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How should the cost of joint risk capital be allocated for performance measurement?
Homburg, Carsten; Scherpereel, Peter - In: European journal of operational research : EJOR 187 (2008) 1, pp. 208-227
Persistent link: https://www.econbiz.de/10003769183
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Portfolio selection with a new definition of risk
Huang, Xiaoxia - In: European journal of operational research : EJOR 186 (2008) 1, pp. 351-357
Persistent link: https://www.econbiz.de/10003769527
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On expected utility for financial insurance portfolios with stochastic dependencies
Ortega, Eva; Escudero, Laureano F. - In: European journal of operational research : EJOR 200 (2009/10) 1, pp. 181-186
Persistent link: https://www.econbiz.de/10003895121
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Efficient risk simulations for linear asset portfolios in the t-copula model
Sak, Halis; Hörmann, Wolfgang; Leydold, Josef - In: European journal of operational research : EJOR 202 (2010) 3, pp. 802-809
Persistent link: https://www.econbiz.de/10003981022
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An innovative approach for strategic capacity portfolio planning under uncertainties
Wu, Cheng-hung; Chuang, Ya-tang - In: European journal of operational research : EJOR 207 (2010) 2, pp. 1002-1013
Persistent link: https://www.econbiz.de/10008652634
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Stochastic dominance and risk measure : a decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu; Wong, Wing Keung - In: European journal of operational research : EJOR 207 (2010) 2, pp. 927-935
Persistent link: https://www.econbiz.de/10008652647
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Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Huang, Dashan; Zu, Shushang; Fabozzi, Frank J.; … - In: European journal of operational research : EJOR 203 (2010) 1, pp. 185-194
Persistent link: https://www.econbiz.de/10003928195
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Comparing simulation models for market risk stress testing
Basu, Sanjay - In: European journal of operational research : EJOR 213 (2011) 1, pp. 329-339
Persistent link: https://www.econbiz.de/10009159261
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Multivariate forecasting of a commodity portfolio : application to cattle feeding margins and risk
Tonsor, Glynn T.; Schroeder, Ted C. - In: Applied economics 43 (2011) 10/12, pp. 1329-1339
Persistent link: https://www.econbiz.de/10009239426
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The role of sentiment in global risk premia
Keiber, Karl Ludwig; Samyschew, Helene - In: Applied economics 47 (2015) 19/21, pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348