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Assessing financial model risk
Barrieu, Pauline; Scandolo, Giacomo - In: European journal of operational research : EJOR 242 (2015) 2, pp. 546-556
Persistent link: https://www.econbiz.de/10010491649
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Global minimum variance portfolio optimisation under some model risk : a robust regression-based approach
Maillet, Bertrand; Tokpavi, Sessi; Vaucher, Benoit - In: European journal of operational research : EJOR 244 (2015) 1, pp. 289-299
Persistent link: https://www.econbiz.de/10010531938
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An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
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Model risk in the over-the-counter market
Lazar, Emese; Qi, Shuyuan - In: European journal of operational research : EJOR 298 (2022) 2, pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
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The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors
Staden, Pieter M. van; Dang, Duy Minh; Forsyth, Peter A. - In: European journal of operational research : EJOR 289 (2021) 2, pp. 774-792
Persistent link: https://www.econbiz.de/10012416872
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A robust desirability function method for multi-response surface optimization considering model uncertainty
He, Zhen; Zhu, Peng-fei; Park, Sung-hyun - In: European journal of operational research : EJOR 221 (2012) 1, pp. 241-247
Persistent link: https://www.econbiz.de/10009553073
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An Akaike information criterion for multiple event mixture cure models
Dirick, Lore; Claeskens, Gerda; Baesens, Bart - In: European journal of operational research : EJOR 241 (2015) 2, pp. 449-457
Persistent link: https://www.econbiz.de/10010487981
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Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms : support vector regression forecast combinations
Sermpinis, Georgios; Stasinakis, Charalampos; … - In: European journal of operational research : EJOR 247 (2015) 3, pp. 831-846
Persistent link: https://www.econbiz.de/10011386316
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A method for the updating of stochastic kriging metamodels
Kaminski, Bogumil - In: European journal of operational research : EJOR 247 (2015) 3, pp. 859-866
Persistent link: https://www.econbiz.de/10011386335
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Making inference of British household's happiness efficiency : a Bayesian latent model
Mamatzakis, Emmanuel C.; Tsionas, Efthymios G. - In: European journal of operational research : EJOR 294 (2021) 1, pp. 312-326
Persistent link: https://www.econbiz.de/10012591372