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Investment in high-frequency trading technology : a real options approach
Delaney, Laura - In: European journal of operational research : EJOR 270 (2018) 1, pp. 375-385
Persistent link: https://www.econbiz.de/10011869029
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New evidence on market response to public announcements in the presence of microstructure noise
Bian, Siyu; Serra, Teresa; García, Philip; Irwin, Scott H. - In: European journal of operational research : EJOR 298 (2022) 2, pp. 785-800
Persistent link: https://www.econbiz.de/10013206899
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Algorithmic trading for online portfolio selection under limited market liquidity
Ha, Youngmin; Zhang, Hai - In: European journal of operational research : EJOR 286 (2020) 3, pp. 1033-1051
Persistent link: https://www.econbiz.de/10012291611
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Strategic trading with information acquisition and long-memory stochastic liquidity
Han, Jinhui; Li, Xiaolong; Ma, Guiyuan; Kennedy, Adrian … - In: European journal of operational research : EJOR 308 (2023) 1, pp. 480-495
Persistent link: https://www.econbiz.de/10014283068
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Safety stocks and the order quantity that leads to the minimal stock
Veen, B. van der - In: European journal of operational research : EJOR 27 (1986) 1, pp. 34-49
Persistent link: https://www.econbiz.de/10003698931
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Value of information in portfolio selection, with a Taiwan stock market application illustration
Kao, Chiang; Steuer, Ralph E. - In: European journal of operational research : EJOR 253 (2016) 2, pp. 418-427
Persistent link: https://www.econbiz.de/10011490342
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Horses for courses : mean-variance for asset allocation and 1/N for stock selection
Platanakis, Emmanouil; Sutcliffe, Charles M. S.; Ye, Xiaoxia - In: European journal of operational research : EJOR 288 (2021) 1, pp. 302-317
Persistent link: https://www.econbiz.de/10012496562
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Short sales in log-robust portfolio management
Kawas, Ban; Thiele, Aurélie - In: European journal of operational research : EJOR 215 (2011) 3, pp. 651-661
Persistent link: https://www.econbiz.de/10009305600
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A linearized value-at-risk model with transaction costs and short selling
Yu, Jing-Rung; Chiou, Wan-jiun Paul; Mu, Da-Ren - In: European journal of operational research : EJOR 247 (2015) 3, pp. 872-878
Persistent link: https://www.econbiz.de/10011386345
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Portfolio optimization with an envelope-based multi-objective evolutionary algorithm
Branke, Jürgen; Scheckenbach, B.; Stein, Michael; Deb, K. - In: European journal of operational research : EJOR 199 (2009) 3, pp. 684-693
Persistent link: https://www.econbiz.de/10003900045