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49
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European journal of operational research : EJOR
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119
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41
A stein type lemma for the multivariate generalized hyperbolic distribution
Vanduffel, Steven
;
Yao, Jing
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 606-612
Persistent link: https://www.econbiz.de/10011738057
Saved in:
42
Asymptotic behaviors of stochastic reserving : aggregate versus individual models
Huang, Jinlong
;
Wu, Xianyi
;
Zhou, Xian
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 657-666
Persistent link: https://www.econbiz.de/10011436805
Saved in:
43
Mean-
variance
analysis of sourcing decision under disruption risk
Ray, Pritee
;
Jenamani, Mamata
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 679-689
Persistent link: https://www.econbiz.de/10011441734
Saved in:
44
Understanding dynamic mean
variance
asset allocation
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
Saved in:
45
Fuzzy multi-period portfolio selection with different investment horizons
Guo, Sini
;
Yu, Lean
;
Li, Xiang
;
Kar, Samarjit
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 1026-1035
Persistent link: https://www.econbiz.de/10011522407
Saved in:
46
Multi-period mean-
variance
portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
47
Appointment sequencing : why the smallest-
variance
-first rule may not be optimal
Kong, Qingxia
;
Lee, Chung-Yee
;
Teo, Chung-Piaw
;
Zheng, …
- In:
European journal of operational research : EJOR
255
(
2016
)
3
,
pp. 809-821
Persistent link: https://www.econbiz.de/10011556157
Saved in:
48
Hub and chain : process flexibility design in non-identical systems using
variance
information
Chua, Geoffrey A.
;
Chen, Shaoxiang
;
Han, Zhiguang
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 625-638
Persistent link: https://www.econbiz.de/10011493979
Saved in:
49
An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Saved in:
50
Optimal asset allocation: Risk and information uncertainty
Yam, Sheung Chi Phillip
;
Yang, Hailiang
;
Yuen, Fei Lung
- In:
European journal of operational research : EJOR
251
(
2016
)
2
,
pp. 554-561
Persistent link: https://www.econbiz.de/10011444354
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