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European journal of operational research : EJOR
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1
Optimal multivariate financial decision making
Bernard, Carole
;
De Gennaro Aquino, Luca
;
Vanduffel, Steven
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 468-483
Persistent link: https://www.econbiz.de/10014293036
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2
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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3
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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4
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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5
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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6
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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7
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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8
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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9
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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10
Global minimum variance portfolio optimisation under some model risk : a robust regression-based approach
Maillet, Bertrand
;
Tokpavi, Sessi
;
Vaucher, Benoit
- In:
European journal of operational research : EJOR
244
(
2015
)
1
,
pp. 289-299
Persistent link: https://www.econbiz.de/10010531938
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