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Investing across periods with Mahalanobis distances
Sénéchal, Edouard; Singer, Brian - In: The journal of investment strategies 6 (2017) 2, pp. 41-62
Persistent link: https://www.econbiz.de/10011668129
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An uncertainty quantification framework for the achievability of backtesting results of trading strategies
Chan, Raymond H.; Ma, Alfred Ka Chun; Yeung, Lanston … - In: The journal of investment strategies 6 (2017) 4, pp. 21-46
Persistent link: https://www.econbiz.de/10011771278
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Factor-based tactical bond allocation and interest rate risk management
Thomann, Andreas - In: The journal of investment strategies 8 (2019) 3, pp. 49-79
Persistent link: https://www.econbiz.de/10012426012
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Creating factor clusters in the alternative Undertakings for Collective Investment in Transferable Securities (UCITS) universe
Trecourt, Pierre; Peres, Florian; Singh, Sameer - In: The journal of investment strategies 11 (2022) 2, pp. 11-46
Persistent link: https://www.econbiz.de/10013462909
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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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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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Uncertain risk parity
Shah, Anish R. - In: The journal of investment strategies 10 (2021) 1, pp. 29-41
Persistent link: https://www.econbiz.de/10012805357