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Model risk in the over-the-counter market
Lazar, Emese; Qi, Shuyuan - In: European journal of operational research : EJOR 298 (2022) 2, pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
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Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness
Chen, Chang-Chih; Chang, Chia-Chien; Sun, Edward W.; … - In: European journal of operational research : EJOR 300 (2022) 2, pp. 727-742
Persistent link: https://www.econbiz.de/10013207301
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Revisiting momentum profits in emerging markets
Butt, Hilal Anwar; Kolari, James W.; Sadaqat, Mohsin - In: Pacific-Basin finance journal 65 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013209669
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Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng; Weng, Chengguo; Zhang, Jinggong - In: European journal of operational research : EJOR 297 (2022) 1, pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
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Risk sharing with multiple indemnity environments
Asimit, Alexandru V.; Boonen, Tim J.; Chi, Yichun; … - In: European journal of operational research : EJOR 295 (2021) 2, pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
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Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
Wang, Wei; Xu, Huifu; Ma, Tiejun - In: European journal of operational research : EJOR 306 (2023) 1, pp. 322-347
Persistent link: https://www.econbiz.de/10014278005
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Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol; Deng, Jun; Zou, Bin - In: European journal of operational research : EJOR 306 (2023) 1, pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
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Reducing transaction costs for interest rate risk hedging with stochastic programming
Blomvall, Jörgen; Hagenbjörk, Johan - In: European journal of operational research : EJOR 302 (2022) 3, pp. 1282-1293
Persistent link: https://www.econbiz.de/10013363855
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Robust international portfolio optimization with worst‐case mean‐CVaR
Luan, Fei; Zhang, Weiguo; Liu, Yongjun - In: European journal of operational research : EJOR 303 (2022) 2, pp. 877-890
Persistent link: https://www.econbiz.de/10013364039
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Saving for the future : evaluating the sustainability and design of Pension Reserve Funds
Castañeda, Pablo; Castro, Rubén; Fajnzylber, Eduardo; … - In: Pacific-Basin finance journal 68 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10013332733