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ECONIS (ZBW)
5,077
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1
A repo model of fire sales with VWAP and LOB pricing mechanisms
Bichuch, Maxim
;
Feinstein, Zachary
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 353-367
Persistent link: https://www.econbiz.de/10012820174
Saved in:
2
A jump model for fads in asset prices under asymmetric information
Buckley, Winston
;
Long, Hongwei
;
Perera, Sandun
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 200-208
Persistent link: https://www.econbiz.de/10010361742
Saved in:
3
Long horizon predictability : an asset allocation perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 961-975
Persistent link: https://www.econbiz.de/10012102524
Saved in:
4
From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
Saved in:
5
Strategic fire-sales and price-mediated contagion in the banking system
Braouezec, Yann
;
Wagalath, Lakshithe
- In:
European journal of operational research : EJOR
274
(
2019
)
3
,
pp. 1180-1197
Persistent link: https://www.econbiz.de/10011990311
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6
Nash-profit efficiency : a measure of changes in market structures
Lee, Chia-Yen
- In:
European journal of operational research : EJOR
255
(
2016
)
2
,
pp. 659-663
Persistent link: https://www.econbiz.de/10011532230
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7
Sustainable transmission planning in imperfectly competitive electricity industries : balancing economic and environmental outcomes
Siddiqui, Afzal S.
;
Tanaka, Makoto
;
Chen, Yihsu
- In:
European journal of operational research : EJOR
275
(
2019
)
1
,
pp. 208-223
Persistent link: https://www.econbiz.de/10011993251
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8
Credit contagion in a network of firms spatial interaction
Barro, Diana
;
Basso, Antonella
- In:
European journal of operational research : EJOR
205
(
2010
)
2
,
pp. 459-468
Persistent link: https://www.econbiz.de/10003961321
Saved in:
9
Mitigating contagion risk by investing in the safety of rivals
Azimian, Alireza
;
Kilgour, D. Marc
;
Noori, Hamid
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 935-945
Persistent link: https://www.econbiz.de/10011521895
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10
Capital regulation under price impacts and dynamic financial contagion
Feinstein, Zachary
- In:
European journal of operational research : EJOR
281
(
2020
)
2
,
pp. 449-463
Persistent link: https://www.econbiz.de/10012153704
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