Revenue management (RM) is becoming an increasingly important technique in the service sector, particularly in activities involving perishable goods or services which cannot be stored. The integration of RM into businesses results in simultaneity in the production and consumption of services and...

The management of fixed-income securities investment portfolios enjoys a long tradition in the capital markets. This paper analyses robust optimisation models as efficient tools for risk management of fixed-income securities. The study includes the analysis of scenario-based optimisation models...