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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
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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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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
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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
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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
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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
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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
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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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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
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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