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Algorithmic estimation of risk factors in financial markets with stochastic drift
Hernández, Janko; Saunders, David M.; Seco, Luis - In: Computers & operations research : and their … 39 (2012) 4, pp. 820-828
Persistent link: https://www.econbiz.de/10010217455
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A risk index model for uncertain portfolio selection with background risk
Huang, Xiaoxia; Jiang, Guowei; Gupta, Pankaj; Mehlawat, … - In: Computers & operations research : and their … 132 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012595736
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Risk shaping of optimal electricity portfolios in the stochastic LCOE theory
Lucheroni, Carlo; Mari, Carlo - In: Computers & operations research : and their … 96 (2018), pp. 374-385
Persistent link: https://www.econbiz.de/10011870584
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Two-stage international portfolio models with higher moment risk measures
He, Xiaolei; Zhang, Weiguo - In: Computers & operations research : and their … 154 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014307335
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Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming
Luo, Xuyang; Song, Chunyue - In: Computers & operations research : and their … 153 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014265762
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A novel dynamic credit risk evaluation method using data envelopment analysis with common weights and combination of multi-attribute decision-making methods
Dahooie, Jalil Heidary; Hajiagha, Seyed Hossein Razavi; … - In: Computers & operations research : and their … 129 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012494764
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Integrating data augmentation and hybrid feature selection for small sample credit risk assessment with high dimensionality
Zhang, Xiaoming; Yu, Lean; Yin, Hang; Lai, Kin Keung - In: Computers & operations research : and their … 146 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013348278
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Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization
Kaucic, Massimiliano - In: Computers & operations research : and their … 109 (2019), pp. 300-316
Persistent link: https://www.econbiz.de/10012065063
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Evaluating financial time series models for irregulary speced data: a spectral density approach
Duchesne, Pierre; Pacurar, Maria - In: Computers & operations research : and their … 35 (2008) 1, pp. 130-155
Persistent link: https://www.econbiz.de/10003665878
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A note on Bayesian identification of change points in data sequences
Loschi, R. H.; Cruz, F. R. B.; Takahashi, R. H. C.; … - In: Computers & operations research : and their … 35 (2008) 1, pp. 156-170
Persistent link: https://www.econbiz.de/10003665885