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Optimal retirement benefit guarantees
Panageas, Stauros - 2010
Persistent link: https://www.econbiz.de/10003950872
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Liability investment with downside risk
Ang, Andrew; Chen, Bingxu; Sundaresan, Suresh M. - 2013
Persistent link: https://www.econbiz.de/10009748525
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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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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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Pricing of variance swap rates and investment decisions of variance swaps : evidence from a three-factor model
Hong, Yi; Jin, Xing - In: European journal of operational research : EJOR 303 (2022) 2, pp. 975-985
Persistent link: https://www.econbiz.de/10013364052
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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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Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach
Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - 2011
Persistent link: https://www.econbiz.de/10008839764
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Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 249 (2016) 2, pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
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Modelling credit grade migration in large portfolios using cumulative t-link transition models
Forster, Jonathan J.; Buzzacchi, Matteo; Sudjianto, Agus; … - In: European journal of operational research : EJOR 254 (2016) 3, pp. 977-984
Persistent link: https://www.econbiz.de/10011521936
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Evolutionary behaviors regarding pricing and payment-convenience strategies with uncertain risk
Johari, Maryam; Hosseini-Motlagh, Seyyed-Mahdi - In: European journal of operational research : EJOR 297 (2022) 2, pp. 600-614
Persistent link: https://www.econbiz.de/10013259797