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1
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances
Lotfi, Somayyeh
;
Zenios, Stauros Andrea
- In:
European journal of operational research : EJOR
269
(
2018
)
2
,
pp. 556-576
Persistent link: https://www.econbiz.de/10011864407
Saved in:
2
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
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3
Numerical calculation of an asymmetric supply function equilibrium with capacity constraints
Holmberg, Pär
- In:
European journal of operational research : EJOR
199
(
2009
)
1
,
pp. 285-295
Persistent link: https://www.econbiz.de/10003864876
Saved in:
4
Feature Cluster: The Past and Present of Optimization. EURO XXIV, 11 - 14 July 2010, Lisbon
Martello, Silvano
(
contributor
)
- In:
European journal of operational research : EJOR
219
(
2012
)
3
,
pp. 638-750
Persistent link: https://www.econbiz.de/10009526632
Saved in:
5
Integration, productivity and technological spillovers : evidence for
eurozone
banking industries
Casu, Barbara
;
Ferrari, Alessandra
;
Girardone, Claudia
; …
- In:
European journal of operational research : EJOR
255
(
2016
)
3
,
pp. 971-983
Persistent link: https://www.econbiz.de/10011556544
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6
Rolfe Cartwright Tomlinson, Former President of EURO 1 September 1925 - 10 October 2015
Dyson, Robert G.
;
Mitchell, George
- In:
European journal of operational research : EJOR
251
(
2016
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10011446145
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7
Ailsa H. Land : EURO Gold Medallist : 1927-2021
Shier, Douglas
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10012820127
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8
Does risk aversion affect bank output loss? : the case of the
Eurozone
Tsionas, Efthymios G.
;
Mamatzakis, Emmanuel C.
;
Ongena, …
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1127-1145
Persistent link: https://www.econbiz.de/10012161877
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9
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida
;
Tütüncü, Reha H.
;
Vicente, …
- In:
European journal of operational research : EJOR
187
(
2008
)
2
,
pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
Saved in:
10
Credit, income, and causality : a contemporary co-integration analysis
Athanasenas, Athanasios L.
- In:
European journal of operational research : EJOR
201
(
2010
)
1
,
pp. 194-205
Persistent link: https://www.econbiz.de/10003975437
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