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The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.; Stoja, Evarist; Tan, Linzhi - In: European journal of operational research : EJOR 259 (2017) 3, pp. 1085-1096
Persistent link: https://www.econbiz.de/10011695536
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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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Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe; Tang, Zhaofeng; Yang, Yang - In: European journal of operational research : EJOR 276 (2019) 2, pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
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Bivariate preventive maintenance of systems with lifetimes dependent on a random shock process
Cha, Ji Hwan; Finkelstein, Maxim; Levitin, Gregory - In: European journal of operational research : EJOR 266 (2018) 1, pp. 122-134
Persistent link: https://www.econbiz.de/10011811616
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Heterogeneous standby systems with shocks-driven preventive replacements
Levitin, Gregory; Finkelstein, Maxim; Dai, Yuanshun - In: European journal of operational research : EJOR 266 (2018) 3, pp. 1189-1197
Persistent link: https://www.econbiz.de/10011812254
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New shock models based on the generalized Polya process
Cha, Ji Hwan; Finkelstein, Maxim - In: European journal of operational research : EJOR 251 (2016) 1, pp. 135-141
Persistent link: https://www.econbiz.de/10011446234
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Modeling age-based maintenance strategies with minimal repairs for systems subject to competing failure modes due to degradation and shocks
Huynh, K. T.; Castro, I. T.; Barros, Afonso de; … - In: European journal of operational research : EJOR 218 (2012) 1, pp. 140-151
Persistent link: https://www.econbiz.de/10009501055
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Burn-in by environmental shocks for two ordered subpopulations
Cha, Ji Hwan; Finkelstein, Maxim - In: European journal of operational research : EJOR 206 (2010) 1, pp. 111-117
Persistent link: https://www.econbiz.de/10003968456
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Insurance risk analysis of financial networks vulnerable to a shock
Tang, Qihe; Tong, Zhiwei; Xun, Li - In: European journal of operational research : EJOR 301 (2022) 2, pp. 756-771
Persistent link: https://www.econbiz.de/10013207676
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DEA models incorporating uncertain future performance
Chang, Tsung-Sheng; Tone, Kaoru; Wu, Chen-Hui - In: European journal of operational research : EJOR 254 (2016) 2, pp. 532-549
Persistent link: https://www.econbiz.de/10011508965