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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:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Houtum, Geert-Jan van"
~source:"econis"
~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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CAPM
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Benzschawel, Terry
Broll, Udo
Fabozzi, Frank J.
Hayre, Lakhbir S.
Houtum, Geert-Jan van
Laporte, Gilbert
30
Gendreau, Michel
29
Lim, Andrew
24
Cheng, T. C. E.
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Zhu, Joe
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Vanhoucke, Mario
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Goerigk, Marc
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Kao, Chiang
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Podinovski, Victor V.
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Tsionas, Efthymios G.
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Puerto, Justo
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Briskorn, Dirk
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Figueira, José Rui
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Hao, Jin-Kao
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Ljubić, Ivana
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Speranza, Maria Grazia
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Färe, Rolf
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Teunter, Ruud H.
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Dauzère-Péres, Stéphane
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Escudero, Laureano F.
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Ruiz, Rubén
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Savelsbergh, Martin W. P.
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Aparicio, Juan
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Koulamas, Christos
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Liesiö, Juuso
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Scholl, Armin
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Subramanian, Anand
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European journal of operational research : EJOR
Finance research letters
The journal of fixed income
Valuation, financial modeling, and quantitative tools
21
The handbook of fixed income securities
20
International journal of theoretical and applied finance
11
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
Financial markets and instruments
9
International journal of production economics
8
Economics letters
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Journal of banking & finance
7
Computational economics
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Applied economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Applied financial economics
4
Jahrbücher für Nationalökonomie und Statistik
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of fixed income : JFI
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The journal of portfolio management : JPM
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Annals of operations research
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Economic modelling
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Economics and business review
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Handbook of financial markets : securities, options and futures
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International economic journal
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International review of financial analysis
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Journal of economic dynamics & control
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Journal of economics
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Journal of international money and finance
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OR spectrum : quantitative approaches in management
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Review of international economics
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Review of quantitative finance and accounting
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The Indian journal of economics
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The handbook of municipal bonds
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The journal of asset management
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : JOD
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The journal of futures markets
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Annals of finance
2
Applied financial economics letters
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ECONIS (ZBW)
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1
A scalable multi-objective maintenance optimization model for systems with multiple heterogeneous components and a finite lifespan
Kivanç, İpek
;
Fecarotti, Claudia
;
Raassens, Néomie
; …
- In:
European journal of operational research : EJOR
315
(
2024
)
2
,
pp. 567-579
Persistent link: https://www.econbiz.de/10014565127
Saved in:
2
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:
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
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:
8
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:
9
Optimal lateral transshipment policies for a two location inventory problem with multiple demand classes
Wijk, Sandra van
;
Adan, Ivo
;
Houtum, Geert-Jan van
- In:
European journal of operational research : EJOR
272
(
2019
)
2
,
pp. 481-495
Persistent link: https://www.econbiz.de/10011942134
Saved in:
10
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
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