Operations Research Proceedings 2011

1. Decision Analysis, Decision Support

   1. Ranking of qualitative decision options using copulas

      • Biljana Mileva-Boshkoska, Marko Bohanec

      Pages 103-108

   2. Learning utility functions from preference relations on graphs

      • Géraldine Bous

      Pages 109-114

   3. Dealing with conflicting targets by using group decision making within PROMETHEE

      • Ute Weissfloch, Jutta Geldermann

      Pages 115-120

   4. Relation between the Efficiency of Public Forestry Firms and Subsidies: The Swiss Case

      • Bernur Açıkgçz Ersoy, J. Alexander K. Mack

      Pages 121-126

2. Energy, Environment and Climate

   1. Front Matter

      Pages 127-127

      PDF

   2. Modeling impacts of the European Emission Trade System on the future energy sector

      • Carola Hammer

      Pages 129-134

   3. Feasibility on using carbon credits: A multiobjective model

      • Bruna de Barros Correia, Natália Addas Porto, Paulo de Barros Correia

      Pages 135-140

   4. Integration of Fluctuating Renewable Energy in Europe

      • Stephan Spiecker, Christoph Weber

      Pages 141-146

   5. Price-Induced Load-Balancing at Consumer Households for Smart Devices

      • Cornelius Köpp, Hans-Jörg von Metthenheim, Michael H. Breitner

      Pages 147-152

   6. Integration of renewable energy sources into the electricity system with new storage and flexibility options

      • Matthias Koch, Dierk Bauknecht

      Pages 153-158

3. Financial Modeling, Risk Management, Banking

   1. Front Matter

      Pages 159-159

      PDF

   2. Performance Evaluation of European Banks Using Multicriteria Analysis Techniques

      • Michael Doumpos, Kyriaki Kosmidou

      Pages 161-166

   3. Growth Optimal Portfolio Insurance in Continuous and Discrete Time

      • Sergey Sosnovskiy

      Pages 167-172

   4. The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios

      • Apostolos Fertis, Michel Baes, Hans-Jakob Lüthi

      Pages 173-178

   5. The effect of different market opening structures on market quality – experimental evidence

      • Gernot Hinterleitner, Philipp Hornung, Ulrike Leopold-Wildburger, Roland Mestel, Stefan Palan

      Pages 179-184

   6. Reassessing recovery rates – floating recoveries

      • Chris Kenyon, Ralf Werner

      Pages 185-190

   7. Downside Risk Approach for Multi-Objective Portfolio Optimization

      • Bartosz Sawik

      Pages 191-196

4. Game Theory, Computational and Experimental Economics

   1. Front Matter

      Pages 197-197

      PDF

   2. Social Values and Cooperation. Results from an Iterated Prisoner’s Dilemma Experiment.

      • Jürgen Fleiß, Ulrike Leopold-Wildburger

      Pages 199-204

   3. Honesty in Budgetary Reporting - an Experimental Study

      • Arleta Mietek, Ulrike Leopold-Wildburger

      Pages 205-210

This book contains a selection of refereed papers presented at the “International Conference on Operations Research (OR 2011)” which took place at the University of Zurich from August 30 to September 2, 2011. The conference was jointly organized by the German speaking OR societies from Austria (ÖGOR), Germany (GOR) and Switzerland (SVOR) under the patronage of SVOR. More than 840 scientists and students from over 50 countries attended OR 2011 and presented 620 papers in 16 parallel topical streams, as well as special award sessions. The conference was designed according to the understanding of Operations Research as an interdisciplinary science focusing on modeling complex socio-technical systems to gain insight into behavior under interventions by decision makers. Dealing with “organized complexity” lies in the core of OR and designing useful support systems to master the challenge of system management in complex environment is the ultimate goal of our professional societies. To this end, algorithmic techniques and system modeling are two fundamental competences which are also well-balanced in these proceedings.

• Computational Economics
• Energy, Environment and Climate
• OR Applications in Industry
• Optimization

• Institut für, Betriebswirtschaftslehre, Universität Zürich, Zurich, Switzerland

  Diethard Klatte, Karl Schmedders

• Inst. Operations Research, ETH Zürich, Zürich, Switzerland

  Hans-Jakob Lüthi

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