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~isPartOf:"European journal of operational research : EJOR"
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European journal of operational research : EJOR
Working paper / National Bureau of Economic Research, Inc.
11,736
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3,980
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2,407
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2,077
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1,857
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1,794
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1,599
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1,594
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1,537
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1,463
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1,409
Working paper
1,343
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1,297
The journal of futures markets
1,243
Energy economics
1,127
Economics letters
1,113
Journal of financial economics
1,045
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937
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936
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914
CESifo working papers
911
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897
Journal of financial and quantitative analysis : JFQA
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874
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Finance research letters
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704
Journal of political economy
693
International review of financial analysis
684
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
679
International review of economics & finance : IREF
659
Applied financial economics
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The journal of law & economics
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Economic modelling
640
The quarterly journal of economics
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ECONIS (ZBW)
644
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1
A pseudo-Bayesian model in financial decision making with implications to market
volatility
, under- and overreaction
Lam, Kin
;
Liu, Taisheng
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
Saved in:
2
Risk management of renewable power producers from co-dependencies in cash flows
Bhattacharya, Saptarshi
;
Gupta, Aparna
;
Kar, Koushik
; …
- In:
European journal of operational research : EJOR
283
(
2020
)
3
,
pp. 1081-1093
Persistent link: https://www.econbiz.de/10012171766
Saved in:
3
On valuing and
hedging
European options when
volatility
is estimated directly
Popovic, Ray
;
Goldsman, David Morris
- In:
European journal of operational research : EJOR
218
(
2012
)
1
,
pp. 124-131
Persistent link: https://www.econbiz.de/10009501057
Saved in:
4
Sudden changes in variance and time varying hedge ratios
Aragó Manzana, Vicent
;
Salvador, Enrique
- In:
European journal of operational research : EJOR
215
(
2011
)
2
,
pp. 393-403
Persistent link: https://www.econbiz.de/10009302770
Saved in:
5
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
6
VIX derivatives,
hedging
and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
7
Dynamic allocations for currency futures under switching regimes signals
Reus, Lorenzo
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
253
(
2016
)
1
,
pp. 85-93
Persistent link: https://www.econbiz.de/10011477369
Saved in:
8
A forward convex-simplex method
Stanley, Jonathan D.
- In:
European journal of operational research : EJOR
29
(
1987
)
3
,
pp. 328-335
Persistent link: https://www.econbiz.de/10003685567
Saved in:
9
Integrated operational and financial
hedging
with capacity reshoring
Zhao, Lima
;
Huchzermeier, Arnd
- In:
European journal of operational research : EJOR
260
(
2017
)
2
,
pp. 557-570
Persistent link: https://www.econbiz.de/10011698768
Saved in:
10
An explicitly solvable Heston model with stochastic interest rate
Recchioni, M. C.
;
Sun, Y.
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 359-377
Persistent link: https://www.econbiz.de/10011435870
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