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We consider the Close–Open Mixed Vehicle Routing Problem (COMVRP) in this paper. The COMVRP differs from the classical vehicle routing problems because simultaneously considering open and close routes in the solution of the problem. The objective of the problem is to minimize the fixed and...
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Many finance questions require a full characterization of the distribution of returns. We propose a bivariate model of returns and realized volatility (RV), and explore which features of that time-series model contribute to superior density forecasts over horizons of 1 to 60 days out of sample....
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We integrate previous work in this area and develop a multiperiod model that simultaneously determines bond refunding …
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