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Enhancing credit default swap valuation with meshfree methods
Guarin, Alexander; Liu, Xiaoquan; Wing Lon Ng - In: European journal of operational research : EJOR 214 (2011) 3, pp. 805-813
Persistent link: https://www.econbiz.de/10009316165
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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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Intensity models and transition probabilities for credit card loan delinquencies
Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 236 (2014) 2, pp. 685-694
Persistent link: https://www.econbiz.de/10010367200
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Loss given default decomposition using mixture distributions of in-default events
Starosta, Wojciech - In: European journal of operational research : EJOR 292 (2021) 3, pp. 1187-1199
Persistent link: https://www.econbiz.de/10012502433
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Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka; Kopam, Milos̆ - In: European journal of operational research : EJOR 234 (2014) 2, pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
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Multi-objective probabilistically constrained programs with variable risk : models for multi-portfolio financial optimization
Lejeune, Miguel A.; Shen, Siqian - In: European journal of operational research : EJOR 252 (2016) 2, pp. 522-539
Persistent link: https://www.econbiz.de/10011457705
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On finite-time ruin probabilities in a generalized dual risk model with dependence
Dimitrova, Dimitrina S.; Kaishev, Vladimir K.; Zhao, Shouqi - In: European journal of operational research : EJOR 242 (2015) 1, pp. 134-148
Persistent link: https://www.econbiz.de/10010488026
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Portfolio diversification based on stochastic dominance under incomplete probability information
Liesiö, Juuso; Xu, Peng; Kuosmanen, Timo - In: European journal of operational research : EJOR 286 (2020) 2, pp. 755-768
Persistent link: https://www.econbiz.de/10012291566
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On exact and approximate stochastic dominance strategies for portfolio selection
Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; … - In: European journal of operational research : EJOR 259 (2017) 1, pp. 322-329
Persistent link: https://www.econbiz.de/10011644989
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Copula based multivariate semi-Markov models with applications in high-frequency finance
D'Amico, Guglielmo; Petroni, Filippo - In: European journal of operational research : EJOR 267 (2018) 2, pp. 765-777
Persistent link: https://www.econbiz.de/10011812746