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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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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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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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When in a drug epidemic should the policy objective switch from use reduction to harm reduction?
Caulkins, Jonathan P.; Feichtinger, Gustav; Tragler, Gernot - In: European journal of operational research : EJOR 201 (2010) 1, pp. 308-318
Persistent link: https://www.econbiz.de/10003975640
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A mixed integer programming model for long term capacity expansion planning : a case study from The Hunter Valley Coal Chain
Singh, Gaurav; Sier, David; Ernst, Andreas T.; … - In: European journal of operational research : EJOR 220 (2012) 1, pp. 210-224
Persistent link: https://www.econbiz.de/10009531541
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Economic implications of poor access to antenatal care in rural and remote Western Australian Aboriginal communities : an individual sampling model of pregnancy
Cannon, Jeffrey W.; Mueller, Ute A.; Hornbuckle, Janet; … - In: European journal of operational research : EJOR 226 (2013) 2, pp. 313-324
Persistent link: https://www.econbiz.de/10009718912
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Evaluating an alternative draft pick allocation policy to reduce "tanking" in the Australian Football League
Lenten, Liam J. A.; Smith, Aaron; Boys, Noel - In: European journal of operational research : EJOR 267 (2018) 1, pp. 315-320
Persistent link: https://www.econbiz.de/10011812441
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Station choice for Australian commuter rail lines : equilibrium and optimal fare design
Wang, Shuaian; Qu, Xiaobo - In: European journal of operational research : EJOR 258 (2017) 1, pp. 144-154
Persistent link: https://www.econbiz.de/10011641496