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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance research letters"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Benzschawel, Terry"
~person:"Broll, Udo"
~person:"Escudero, Laureano F."
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Houtum, Geert-Jan van"
~source:"econis"
~subject:"Asset-backed securities"
~subject:"CAPM"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Option pricing theory"
~subject:"Statistical distribution"
~subject:"Theorie"
~subject:"Unternehmensanleihe"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-backed securities
CAPM
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Option pricing theory
Statistical distribution
Theorie
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Theory
33
Stochastic process
15
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Benzschawel, Terry
Broll, Udo
Escudero, Laureano F.
Fabozzi, Frank J.
Hayre, Lakhbir S.
Houtum, Geert-Jan van
Laporte, Gilbert
29
Gendreau, Michel
28
Lim, Andrew
24
Cheng, T. C. E.
22
Zhu, Joe
22
Goerigk, Marc
19
Kao, Chiang
19
Podinovski, Victor V.
18
Tsionas, Efthymios G.
18
Vanhoucke, Mario
18
Boysen, Nils
17
Vidal, Thibaut
17
Briskorn, Dirk
15
Figueira, José Rui
15
Puerto, Justo
15
Speranza, Maria Grazia
15
Färe, Rolf
14
Hao, Jin-Kao
14
Ljubić, Ivana
14
Teunter, Ruud H.
14
Dauzère-Péres, Stéphane
13
Ruiz, Rubén
13
Savelsbergh, Martin W. P.
13
Aparicio, Juan
12
Archetti, Claudia
12
Jarrow, Robert A.
12
Rodríguez-Chía, Antonio M.
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Crook, Jonathan N.
11
Desaulniers, Guy
11
Koulamas, Christos
11
Scholl, Armin
11
Alvarez-Valdes, Ramon
10
Boute, Robert N.
10
Coelho, Leandro C.
10
Crainic, Teodor Gabriel
10
Dolgui, Alexandre
10
Hartl, Richard F.
10
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European journal of operational research : EJOR
Finance research letters
The journal of fixed income
Valuation, financial modeling, and quantitative tools
22
The handbook of fixed income securities
20
Computers & operations research : and their applications to problems of world concern ; an international journal
13
Investment management and financial management
13
Top : an official journal of the Spanish Society of Statistics and Operations Research
13
Financial markets and instruments
11
International journal of theoretical and applied finance
11
The journal of portfolio management : a publication of Institutional Investor
10
International journal of production economics
8
Economics letters
7
Journal of banking & finance
7
Computational economics
6
Applied economics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Annals of operations research
4
Applied financial economics
4
Jahrbücher für Nationalökonomie und Statistik
4
OR spectrum : quantitative approaches in management
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of fixed income : JFI
4
The journal of portfolio management : JPM
4
The journal of structured finance
4
Economic modelling
3
Economics and business review
3
European financial management : the journal of the European Financial Management Association
3
Handbook of financial markets : securities, options and futures
3
International economic journal
3
International review of financial analysis
3
Journal of economic dynamics & control
3
Journal of economics
3
Journal of international money and finance
3
Review of international economics
3
Review of quantitative finance and accounting
3
The European journal of finance
3
The Indian journal of economics
3
The handbook of mortgage-backed securities
3
The handbook of municipal bonds
3
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ECONIS (ZBW)
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1
Information acquisition for service contract quotations made by repair shops
Voorberg, Simon
;
Jaarsveld, Willem van
;
Eshuis, Rik
; …
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1166-1177
Persistent link: https://www.econbiz.de/10013492839
Saved in:
2
On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
Castro, Jordi
;
Escudero, Laureano F.
;
Monge, Juan F.
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 268-285
Persistent link: https://www.econbiz.de/10014339838
Saved in:
3
Age-based maintenance under population heterogeneity : optimal exploration and exploitation
Dursun, İpek
;
Akçay, Alp
;
Houtum, Geert-Jan van
- In:
European journal of operational research : EJOR
301
(
2022
)
3
,
pp. 1007-1020
Persistent link: https://www.econbiz.de/10013267808
Saved in:
4
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
5
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
6
Dynamic dispatching and repositioning policies for fast-response service networks
Drent, Collin
;
Keizer, Minou Olde
;
Houtum, Geert-Jan van
- In:
European journal of operational research : EJOR
285
(
2020
)
2
,
pp. 583-598
Persistent link: https://www.econbiz.de/10012239627
Saved in:
7
On pricing-based equilibrium for network expansion planning : a multi-period bilevel approach under uncertainty
Escudero, Laureano F.
;
Monge, Juan F.
; …
- In:
European journal of operational research : EJOR
287
(
2020
)
1
,
pp. 262-279
Persistent link: https://www.econbiz.de/10012293762
Saved in:
8
Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
Escudero, Laureano F.
;
Garín, María Araceli
;
Monge, …
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 988-1001
Persistent link: https://www.econbiz.de/10012239827
Saved in:
9
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
10
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
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