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A noisy principal component analysis for forward rate curves
Laurini, Márcio Poletti
;
Ohashi, Alberto
- In:
European journal of operational research : EJOR
246
(
2015
)
1
,
pp. 140-153
Persistent link: https://www.econbiz.de/10011341688
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Portfolio insurance : gap rising under conditional multiples
Ameur, H. Ben
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 238-253
Persistent link: https://www.econbiz.de/10010361725
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3
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? : evidence from multiple data sets
Bianchi, Daniele
;
Guidolin, Massimo
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 160-176
Persistent link: https://www.econbiz.de/10010361755
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A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción
;
Galeano, Pedro
;
Ghosh, Pulak
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
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5
Two-stage financial risk tolerance assessment using data envelopment analysis
Cooper, William W.
;
Kingyens, Angela T.
;
Paradi, Joseph C.
- In:
European journal of operational research : EJOR
233
(
2014
)
1
,
pp. 273-280
Persistent link: https://www.econbiz.de/10010225247
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Allocation of risk capital on an internal market
Baule, Rainer
- In:
European journal of operational research : EJOR
234
(
2014
)
1
,
pp. 186-196
Persistent link: https://www.econbiz.de/10010247338
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7
A multistage linear stochastic programming model for optimal corporate debt management
Valladão, Davi M.
;
Veiga, Alvaro
;
Veiga, Geraldo
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 303-311
Persistent link: https://www.econbiz.de/10010378601
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8
No-arbitrage bounds for financial scenarios
Geyer, Alois
;
Hanke, Michael
;
Weissensteiner, Alex
- In:
European journal of operational research : EJOR
236
(
2014
)
2
,
pp. 657-663
Persistent link: https://www.econbiz.de/10010366120
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Better than pre-commitment mean-variance portfolio allocation strategies : a semi-self-financing Hamilton-Jacobi-Bellman equation approach
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 827-841
Persistent link: https://www.econbiz.de/10011445336
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10
Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets
Buckley, Winston
;
Long, Hongwei
;
Marshall, Mario
- In:
European journal of operational research : EJOR
252
(
2016
)
2
,
pp. 676-686
Persistent link: https://www.econbiz.de/10011457778
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