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The value of stop-loss, stop-gain strategies in dynamic asset allocation
Shelton, Austin - In: The journal of asset management 18 (2017) 2, pp. 124-143
Persistent link: https://www.econbiz.de/10011695004
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Managing ambiguity in asset allocation
Kaya, Hakan - In: The journal of asset management 18 (2017) 3, pp. 163-187
Persistent link: https://www.econbiz.de/10011704212
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Loss-averse preferences and portfolio choices : an extension
Eeckhoudt, Louis R.; Fiori, Anna Maria; Rosazza Gianin, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 224-230
Persistent link: https://www.econbiz.de/10011435806
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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
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A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen - In: European journal of operational research : EJOR 250 (2016) 3, pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
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Governance mechanisms and downside risk
Wang, Li-hsun; Lin, Chu-Hsiung; Fung, Hung-gay; Chen, … - In: Pacific-Basin finance journal 35 (2015) 2, pp. 485-498
Persistent link: https://www.econbiz.de/10011540653
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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
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Risk shaping in production planning problem with pricing under random yield
Eskandarzadeh, Saman; Eshghi, Kourosh; Bahramgiri, Mohsen - In: European journal of operational research : EJOR 253 (2016) 1, pp. 108-120
Persistent link: https://www.econbiz.de/10011477376
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Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
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Cardinality-constrained risk parity portfolios
Anis, Hassan T.; Kwon, Roy H. - In: European journal of operational research : EJOR 302 (2022) 1, pp. 392-402
Persistent link: https://www.econbiz.de/10013269764