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~isPartOf:"European journal of operational research : EJOR"
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ECONIS (ZBW)
5,081
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1
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
Saved in:
2
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
Saved in:
3
An analytic derivation of admissible efficient frontier with borrowing
Zhang, Wei-guo
;
Wang, Ying-luo
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 229-243
Persistent link: https://www.econbiz.de/10003768188
Saved in:
4
Robust portfolio optimization with
derivative
insurance guarantees
Zymler, Steve
;
Rustem, Berç
;
Kuhn, Daniel
- In:
European journal of operational research : EJOR
210
(
2011
)
2
,
pp. 410-424
Persistent link: https://www.econbiz.de/10008841180
Saved in:
5
A note on deriving decision rules to locate export containers in container yards
Zhang, Canrong
;
Chen, Weiwei
;
Shi, Leyuan
;
Zheng, Li
- In:
European journal of operational research : EJOR
205
(
2010
)
2
,
pp. 483-485
Persistent link: https://www.econbiz.de/10003961343
Saved in:
6
"A note on the economic lot size of the integrated vendor-buyer inventory system derived without derivates" : a comment
Chung, Kun-jen
- In:
European journal of operational research : EJOR
198
(
2009
)
3
,
pp. 979-982
Persistent link: https://www.econbiz.de/10003857982
Saved in:
7
Affine model of inflation-indexed derivatives and inflation risk premium
Ho, Hsiao-wei
;
Huang, Henry H.
;
Yildirim, Yildiray
- In:
European journal of operational research : EJOR
235
(
2014
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10010361364
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8
Portfolio optimization in a regime-switching market with derivatives
Fu, Jun
;
Wei, Jiaqin
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
233
(
2014
)
1
,
pp. 184-192
Persistent link: https://www.econbiz.de/10010225264
Saved in:
9
Optimal hedging when the underlying asset follows a regime-switching Markov process
François, Pascal
;
Gauthier, Geneviève
;
Godin, Frédéric
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10010378599
Saved in:
10
Assessing the impact of derived behavior information on customer attrition in the financial service industry
Tang, Leilei
;
Thomas, Lyn C.
;
Fletcher, Mary
;
Pan, Jiazhu
; …
- In:
European journal of operational research : EJOR
236
(
2014
)
2
,
pp. 624-633
Persistent link: https://www.econbiz.de/10010366718
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