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Liquidity and interest rates
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4,963
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1
The effects of asset
liquidity
on dynamic sell-out and bankruptcy decisions
Nishihara, Michi
;
Shibata, Takashi
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 1017-1035
Persistent link: https://www.econbiz.de/10012387452
Saved in:
2
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
3
Decision model and analysis for investment interest expense deduction and allocation
Lee, Zu-hsu
;
Deng, Shiming
;
Lin, Beixin
;
Yang, James G. S.
- In:
European journal of operational research : EJOR
200
(
2009/10
)
1
,
pp. 268-280
Persistent link: https://www.econbiz.de/10003895174
Saved in:
4
Using the Black-Derman-Toy interest rate model for portfolio optimization
Weissensteiner, Alex
- In:
European journal of operational research : EJOR
202
(
2010
)
1
,
pp. 175-181
Persistent link: https://www.econbiz.de/10003960067
Saved in:
5
Hysteresis effects under CIR interest rates
Dias, José Carlos
;
Shackleton, Mark B.
- In:
European journal of operational research : EJOR
211
(
2011
)
3
,
pp. 594-600
Persistent link: https://www.econbiz.de/10008933368
Saved in:
6
Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates
Gauthier, Geneviève
;
Simonato, Jean-Guy
- In:
European journal of operational research : EJOR
219
(
2012
)
2
,
pp. 442-451
Persistent link: https://www.econbiz.de/10009514314
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7
Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
Owadally, Iqbal
;
Jang, Chul
;
Clare, Andrew D.
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1132-1146
Persistent link: https://www.econbiz.de/10012622446
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8
A cyclical square-root model for the term structure of interest rates
Moreno, Manuel
;
Platania, Federico
- In:
European journal of operational research : EJOR
241
(
2015
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10010486893
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9
On bankruptcy information systems
O'Leary, Daniel E.
- In:
European journal of operational research : EJOR
56
(
1992
)
1
,
pp. 67-79
Persistent link: https://www.econbiz.de/10001124100
Saved in:
10
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
Allen, David E.
;
Powell, R. J.
;
Singh, Abhay Kumar
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 465-475
Persistent link: https://www.econbiz.de/10011436713
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