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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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The risk premium that never was : a fair value explanation of the volatility spread
McGee, Richard J.; McGroarty, Frank - In: European journal of operational research : EJOR 262 (2017) 1, pp. 370-380
Persistent link: https://www.econbiz.de/10011785787
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Kriging of financial term-structures
Cousin, Areski; Maatouk, Hassan; Rullière, Didier - In: European journal of operational research : EJOR 255 (2016) 2, pp. 631-648
Persistent link: https://www.econbiz.de/10011532216
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Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
Qin, Zhongfeng - In: European journal of operational research : EJOR 245 (2015) 2, pp. 480-488
Persistent link: https://www.econbiz.de/10011308984
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Seasonality and idiosyncratic risk in mutual fund performance
Vidal-García, Javier; Vidal, Marta - In: European journal of operational research : EJOR 233 (2014) 3, pp. 613-624
Persistent link: https://www.econbiz.de/10010228218
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Multiple financial analyst opinions aggregation based on uncertainty-aware quality evaluation
Jiang, Shuai; Zhou, Wenjun; Guo, Yanhong; Xiong, Hui - In: European journal of operational research : EJOR 320 (2025) 3, pp. 720-738
Persistent link: https://www.econbiz.de/10015085369
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Analysis of the impact of price-sensitivity factors on the returns policy in coordinating supply chain
Yao, Z.; Leung, Stephen C. H.; Lai, K. K. - In: European journal of operational research : EJOR 187 (2008) 1, pp. 275-282
Persistent link: https://www.econbiz.de/10003769192
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Approximating term structure of interest rates using cubic L 1 splines
Chiu, Nan-chieh; Fang, Shu-Cherng; Lavery, John E.; … - In: European journal of operational research : EJOR 184 (2008) 3, pp. 990-1004
Persistent link: https://www.econbiz.de/10003768640
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An incentive-compatible solution for trade credit term incorporating default risk
Shi, Xiaojun; Zhang, Shunming - In: European journal of operational research : EJOR 206 (2010) 1, pp. 178-196
Persistent link: https://www.econbiz.de/10003968498
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Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl; Fanelli, Viviana; Musti, Silvana - In: European journal of operational research : EJOR 208 (2011) 2, pp. 95-108
Persistent link: https://www.econbiz.de/10008779603