Narrow search
Showing 1 - 10 of 631
Cover Image
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
Cover Image
Valid inequalities for the single-item capacitated lot sizing problem with step-wise costs
Akbalik, Ayse; Pochet, Yves - In: European journal of operational research : EJOR 198 (2009) 2, pp. 412-434
Persistent link: https://www.econbiz.de/10003852136
Cover Image
Measuring productivity growth under factor non-substitution : an application to US steam-electric power generation utilities
Genius, Margarita; Stefanou, Spiro E.; Tzouvelekas, … - In: European journal of operational research : EJOR 220 (2012) 3, pp. 844-852
Persistent link: https://www.econbiz.de/10009551327
Cover Image
The intermediate approach to sustainability enhancement and scale-related measures in environmental assessment
Sueyoshi, Toshiyuki; Goto, Mika - In: European journal of operational research : EJOR 276 (2019) 2, pp. 744-756
Persistent link: https://www.econbiz.de/10012003653
Cover Image
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida; Tütüncü, Reha H.; Vicente, … - In: European journal of operational research : EJOR 187 (2008) 2, pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
Cover Image
Third-order extensions of Lo's semiparametric bound for European call options
Zuluaga, Luis F.; Peña, Javier; Du, Donglei - In: European journal of operational research : EJOR 198 (2009) 2, pp. 557-570
Persistent link: https://www.econbiz.de/10003852612
Cover Image
The pricing and optimal strategies of callable warrants
Yagi, Kyoko; Sawaki, Katsushige - In: European journal of operational research : EJOR 206 (2010) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10003968462
Cover Image
A simple model of deferred callability in defaultable debt
Mjøs, Aksel; Persson, Svein-Arne - In: European journal of operational research : EJOR 207 (2010) 3, pp. 1350-1357
Persistent link: https://www.econbiz.de/10008702254
Cover Image
Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F. - In: European journal of operational research : EJOR 222 (2012) 2, pp. 369-376
Persistent link: https://www.econbiz.de/10009570402
Cover Image
Multistage optimization of option portfolio using higher order coherent risk measures
Matmoura, Yassine; Penev, Spiridon - In: European journal of operational research : EJOR 227 (2013) 1, pp. 190-198
Persistent link: https://www.econbiz.de/10009723389