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~person:"Choi, Tsan-Ming"
~person:"Holmes, Mark J."
~person:"Kerstens, Kristiaan"
~person:"Li, Xun"
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Heterogeneous dynamic panels
18
mean reversion
16
Theorie
14
Theory
14
panel stationarity test
14
Portfolio selection
13
Portfolio-Management
13
efficient frontier
10
shortage function
10
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9
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Estimation
6
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Schätzung
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5
Stochastischer Prozess
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mean-variance
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real interest parity
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EU countries
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Mean-variance analysis
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Neue Makroökonomik offener Volkswirtschaften
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Newsvendor problem
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PGP
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Panel stationarity test
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Choi, Tsan-Ming
Holmes, Mark J.
Kerstens, Kristiaan
Li, Xun
McAleer, Michael
64
Ringle, Christian M.
52
Caporale, Guglielmo Maria
51
Chang, Chia-Lin
39
Sarstedt, Marko
36
Gil-Alaña, Luis A.
30
Serletis, Apostolos
29
Kim, Hyeongwoo
27
Spagnolo, Nicola
27
Phillips, Peter C. B.
22
Wong, Hoi Ying
21
Fabozzi, Frank J.
20
Hair, Joseph F.
20
Spagnolo, Fabio
19
Panagiotidis, Theodore
18
Wagner, Martin
18
Gupta, Rangan
17
Klein, Ingo
17
Leung, Tim
17
Pesaran, M. Hashem
17
Wong, Wing-Keung
17
Ferrari, Giorgio
16
Perron, Pierre
16
Zeng, Yan
16
Yao, Haixiang
15
Dianetti, Jodi
14
Gao, Jiti
14
Ullah, Aman
14
Wong, Wing Keung
14
Albers, Scott
13
Cui, Xiangyu
13
Nielsen, Bent
13
Otero, Jesús
13
Wolf, Michael
13
Chernozhukov, Victor
12
Henseler, Jörg
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Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
6
Rimini Centre for Economic Analysis (RCEA)
5
IÉSEG School of Management, Université Catholique de Lille
4
School of Business and Economics, Loughborough University
2
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
2
Departament d'Empresa, Facultat d'Economia i Empresa
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Working Papers / Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
6
European journal of operational research : EJOR
5
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
5
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4
Working Papers / IÉSEG School of Management, Université Catholique de Lille
4
European Journal of Operational Research
3
Journal of the Operational Research Society
3
Discussion Paper Series / School of Business and Economics, Loughborough University
2
Economics discussion paper series / Loughborough University, Department of Economics
2
International Journal of Production Economics
2
International journal of production economics
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Koç University-TUSIAD Economic Research Forum Working Papers
2
Operations research letters
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Production and operations management : the flagship research journal of the Production and Operations Management Society
2
Transportation research / E : an international journal
2
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1
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1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Emerging production optimization issues in supply chain systems
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
IEEE transactions on engineering management : EM
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
Journal of Asian Economics
1
Journal of mathematical finance
1
Journal of the Operational Research Society : OR
1
Management Science
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Open economies review
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Working Paper / Departament d'Empresa, Facultat d'Economia i Empresa
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RePEc
32
ECONIS (ZBW)
30
EconStor
2
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1
Will being an angel bring more harm than good? : altruistic newsvendors with different risk attitudes
Choi, Tsan-Ming
;
Zhang, Ting
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1153-1165
Persistent link: https://www.econbiz.de/10013492837
Saved in:
2
Multi-period asset-liability management with cash flows and probability constraints : a
mean
-field formulation approach
Li, Xun
;
Wu, Xianping
;
Yao, Haixiang
- In:
Journal of the Operational Research Society
71
(
2020
)
10
,
pp. 1563-1580
Persistent link: https://www.econbiz.de/10012314367
Saved in:
3
Financing product development projects in the blockchain era : initial coin offerings versus traditional bank loans
Choi, Tsan-Ming
- In:
IEEE transactions on engineering management : EM
69
(
2022
)
6,1
,
pp. 3184-3196
Persistent link: https://www.econbiz.de/10013542894
Saved in:
4
Pareto optimality and contract dependence in supply chain coordination with risk-averse agents
Zhang, Juzhi
;
Sethi, Suresh P.
;
Choi, Tsan-Ming
;
Cheng, …
- In:
Production and operations management : the flagship …
31
(
2022
)
6
,
pp. 2557-2570
Persistent link: https://www.econbiz.de/10013277069
Saved in:
5
Supply chain risk analysis with
mean
-variance models : a technical review
Chiu, Chun-Hung
;
Choi, Tsan-Ming
- In:
Emerging production optimization issues in supply chain …
,
(pp. 489-507)
.
2016
Persistent link: https://www.econbiz.de/10011497695
Saved in:
6
Do Asia-Pacific stock prices follow a random walk? : a regime-switching perspective
Shen, Xin
;
Holmes, Mark J.
- In:
Applied economics letters
21
(
2014
)
1/3
,
pp. 189-195
Persistent link: https://www.econbiz.de/10010239896
Saved in:
7
Creating all-win by blockchain technology in supply chains : impacts of agents' risk attitudes towards cryptocurrency
Choi, Tsan-Ming
- In:
Journal of the Operational Research Society
72
(
2021
)
11
,
pp. 2580-2595
Persistent link: https://www.econbiz.de/10012697344
Saved in:
8
Better than pre-committed optimal
mean
-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
Saved in:
9
Optimal pricing in on-demand-service-platform-operations with hired agents and risk-sensitive customers in the blockchain era
Choi, Tsan-Ming
;
Guo, Shu
;
Liu, Na
;
Shi, Xiutian
- In:
European journal of operational research : EJOR
284
(
2020
)
3
,
pp. 1031-1042
Persistent link: https://www.econbiz.de/10012238935
Saved in:
10
Better than optimal
mean
-variance portfolio policy in multi-period asset-liability management problem
Cui, Xiangyu
;
Li, Xun
;
Yang, Lanzhi
- In:
Operations research letters
48
(
2020
)
6
,
pp. 693-696
Persistent link: https://www.econbiz.de/10012430065
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