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~isPartOf:"Econometric reviews"
~isPartOf:"Operations research letters"
~subject:"Share price"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Theorie
USA
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88
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73
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Masuyama, Hiroyuki
3
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2
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1
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121
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108
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108
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90
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67
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International review of financial analysis
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Astin bulletin : the journal of the International Actuarial Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The journal of futures markets
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
107
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107
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1
Estimation of counterfactual distributions with a continuous endogenous treatment
Pereda-Fernández, Santiago
- In:
Econometric reviews
43
(
2024
)
8
,
pp. 595-637
Persistent link: https://www.econbiz.de/10015050633
Saved in:
2
On approximations of data-driven chance constrained programs over Wasserstein balls
Chen, Zhi
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Operations research letters
51
(
2023
)
3
,
pp. 226-233
Persistent link: https://www.econbiz.de/10014374834
Saved in:
3
Distributionally robust chance constraint with unimodality-skewness information and conic reformulation
Shang, Chao
;
Wang, Chao
;
You, Keyou
;
Huang, Dexian
- In:
Operations research letters
50
(
2022
)
2
,
pp. 176-183
Persistent link: https://www.econbiz.de/10013192686
Saved in:
4
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
5
On stochastic comparisons of series systems with heterogeneous dependent and independent location-scale family distributed components
Kundu, Amarjit
;
Chowdhury, Shovan
- In:
Operations research letters
48
(
2020
)
1
,
pp. 40-47
Persistent link: https://www.econbiz.de/10012169593
Saved in:
6
Right tail information and asset pricing
Hua, Qiuling
;
Xiao, Zhijie
;
Zhou, Hongtao
- In:
Econometric reviews
40
(
2021
)
8
,
pp. 728-749
Persistent link: https://www.econbiz.de/10012624536
Saved in:
7
Decomposition methods for Wasserstein-based data-driven distributionally robust problems
Cano Gamboa, Carlos Andrés
;
Valladão, Davi Michel
; …
- In:
Operations research letters
49
(
2021
)
5
,
pp. 696-702
Persistent link: https://www.econbiz.de/10013207430
Saved in:
8
Distributionally robust profit opportunities
Singh, Derek
;
Zhang, Shuzhong
- In:
Operations research letters
49
(
2021
)
1
,
pp. 121-128
Persistent link: https://www.econbiz.de/10012486241
Saved in:
9
On complexity of multistage stochastic programs under heavy tailed distributions
Jiang, Jie
;
Li, Shengjie
- In:
Operations research letters
49
(
2021
)
2
,
pp. 265-269
Persistent link: https://www.econbiz.de/10012506664
Saved in:
10
Probability bounds for n random events under (n-1)-wise independence
Natarajan, Karthik
;
Ramachandra, Arjun
;
Tan, Colin
- In:
Operations research letters
51
(
2023
)
1
,
pp. 116-122
Persistent link: https://www.econbiz.de/10014283307
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