidence regarding external financing in manufacturing MSEs using partial least squares regression," Annals of Operations Research, Springer, vol. 299(1), pages 1189-1202, April.
    2. Utz, Sebastian & Wimmer, Maximilian & Steuer, Ralph E., 2015. "Tri-criterion modeling for constructing more-sustainable mutual funds," European Journal of Operational Research, Elsevier, vol. 246(1), pages 331-338.
    3. Dan Daugaard, 2020. "Emerging new themes in environmental, social and governance investing: a systematic literature review," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1501-1530, June.
    4. Dimitris Andriosopoulos & Michael Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019. "Computational approaches and data analytics in financial services: A literature review," Post-Print hal-02880149, HAL.
    5. Mónica García-Melón & Blanca Pérez-Gladish & Tomás Gómez-Navarro & Paz Mendez-Rodriguez, 2016. "Assessing mutual funds’ corporate social responsibility: a multistakeholder-AHP based methodology," Annals of Operations Research, Springer, vol. 244(2), pages 475-503, September.
    6. Gregor Dorfleitner & Mai Nguyen, 2017. "A new approach for optimizing responsible investments dependently on the initial wealth," Journal of Asset Management, Palgrave Macmillan, vol. 18(2), pages 81-98, March.
    7. Bilbao, A. & Arenas, M. & Rodriguez, M.V. & Antomil, J., 2007. "On constructing expert Betas for single-index model," European Journal of Operational Research, Elsevier, vol. 183(2), pages 827-847, December.
    8. Wilson, Kevin J. & Quigley, John, 2016. "Allocation of tasks for reliability growth using multi-attribute utility," European Journal of Operational Research, Elsevier, vol. 255(1), pages 259-271.
    9. Cabello, J.M. & Ruiz, F. & Pérez-Gladish, B. & Méndez-Rodríguez, P., 2014. "Synthetic indicators of mutual funds’ environmental responsibility: An application of the Reference Point Method," European Journal of Operational Research, Elsevier, vol. 236(1), pages 313-325.
    10. García-Bernabeu, A. & Pla-Santamaria, D. & Bravo, M. & Pérez-Gladish, B., 2015. "La protección medioambiental como criterio en la selección de inversiones socialmente responsables: una aproximación multicriterio," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 15(01).
    11. Bert Scholtens, 2007. "Financial and Social Performance of Socially Responsible Investments in the Netherlands," Corporate Governance: An International Review, Wiley Blackwell, vol. 15(6), pages 1090-1105, November.
    12. Constantin Zopounidis & Michalis Doumpos & Dimitrios Niklis, 2018. "Financial decision support: an overview of developments and recent trends," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 6(1), pages 63-76, June.
    13. Eduardo C. Garrido-Merch'an & Gabriel Gonz'alez Piris & Maria Coronado Vaca, 2023. "Bayesian Optimization of ESG Financial Investments," Papers 2303.01485, arXiv.org.
    14. Yue Qi, 2018. "On outperforming social-screening-indexing by multiple-objective portfolio selection," Annals of Operations Research, Springer, vol. 267(1), pages 493-513, August.
    15. R. Berry & F. Yeung, 2013. "Are Investors Willing to Sacrifice Cash for Morality?," Journal of Business Ethics, Springer, vol. 117(3), pages 477-492, October.
    16. Blanca Pérez-Gladish & Karen Benson & Robert Faff, 2012. "Profiling socially responsible investors: Australian evidence," Australian Journal of Management, Australian School of Business, vol. 37(2), pages 189-209, August.
    17. Amelia Bilbao-Terol & Mar Arenas-Parra & Verónica Cañal-Fernández & Mariano Jiménez, 2016. "A sequential goal programming model with fuzzy hierarchies to sustainable and responsible portfolio selection problem," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 67(10), pages 1259-1273, October.
    18. A. Garcia-Bernabeu & J. V. Salcedo & A. Hilario & D. Pla-Santamaria & Juan M. Herrero, 2019. "Computing the Mean-Variance-Sustainability Nondominated Surface by ev-MOGA," Complexity, Hindawi, vol. 2019, pages 1-12, December.
    19. Maike van Dijk-de Groot & Andre H.J. Nijhof, 2015. "Socially Responsible Investment Funds: a review of research priorities and strategic options," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 5(3), pages 178-204, July.
    20. Khaled O. Alotaibi & Mohammad M. Hariri, 2021. "Content Analysis of Shariah-Compliant Investment Equity Funds in KSA: Does Social Justice Matter?," International Journal of Business and Management, Canadian Center of Science and Education, vol. 15(6), pages 1-1, July.
    21. Calvo, Clara & Ivorra, Carlos & Liern, Vicente, 2015. "Finding socially responsible portfolios close to conventional ones," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 52-63.
    22. Panos Xidonas & Eric Essner, 2024. "On ESG Portfolio Construction: A Multi-Objective Optimization Approach," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 21-45, January.
    23. Bilbao-Terol, Amelia & Arenas-Parra, Mar & Cañal-Fernández, Verónica & Antomil-Ibias, José, 2014. "Using TOPSIS for assessing the sustainability of government bond funds," Omega, Elsevier, vol. 49(C), pages 1-17.
    24. Dorfleitner, Gregor & Utz, Sebastian, 2011. "Safety first portfolio choice based on financial and sustainability returns," University of Regensburg Working Papers in Business, Economics and Management Information Systems 452, University of Regensburg, Department of Economics.
    25. Oikonomou, Ioannis & Platanakis, Emmanouil & Sutcliffe, Charles, 2018. "Socially responsible investment portfolios: Does the optimization process matter?," The British Accounting Review, Elsevier, vol. 50(4), pages 379-401.
    26. Avshalom Adam & Tal Shavit, 2008. "How Can a Ratings-based Method for Assessing Corporate Social Responsibility (CSR) Provide an Incentive to Firms Excluded from Socially Responsible Investment Indices to Invest in CSR?," Journal of Business Ethics, Springer, vol. 82(4), pages 899-905, November.
    27. Fulga, Cristinca, 2016. "Portfolio optimization with disutility-based risk measure," European Journal of Operational Research, Elsevier, vol. 251(2), pages 541-553.
    28. Gallucci, Carmen & Santulli, Rosalia & Lagasio, Valentina, 2022. "The conceptualization of environmental, social and governance risks in portfolio studies A systematic literature review," Socio-Economic Planning Sciences, Elsevier, vol. 84(C).
    29. Constantin Zopounidis & Michael Doumpos, 2013. "Multicriteria decision systems for financial problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(2), pages 241-261, July.
    30. Boudt, Kris & Cornelissen, Jonathan & Croux, Christophe, 2013. "The impact of a sustainability constraint on the mean-tracking error efficient frontier," Economics Letters, Elsevier, vol. 119(3), pages 255-260.
    31. Felipe Arias Fogliano de Souza Cunha & Erick Meira & Renato J. Orsato, 2021. "Sustainable finance and investment: Review and research agenda," Business Strategy and the Environment, Wiley Blackwell, vol. 30(8), pages 3821-3838, December.
    32. Yue Qi & Ralph E. Steuer & Maximilian Wimmer, 2017. "An analytical derivation of the efficient surface in portfolio selection with three criteria," Annals of Operations Research, Springer, vol. 251(1), pages 161-177, April.
    33. Clara Calvo & Carlos Ivorra & Vicente Liern, 2016. "Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier," Annals of Operations Research, Springer, vol. 245(1), pages 31-46, October.
    34. Bilbao-Terol, Amelia & Álvarez-Otero, Susana & Bilbao-Terol, Celia & Cañal-Fernández, Verónica, 2017. "Hedonic evaluation of the SRI label of mutual funds using matching methodology," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 213-227.
    35. Utz, Sebastian & Wimmer, Maximilian & Hirschberger, Markus & Steuer, Ralph E., 2014. "Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds," European Journal of Operational Research, Elsevier, vol. 234(2), pages 491-498.
    36. Kyle S Meyer & Halil Kiymaz, 2015. "Sustainability Considerations in Capital Budgeting Decisions: A Survey of Financial Executives," Accounting and Finance Research, Sciedu Press, vol. 4(2), pages 1-1, May.
    37. K. Liagkouras & K. Metaxiotis & G. Tsihrintzis, 2022. "Incorporating environmental and social considerations into the portfolio optimization process," Annals of Operations Research, Springer, vol. 316(2), pages 1493-1518, September.
    38. Van den Bossche, Filip & Rogge, Nicky & Devooght, Kurt & Van Puyenbroeck, Tom, 2010. "Robust Corporate Social Responsibility investment screening," Ecological Economics, Elsevier, vol. 69(5), pages 1159-1169, March.
    39. Wu, Qun & Liu, Xinwang & Qin, Jindong & Zhou, Ligang & Mardani, Abbas & Deveci, Muhammet, 2022. "An integrated multi-criteria decision-making and multi-objective optimization model for socially responsible portfolio selection," Technological Forecasting and Social Change, Elsevier, vol. 184(C).
    40. Fernando García & Jairo González-Bueno & Javier Oliver & Nicola Riley, 2019. "Selecting Socially Responsible Portfolios: A Fuzzy Multicriteria Approach," Sustainability, MDPI, vol. 11(9), pages 1-14, April.
    41. Bilbao-Terol, Amelia & Arenas-Parra, Mar & Cañal-Fernández, Verónica, 2016. "A model based on Copula Theory for sustainable and social responsible investments," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 19(1), pages 55-76.
    42. Ballestero, Enrique & Bravo, Mila & Pérez-Gladish, Blanca & Arenas-Parra, Mar & Plà-Santamaria, David, 2012. "Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives," European Journal of Operational Research, Elsevier, vol. 216(2), pages 487-494.
    43. Van den Bossche, Filip & Rogge, Nicky & Devooght, Kurt & Van Puyenbroeck , Tom, 2009. "Robust CSR Investment Screening," Working Papers 2009/05, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
    44. Luluk Widyawati, 2020. "A systematic literature review of socially responsible investment and environmental social governance metrics," Business Strategy and the Environment, Wiley Blackwell, vol. 29(2), pages 619-637, February.
    45. Yahya Hanine & Youssef Lamrani Alaoui & Mohamed Tkiouat & Younes Lahrichi, 2021. "Socially Responsible Portfolio Selection: An Interactive Intuitionistic Fuzzy Approach," Mathematics, MDPI, vol. 9(23), pages 1-13, November.
    46. Laura Fabregat-Aibar & M. Glòria Barberà-Mariné & Antonio Terceño & Laia Pié, 2019. "A Bibliometric and Visualization Analysis of Socially Responsible Funds," Sustainability, MDPI, vol. 11(9), pages 1-17, May.
    47. Amelia Bilbao-Terol & Mar Arenas-Parra & Verónica Cañal-Fernández & Celia Bilbao-Terol, 2013. "Selection of Socially Responsible Portfolios Using Hedonic Prices," Journal of Business Ethics, Springer, vol. 115(3), pages 515-529, July.
    48. Sebastian Utz, 2019. "Corporate scandals and the reliability of ESG assessments: evidence from an international sample," Review of Managerial Science, Springer, vol. 13(2), pages 483-511, April.
    49. Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2008. "Socially responsible investments: Institutional aspects, performance, and investor behavior," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1723-1742, September.
    50. Markus Hirschberger & Ralph E. Steuer & Sebastian Utz & Maximilian Wimmer, 2012. "Is socially responsible investing just screening? Evidence from mutual funds," SFB 649 Discussion Papers SFB649DP2012-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    51. Delâtre, Chloë, 2022. "Désinvestissement des combustibles fossiles: quelles conséquences pour la gestion de portefeuille ? [Fossil fuel divestment and portfolios implications]," MPRA Paper 114633, University Library of Munich, Germany.

  9. Spronk, J. & Vermeulen, E.M., 1994. "Interfirm Performance Evaluation under Uncertainty, A Multi-Dimentional Framework," Papers 9407-e, Economisch Institut voor het Midden en Kleinbedrijf-.

    Cited by:

    1. Vermeulen, Erik M. & Spronk, Jaap & van der Wijst, Nico, 1996. "Analyzing risk and performance using the multi-factor concept," European Journal of Operational Research, Elsevier, vol. 93(1), pages 173-184, August.

  10. Vermeulen, E.M. & Spronk, J. & Van Der Wijst, N., 1993. "Visualizing Interfirm Comparison," Papers 9309-e, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM.

    Cited by:

    1. Vermeulen, Erik M. & Spronk, Jaap & van der Wijst, Nico, 1996. "Analyzing risk and performance using the multi-factor concept," European Journal of Operational Research, Elsevier, vol. 93(1), pages 173-184, August.

  11. Nijkamp, P. & Spronk, J., 1982. "Integrated policy analysis by means of interactive learning models," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

    Cited by:

    1. Hafkamp, Wim & Nijkamp, Peter, 1986. "Integrated economic-environmental-energy policy and conflict analysis," Journal of Policy Modeling, Elsevier, vol. 8(4), pages 551-576.
    2. Hafkamp, W. & Nijkamp, P., 1984. "An operational multi-component multi-actor policy model for economic-environmental scenarios," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

  12. Nijkamp, P. & Spronk, J., 1978. "Interactive multiple goal programming," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

    Cited by:

    1. Hafkamp, Wim & Nijkamp, Peter, 1986. "Integrated economic-environmental-energy policy and conflict analysis," Journal of Policy Modeling, Elsevier, vol. 8(4), pages 551-576.
    2. Pendaraki, K. & Zopounidis, C. & Doumpos, M., 2005. "On the construction of mutual fund portfolios: A multicriteria methodology and an application to the Greek market of equity mutual funds," European Journal of Operational Research, Elsevier, vol. 163(2), pages 462-481, June.
    3. Slomp, Jannes & Suresh, Nallan C., 2002. "The shift team formation problem in multi-shift manufacturing operations," Research Report 02A67, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    4. Rui Zhou & Daniel P. Palomar, 2020. "Solving High-Order Portfolios via Successive Convex Approximation Algorithms," Papers 2008.00863, arXiv.org.
    5. Post, Thierry & Spronk, Jaap, 1999. "Performance benchmarking using interactive data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 115(3), pages 472-487, June.
    6. Krzysztof S.Targiel, 2012. "Implementations of interactive multicriteria decision support methods in conditions of risk," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 22(3), pages 55-62.
    7. T Peña & P Lara & C Castrodeza, 2009. "Multiobjective stochastic programming for feed formulation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(12), pages 1738-1748, December.
    8. Tamiz, Mehrdad & Jones, Dylan & Romero, Carlos, 1998. "Goal programming for decision making: An overview of the current state-of-the-art," European Journal of Operational Research, Elsevier, vol. 111(3), pages 569-581, December.
    9. Cinzia Colapinto & Raja Jayaraman & Simone Marsiglio, 2017. "Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review," Annals of Operations Research, Springer, vol. 251(1), pages 7-40, April.
    10. Hafkamp, W. & Nijkamp, P., 1984. "An operational multi-component multi-actor policy model for economic-environmental scenarios," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    11. Nijkamp, P., 1984. "Information systems for regional development planning : a state-of-the-art survey," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    12. Frauendorfer, K. & Konigsperger, E., 1996. "Concepts for improving scheduling decisions: An application in the chemical industry," International Journal of Production Economics, Elsevier, vol. 46(1), pages 27-38, December.
    13. Hinloopen, E. & Nijkamp, P. & Rietveld, P., 1982. "Qualitative discrete multiple criteria choice models in regional planning," Serie Research Memoranda 0023, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    14. Goedhart, Marc H. & Spronk, Jaap, 1995. "Financial planning with fractional goals," European Journal of Operational Research, Elsevier, vol. 82(1), pages 111-124, April.
    15. Cinzia Colapinto & Davide Torre & Belaid Aouni, 2019. "Goal programming for financial portfolio management: a state-of-the-art review," Operational Research, Springer, vol. 19(3), pages 717-736, September.
    16. Maciej Nowak & Tadeusz Trzaskalik, 2013. "Interactive procedure for a multiobjective stochastic discrete dynamic problem," Journal of Global Optimization, Springer, vol. 57(2), pages 315-330, October.
    17. Luque, Mariano & Ruiz, Francisco & Steuer, Ralph E., 2010. "Modified interactive Chebyshev algorithm (MICA) for convex multiobjective programming," European Journal of Operational Research, Elsevier, vol. 204(3), pages 557-564, August.
    18. P Nijkamp & J Spronk, 1983. "Integrated Policy Analysis by Means of Interactive Learning Models," Environment and Planning A, , vol. 15(9), pages 1195-1204, September.
    19. Aouni, Belaid & Colapinto, Cinzia & La Torre, Davide, 2014. "Financial portfolio management through the goal programming model: Current state-of-the-art," European Journal of Operational Research, Elsevier, vol. 234(2), pages 536-545.
    20. Caballero, Rafael & Ruiz, Francisco & Uria, M. Victoria Rodriguez & Romero, Carlos, 2006. "Interactive meta-goal programming," European Journal of Operational Research, Elsevier, vol. 175(1), pages 135-154, November.
    21. Arntzen, J.W., 1979. "Duality, segmentation and dynamics on a regional labour market," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    22. Spronk, Jaap & Hallerbach, Winfried, 1997. "Financial modelling: Where to go? With an illustration for portfolio management," European Journal of Operational Research, Elsevier, vol. 99(1), pages 113-125, May.
    23. Hallerbach, W.G.P.M. & Ning, H. & Soppe, A.B.M. & Spronk, J., 2002. "A Framework for Managing a Portfolio of Socially Responsible Investments," ERIM Report Series Research in Management ERS-2002-54-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    24. Rafael Rodríguez & Mariano Luque & Mercedes González, 2011. "Portfolio selection in the Spanish stock market by interactive multiobjective programming," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(1), pages 213-231, July.
    25. Sylven, Susanne, 1995. "Moose harvest strategy to maximize yield value for multiple goal management -- A simulation study," Agricultural Systems, Elsevier, vol. 49(3), pages 277-298.
    26. Zopounidis, C., 1999. "Multicriteria decision aid in financial management," European Journal of Operational Research, Elsevier, vol. 119(2), pages 404-415, December.

Articles

  1. Mehrotra, Vikas & van Schaik, Dimitri & Spronk, Jaap & Steenbeek, Onno, 2011. "Creditor-Focused Corporate Governance: Evidence from Mergers and Acquisitions in Japan," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 1051-1072, August.
    See citations under working paper version above.
  2. Karen Watkins & Jaap Spronk & Dick Van Dijk, 2009. "Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective," International Journal of Corporate Governance, Inderscience Enterprises Ltd, vol. 1(4), pages 382-399.

    Cited by:

    1. Karen Watkins Fassler, 2013. "Efecto de la Ley corporativa y la concentración de la propiedad en el desempeño empresarial en Chile y México," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 1-22, November.

  3. Hallerbach, Winfried & Ning, Haikun & Soppe, Aloy & Spronk, Jaap, 2004. "A framework for managing a portfolio of socially responsible investments," European Journal of Operational Research, Elsevier, vol. 153(2), pages 517-529, March.
    See citations under working paper version above.
  4. Spronk, Jaap & Vermeulen, Erik M., 2003. "Comparative performance evaluation under uncertainty," European Journal of Operational Research, Elsevier, vol. 150(3), pages 482-495, November.

    Cited by:

    1. Chaminade, Cristina & Zabala, Jon Mikel & Treccani, Adele, 2010. "The Swedish national innovation system and its relevance for the emergence of global innovation networks," Papers in Innovation Studies 2010/9, Lund University, CIRCLE - Centre for Innovation Research.
    2. Edquist, Charles & Zabala, Jon Mikel, 2009. "Outputs of innovation systems: a European perspective," Papers in Innovation Studies 2009/14, Lund University, CIRCLE - Centre for Innovation Research.

  5. Post, Thierry & Spronk, Jaap, 1999. "Performance benchmarking using interactive data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 115(3), pages 472-487, June.

    Cited by:

    1. Mad Ithnin Salleh & Nurul Fadly Habidin & Abdul Halim Masnan & Nordin Mamat, 2017. "Estimating Technical Efficiency and Bootstrapping Malmquist Indices: Analysis of Malaysian Preschool Sector," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 7(3), pages 440-457, March.
    2. Jens Leth Hougaard & Mich Tvede, 2001. "Benchmark Selection: An Axiomatic Approach," Discussion Papers 01-06, University of Copenhagen. Department of Economics.
    3. Othman Joumady & Catherine Ris, 2005. "Performance in European higher education: A non-parametric production frontier approach," Education Economics, Taylor & Francis Journals, vol. 13(2), pages 189-205.
    4. Yang, Jian-Bo & Wong, Brandon Y.H. & Xu, Dong-Ling & Stewart, Theodor J., 2009. "Integrating DEA-oriented performance assessment and target setting using interactive MOLP methods," European Journal of Operational Research, Elsevier, vol. 195(1), pages 205-222, May.
    5. Lehmann, Erik & Warning, Susanne, 2002. "Teaching or research? What affects the efficiency of universities," Discussion Papers, Series I 322, University of Konstanz, Department of Economics.
    6. Monge, Juan F. & Ruiz, José L., 2023. "Setting closer targets based on non-dominated convex combinations of Pareto-efficient units: A bi-level linear programming approach in Data Envelopment Analysis," European Journal of Operational Research, Elsevier, vol. 311(3), pages 1084-1096.
    7. Azadeh, A. & Amalnick, M.S. & Ghaderi, S.F. & Asadzadeh, S.M., 2007. "An integrated DEA PCA numerical taxonomy approach for energy efficiency assessment and consumption optimization in energy intensive manufacturing sectors," Energy Policy, Elsevier, vol. 35(7), pages 3792-3806, July.
    8. Thierry Post, 2001. "Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis," Operations Research, INFORMS, vol. 49(2), pages 281-292, April.
    9. Caballero, Rafael & Galache, Teodoro & Gomez, Trinidad & Molina, Julian & Torrico, Angel, 2004. "Budgetary allocations and efficiency in the human resources policy of a university following multiple criteria," Economics of Education Review, Elsevier, vol. 23(1), pages 67-74, February.
    10. Ruiz, José L. & Sirvent, Inmaculada, 2019. "Performance evaluation through DEA benchmarking adjusted to goals," Omega, Elsevier, vol. 87(C), pages 150-157.
    11. Basso, Antonella & Funari, Stefania, 2001. "A data envelopment analysis approach to measure the mutual fund performance," European Journal of Operational Research, Elsevier, vol. 135(3), pages 477-492, December.
    12. Lehmann, Erik E. & Warning, Susanne, 2010. "The impact of regional endowment and university characteristics on university efficiency," UO Working Papers 04-10, University of Augsburg, Chair of Management and Organization.
    13. Sarkis, Joseph & Talluri, Srinivas, 2004. "Performance based clustering for benchmarking of US airports," Transportation Research Part A: Policy and Practice, Elsevier, vol. 38(5), pages 329-346, June.
    14. Kao, Chiang & Hung, Hsi-Tai, 2008. "Efficiency analysis of university departments: An empirical study," Omega, Elsevier, vol. 36(4), pages 653-664, August.
    15. H Seol & H Lee & S Kim & Y Park, 2008. "The impact of information technology on organizational efficiency in public services: a DEA-based DT approach," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(2), pages 231-238, February.
    16. Yanshuang Zhang & Byung Ho Jeong, 2016. "Development of a Multi-period Output Model for Considering Time Lag Effect," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 33(03), pages 1-18, June.
    17. Wagner A. Kamakura & Vikas Mittal & Fernando de Rosa & José Afonso Mazzon, 2002. "Assessing the Service-Profit Chain," Marketing Science, INFORMS, vol. 21(3), pages 294-317, February.
    18. Gimenez, Victor M. & Martinez, Jose Luis, 2006. "Cost efficiency in the university: A departmental evaluation model," Economics of Education Review, Elsevier, vol. 25(5), pages 543-553, October.
    19. Sebastián Lozano & Gabriel Villa, 2010. "Gradual technical and scale efficiency improvement in DEA," Annals of Operations Research, Springer, vol. 173(1), pages 123-136, January.
    20. Özgür Özpeynirci & Murat Köksalan, 2007. "Performance evaluation using data envelopment analysis in the presence of time lags," Journal of Productivity Analysis, Springer, vol. 27(3), pages 221-229, June.
    21. Klimberg, Ronald & Ratick, Samuel, 2023. "Benchmarking nursing homes using the Order Rated Effectiveness model," Socio-Economic Planning Sciences, Elsevier, vol. 89(C).
    22. M. C. Portela & A. S. Camanho, 2007. "Performance Assessment of Portuguese Secondary Schools," Working Papers de Economia (Economics Working Papers) 07, Católica Porto Business School, Universidade Católica Portuguesa.

  6. Spronk, Jaap & Hallerbach, Winfried, 1997. "Financial modelling: Where to go? With an illustration for portfolio management," European Journal of Operational Research, Elsevier, vol. 99(1), pages 113-125, May.

    Cited by:

    1. Samaras, Georgios D. & Matsatsinis, Nikolaos F. & Zopounidis, Constantin, 2008. "A multicriteria DSS for stock evaluation using fundamental analysis," European Journal of Operational Research, Elsevier, vol. 187(3), pages 1380-1401, June.
    2. P Xidonas & G Mavrotas & J Psarras, 2010. "A multiple criteria decision-making approach for the selection of stocks," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(8), pages 1273-1287, August.
    3. Xidonas, Panagiotis & Mavrotas, George & Zopounidis, Constantin & Psarras, John, 2011. "IPSSIS: An integrated multicriteria decision support system for equity portfolio construction and selection," European Journal of Operational Research, Elsevier, vol. 210(2), pages 398-409, April.
    4. Yue Qi, 2017. "On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(1), pages 145-158, March.
    5. Berna Bulgurcu, 2013. "Financial Performance Ranking of the Automotive Industry Firms in Turkey: Evidence from an Entropy-Weighted Technique," International Journal of Economics and Financial Issues, Econjournals, vol. 3(4), pages 844-851.
    6. Mike G. Tsionas, 2021. "Multi-criteria optimization in regression," Annals of Operations Research, Springer, vol. 306(1), pages 7-25, November.
    7. Akshit Kurani & Pavan Doshi & Aarya Vakharia & Manan Shah, 2023. "A Comprehensive Comparative Study of Artificial Neural Network (ANN) and Support Vector Machines (SVM) on Stock Forecasting," Annals of Data Science, Springer, vol. 10(1), pages 183-208, February.
    8. Ralph Steuer & Yue Qi & Markus Hirschberger, 2007. "Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection," Annals of Operations Research, Springer, vol. 152(1), pages 297-317, July.
    9. Marchioni, Andrea & Magni, Carlo Alberto, 2018. "Investment decisions and sensitivity analysis: NPV-consistency of rates of return," European Journal of Operational Research, Elsevier, vol. 268(1), pages 361-372.
    10. Nagurney, Anna & Ke, Ke, 2006. "Financial networks with intermediation: Risk management with variable weights," European Journal of Operational Research, Elsevier, vol. 172(1), pages 40-63, July.
    11. Yue Qi, 2022. "Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models," Annals of Operations Research, Springer, vol. 311(2), pages 1203-1227, April.
    12. Florian Methling & Rüdiger Nitzsch, 2019. "Thematic portfolio optimization: challenging the core satellite approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(2), pages 133-154, June.
    13. Panos Xidonas & Ilias Lekkos & Charis Giannakidis & Christos Staikouras, 2023. "Multicriteria security evaluation: does it cost to be traditional?," Annals of Operations Research, Springer, vol. 323(1), pages 301-330, April.
    14. Qi, Yue & Liao, Kezhi & Liu, Tongyang & Zhang, Yu, 2022. "Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths," Operations Research Perspectives, Elsevier, vol. 9(C).
    15. Fulga, Cristinca, 2016. "Portfolio optimization with disutility-based risk measure," European Journal of Operational Research, Elsevier, vol. 251(2), pages 541-553.
    16. Kenny Baumli & Tooraj Jamasb, 2020. "Assessing Private Investment in African Renewable Energy Infrastructure: A Multi-Criteria Decision Analysis Approach," Sustainability, MDPI, vol. 12(22), pages 1-19, November.
    17. Altannar Chinchuluun & Panos Pardalos, 2007. "A survey of recent developments in multiobjective optimization," Annals of Operations Research, Springer, vol. 154(1), pages 29-50, October.
    18. Panagiotis Xidonas & George Mavrotas & John Psarras, 2010. "Equity portfolio construction and selection using multiobjective mathematical programming," Journal of Global Optimization, Springer, vol. 47(2), pages 185-209, June.
    19. Hirschberger, Markus & Qi, Yue & Steuer, Ralph E., 2007. "Randomly generating portfolio-selection covariance matrices with specified distributional characteristics," European Journal of Operational Research, Elsevier, vol. 177(3), pages 1610-1625, March.
    20. Sandra Caçador & Joana Matos Dias & Pedro Godinho, 2020. "Global minimum variance portfolios under uncertainty: a robust optimization approach," Journal of Global Optimization, Springer, vol. 76(2), pages 267-293, February.
    21. Yue Qi & Ralph E. Steuer & Maximilian Wimmer, 2017. "An analytical derivation of the efficient surface in portfolio selection with three criteria," Annals of Operations Research, Springer, vol. 251(1), pages 161-177, April.
    22. V. Jog & I. Kaliszewski & W. Michalowski, 1998. "Using Trade-off Information in Attributes' Investing," Working Papers ir98019, International Institute for Applied Systems Analysis.
    23. Tsionas, Mike G., 2018. "A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms," Omega, Elsevier, vol. 77(C), pages 73-79.

  7. Vermeulen, Erik M. & Spronk, Jaap & van der Wijst, Nico, 1996. "Analyzing risk and performance using the multi-factor concept," European Journal of Operational Research, Elsevier, vol. 93(1), pages 173-184, August.

    Cited by:

    1. Spronk, Jaap & Vermeulen, Erik M., 2003. "Comparative performance evaluation under uncertainty," European Journal of Operational Research, Elsevier, vol. 150(3), pages 482-495, November.

  8. Goedhart, Marc H. & Spronk, Jaap, 1995. "An interactive heuristic for financial planning in decentralized organizations," European Journal of Operational Research, Elsevier, vol. 86(1), pages 162-175, October.

    Cited by:

    1. Homburg, Carsten, 1998. "Production planning with multiple objectives in decentralized organizations," International Journal of Production Economics, Elsevier, vol. 56(1), pages 243-252, September.
    2. Schneewei[beta], Christoph, 1995. "Hierarchical structures in organisations: A conceptual framework," European Journal of Operational Research, Elsevier, vol. 86(1), pages 4-31, October.

  9. Goedhart, Marc H. & Spronk, Jaap, 1995. "Financial planning with fractional goals," European Journal of Operational Research, Elsevier, vol. 82(1), pages 111-124, April.

    Cited by:

    1. T Peña & P Lara & C Castrodeza, 2009. "Multiobjective stochastic programming for feed formulation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(12), pages 1738-1748, December.
    2. Abbas Amini Fasakhodi & Seyed Nouri & Manouchehr Amini, 2010. "Water Resources Sustainability and Optimal Cropping Pattern in Farming Systems; A Multi-Objective Fractional Goal Programming Approach," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 24(15), pages 4639-4657, December.
    3. Frenk, J.B.G. & Schaible, S., 2004. "Fractional Programming," Econometric Institute Research Papers ERS-2004-074-LIS, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Goedhart, Marc H. & Spronk, Jaap, 1995. "An interactive heuristic for financial planning in decentralized organizations," European Journal of Operational Research, Elsevier, vol. 86(1), pages 162-175, October.
    5. Bo Zhang & YueLin Gao & Xia Liu & XiaoLi Huang, 2022. "An Outcome-Space-Based Branch-and-Bound Algorithm for a Class of Sum-of-Fractions Problems," Journal of Optimization Theory and Applications, Springer, vol. 192(3), pages 830-855, March.
    6. Frenk, J.B.G. & Schaible, S., 2004. "Fractional Programming," ERIM Report Series Research in Management ERS-2004-074-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    7. Zopounidis, C., 1999. "Multicriteria decision aid in financial management," European Journal of Operational Research, Elsevier, vol. 119(2), pages 404-415, December.

  10. Vermeulen, EM & Spronk, J & van der Wijst, D, 1994. "Visualizing interfirm comparison," Omega, Elsevier, vol. 22(4), pages 331-338, July.
    See citations under working paper version above.
  11. Spronk, Jaap & Veeneklaas, Frank, 1983. "A feasibility study of economic and environmental scenarios by means of interactive multiple goal programming," Regional Science and Urban Economics, Elsevier, vol. 13(1), pages 141-160, February.

    Cited by:

    1. Kalu, Timothy Ch. U., 1999. "An algorithm for systems welfare interactive goal programming modelling," European Journal of Operational Research, Elsevier, vol. 116(3), pages 508-529, August.

  12. P Nijkamp & J Spronk, 1983. "Integrated Policy Analysis by Means of Interactive Learning Models," Environment and Planning A, , vol. 15(9), pages 1195-1204, September.
    See citations under working paper version above.
  13. Jos A. M. van Kuelen & Jaap Spronk & A. Wayne Corcoran, 1981. "Note---On the Cyert-Davidson-Thompson Doubtful Accounts Model," Management Science, INFORMS, vol. 27(1), pages 108-112, January.

    Cited by:

    1. Schechtman, Ricardo, 2013. "Default matrices: A complete measurement of banks’ consumer credit delinquency," Journal of Financial Stability, Elsevier, vol. 9(4), pages 460-474.
    2. Thomas, Lyn C., 2000. "A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers," International Journal of Forecasting, Elsevier, vol. 16(2), pages 149-172.
    3. Arno Botha & Conrad Beyers & Pieter de Villiers, 2020. "The loss optimisation of loan recovery decision times using forecast cash flows," Papers 2010.05601, arXiv.org.
    4. Dariusz Wędzki, 2007. "Trade credit portfolio selection – a markovian approach," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 17(2), pages 105-119.
    5. Tangsucheeva, Rattachut & Prabhu, Vittaldas, 2014. "Stochastic financial analytics for cash flow forecasting," International Journal of Production Economics, Elsevier, vol. 158(C), pages 65-76.

  14. Nijkamp, Peter & Spronk, Jaap, 1981. "Interactive multidimensional programming models for locational decisions," European Journal of Operational Research, Elsevier, vol. 6(2), pages 220-223, February.

    Cited by:

    1. Muhammad Riaz & Wojciech Sałabun & Hafiz Muhammad Athar Farid & Nawazish Ali & Jarosław Wątróbski, 2020. "A Robust q-Rung Orthopair Fuzzy Information Aggregation Using Einstein Operations with Application to Sustainable Energy Planning Decision Management," Energies, MDPI, vol. 13(9), pages 1-39, May.
    2. Frauendorfer, K. & Konigsperger, E., 1996. "Concepts for improving scheduling decisions: An application in the chemical industry," International Journal of Production Economics, Elsevier, vol. 46(1), pages 27-38, December.

  15. Nijkamp, Peter & Spronk, Jaap, 1979. "Analysis of production and location decisions by means of multi-criteria analysis," Engineering and Process Economics, Elsevier, vol. 4(2-3), pages 285-302, June.

    Cited by:

    1. Gylling, Michael & Heikkilä, Jussi & Jussila, Kari & Saarinen, Markku, 2015. "Making decisions on offshore outsourcing and backshoring: A case study in the bicycle industry," International Journal of Production Economics, Elsevier, vol. 162(C), pages 92-100.
    2. Nijkamp, P., 1978. "Decision models for planning against stagnation : paper presented at the Advanced Regional Science Summer Institute, Siegen, August 1978," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    3. Nijkamp, P. & Spronk, J., 1978. "Interactive multiple goal programming," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    4. Hein, Lars & van Koppen, Kris & de Groot, Rudolf S. & van Ierland, Ekko C., 2006. "Spatial scales, stakeholders and the valuation of ecosystem services," Ecological Economics, Elsevier, vol. 57(2), pages 209-228, May.

Chapters

  1. Jaap Spronk & Ralph E. Steuer & Constantin Zopounidis, 2005. "Multicriteria Decision Aid/Analysis in Finance," International Series in Operations Research & Management Science, in: Multiple Criteria Decision Analysis: State of the Art Surveys, chapter 0, pages 799-848, Springer.

    Cited by:

    1. Doumpos, Michalis & Zopounidis, Constantin & Gounopoulos, Dimitrios & Platanakis, Emmanouil & Zhang, Wenke, 2023. "Operational research and artificial intelligence methods in banking," European Journal of Operational Research, Elsevier, vol. 306(1), pages 1-16.
    2. Wątróbski, Jarosław & Bączkiewicz, Aleksandra & Sałabun, Wojciech, 2022. "New multi-criteria method for evaluation of sustainable RES management," Applied Energy, Elsevier, vol. 324(C).

  2. Thierry Post & Jaap Spronk, 2000. "Evaluating Productive Performance Under Uncertainty: Combining Data Envelopment Analysis, Mean-Variance Analysis, And Multi-Factor Risk Models," World Scientific Book Chapters, in: Yong Shi & Milan Zeleny (ed.), New Frontiers Of Decision Making For The Information Technology Era, chapter 14, pages 249-269, World Scientific Publishing Co. Pte. Ltd..

    Cited by:

    1. Cherchye, L. & Post, G.T., 2001. "Methodological Advances in Dea," ERIM Report Series Research in Management ERS-2001-53-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    2. Timo Kuosmanen & Thierry Post, 2002. "Nonparametric Efficiency Analysis under Price Uncertainty: A First-Order Stochastic Dominance Approach," Journal of Productivity Analysis, Springer, vol. 17(3), pages 183-200, May.

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