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European journal of operational research : EJOR
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ECONIS (ZBW)
4,977
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1
Extending the Fama and French model with a long term memory factor
López-García, M. N.
;
Trinidad-Segovia, J. E.
; …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 421-426
Persistent link: https://www.econbiz.de/10012495319
Saved in:
2
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
Saved in:
3
A travel-time model for a person-onboard order picking system
Parikh, Pratik J.
;
Meller, Russell D.
- In:
European journal of operational research : EJOR
200
(
2009/10
)
2
,
pp. 385-394
Persistent link: https://www.econbiz.de/10003897066
Saved in:
4
Continuous time mean variance asset allocation : a time-consistent strategy
Wang, Jin
;
Forsyth, Peter A.
- In:
European journal of operational research : EJOR
209
(
2011
)
2
,
pp. 184-201
Persistent link: https://www.econbiz.de/10008798657
Saved in:
5
Reducing work-in-process inventory to certain classes of flexible manufacturing systems
Shanthikumar, J. George
;
Stecke, Kathryn E.
- In:
European journal of operational research : EJOR
26
(
1986
)
2
,
pp. 266-271
Persistent link: https://www.econbiz.de/10003679654
Saved in:
6
A discontinuous mispricing model under asymmetric information
Buckley, Winston S.
;
Long, Hongwei
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 944-955
Persistent link: https://www.econbiz.de/10010513805
Saved in:
7
Does mean-variance portfoliomanagement deserve expected utility's approximative affirmation?
Loistl, Otto
- In:
European journal of operational research : EJOR
247
(
2015
)
2
,
pp. 676-680
Persistent link: https://www.econbiz.de/10011375808
Saved in:
8
Capital asset pricing model (
CAPM
) with drawdown measure
Zabarankin, Michael
;
Pavlikov, Konstantin
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 491-498
Persistent link: https://www.econbiz.de/10010356712
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9
Robust portfolios that do not tilt factor exposure
Kim, Woo Chang
;
Kim, Min Jeong
;
Kim, Jang Ho
;
Fabozzi, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 411-421
Persistent link: https://www.econbiz.de/10010356742
Saved in:
10
The opportunity cost of mean-variance choice under estimation risk
Simaan, Yusif E.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 382-391
Persistent link: https://www.econbiz.de/10010356752
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