Markku Kallio

Research outputs

  1. 2019
  2. E-pub ahead of print

    Consumer price effects: Loss aversion in value vs. in demand

    Kallio, M., Halme, M. & Aspara, J., 25 Jul 2019, In : Journal of the Operational Research Society. p. 1-9 9 p.

    Research output: Contribution to journalArticleScientificpeer-review

  3. Published

    Advancements in stochastic dominance efficiency tests

    Kallio, M. & Dehghan Hardoroudi, N., 16 Jul 2019, In : European Journal of Operational Research. 276, 2, p. 790-794 5 p.

    Research output: Contribution to journalArticleScientificpeer-review

  4. 2018
  5. Published

    Convex preference cone-based approach for many objective optimization problems

    Sinha, A., Malo, P. & Kallio, M., 1 Jul 2018, In : Computers and Operations Research. 95, p. 1-11 11 p.

    Research output: Contribution to journalArticleScientificpeer-review

  6. Published

    Currency hedging for a multi-national firm

    Kallio, M., Koivu, M. & Wang, R., 2018, Handbook of Recent Advances in Commodity and Financial Modeling . Vol. 257. p. 297-320 24 p. (International Series in Operations Research and Management Science; vol. 257).

    Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

  7. Published

    Second-order stochastic dominance constrained portfolio optimization: Theory and computational tests

    Kallio, M. & Dehghan Hardoroudi, N., 2018, In : European Journal of Operational Research. 264, 2, p. 675-685

    Research output: Contribution to journalArticleScientificpeer-review

  8. 2017
  9. Published

    Solving cardinality constrained mean-variance portfolio problems via MILP

    Dehghan Hardoroudi, N., Keshvari, A., Kallio, M. & Korhonen, P., Jul 2017, In : Annals of Operations Research. 254, 1-2, p. 47-59

    Research output: Contribution to journalArticleScientificpeer-review

  10. Published

    Optimal management of naturally regenerating uneven-aged forests

    Sinha, A., Rämö, J., Malo, P., Kallio, M. & Tahvonen, O., 1 Feb 2017, In : European Journal of Operational Research. 256, 3, p. 886-900 15 p.

    Research output: Contribution to journalArticleScientificpeer-review

  11. 2014
  12. Published

    Bank branch sales evaluation using extended value efficiency analysis

    Eskelinen, J., Halme, M. & Kallio, M., 2014, In : European Journal of Operational Research. 232, 3, p. 654-663

    Research output: Contribution to journalArticleScientificpeer-review

  13. Published

    Likelihood estimation of consumer preferences in choice-based conjoint analysis

    Halme, M. & Kallio, M., 2014, In : European Journal of Operational Research. 239, 2, p. 556-564

    Research output: Contribution to journalArticleScientificpeer-review

  14. 2013
  15. Published

    Cone contraction and reference point methods for multi-criteria mixed integer optimization

    Kallio, M. & Halme, M., 2013, In : European Journal of Operational Research. 229, 3, p. 645-653

    Research output: Contribution to journalArticleScientificpeer-review

  16. Published
  17. 2012
  18. Published

    Real options valuation of forest plantation investments in Brazil

    Kallio, M., Kuula, M. & Oinonen, S., 1 Mar 2012, In : European Journal of Operational Research. 217, 2, p. 428-438 11 p.

    Research output: Contribution to journalArticleScientificpeer-review

  19. 2011
  20. Published

    Estimation methods for choice-based conjoint analysis of consumer preferences

    Halme, M. & Kallio, M., 2011, In : European Journal of Operational Research. 214, 1, p. 160-167

    Research output: Contribution to journalArticleScientificpeer-review

  21. 2009
  22. Published

    Conditions for loss averse and gain seeking consumer price behavior

    Kallio, M. & Halme, M., 2009, Helsinki, (HSE Working papers; no. W-464).

    Research output: Working paperProfessional

  23. 2007
  24. Published

    Real option analysis of a technology portfolio

    Hilli, P., Kallio, M. & Kallio, M., 2007, In : Review of Financial Economics. 16, 2, p. 127-147

    Research output: Contribution to journalArticleScientificpeer-review

  25. Published

    Using Tucker's theorem of the alternative to simplify, review and expand discrete arbitrage theory

    Kallio, M. & Ziemba, W., 2007, In : JOURNAL OF BANKING AND FINANCE. 31, 8, p. 2281-2302

    Research output: Contribution to journalArticleScientificpeer-review

  26. 2006
  27. Published

    Optimal harvesting of forest age classes under price uncertainty and risk aversion

    Tahvonen, O. & Kallio, M., 2006, In : Natural resource modeling. 19, 4, p. 557-585

    Research output: Contribution to journalArticleScientificpeer-review

  28. 2003
  29. Published

    Acquisition of a Forest Estate: A Stochastic Optimization Approach for Financing and Management

    Rutegård, G., Lönnstedt, L. & Kallio, M., 2003, In : JOURNAL OF FORESTRY. 49, 5, p. 706-718

    Research output: Contribution to journalArticleScientificpeer-review

  30. Published

    Arbitrage pricing simplified

    Kallio, M. & Ziemba, W. T., 2003, (Stochastic Programming e-print series).

    Research output: Working paperProfessional

  31. Published

    Johdatus kvantitatiiviseen analyysiin taloustieteissä

    Kallio, M., Korhonen, P. & Salo, S., 2003, 3. uud. p. ed. Hakapaino Oy. 185 p.

    Research output: Book/ReportBookProfessional

  32. 2002
  33. Published

    Nonparametric Methods for Evaluating Economic Efficiency and Imperfect Competition

    Kallio, M. & Kallio, M., 2002, In : Journal of Productivity Analysis. 18, p. 171-189

    Research output: Contribution to journalArticleScientificpeer-review

  34. 2001
  35. Published

    Nonparametric Models for Evaluating Economic Efficiency an Imperfect Competition - with an Application to Competition in the Forest Sector

    Kallio, M. & Kallio, M., 2001, Helsinki, p. 19, (HSE Working papers; no. W-297).

    Research output: Working paperProfessional

  36. 2000
  37. Published

    An Interior Point Method for Solving Systems of Linear Equations and Inequalities

    Kallio, M. & Salo, S., 2000, In : Operations Research. 27, 3, p. 101-107

    Research output: Contribution to journalArticleScientificpeer-review

  38. Published

    Johdatus kvantitatiiviseen analyysiin taloustieteissä

    Kallio, M., Korhonen, P. & Salo, S., 2000, 2. uud. p. ed. Helsinki: Hakapaino Oy. 185 p.

    Research output: Book/ReportBookProfessional

  39. 1994
  40. Published

    Large-Scale Convex Optimization via Saddle Point Computation

    Kallio, M., 1994, (International Institute for Applied Systems Analysis (IIASA); no. WP-94-107).

    Research output: Working paperProfessional

  41. Published

    Parallel Solution of Linear Program via Nash Equilibria

    Kallio, M., 1994, (International Institute for Applied Systems Analysis (IIASA); no. WP-94-15).

    Research output: Working paperProfessional

ID: 65365