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ECONIS (ZBW)
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1
A forward convex-simplex method
Stanley, Jonathan D.
- In:
European journal of operational research : EJOR
29
(
1987
)
3
,
pp. 328-335
Persistent link: https://www.econbiz.de/10003685567
Saved in:
2
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:
3
Hedging
with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
4
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:
5
Managing the exchange of information in product development
Yassine, Ali A.
;
Sreenivas, Ramavarapu S.
;
Zhu, Jian
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 311-326
Persistent link: https://www.econbiz.de/10003768209
Saved in:
6
Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm
Kim, Kyoung-kuk
;
Park, Kun Soo
- In:
European journal of operational research : EJOR
237
(
2014
)
2
,
pp. 634-648
Persistent link: https://www.econbiz.de/10010379976
Saved in:
7
Dynamic allocations for currency futures under switching regimes signals
Reus, Lorenzo
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
253
(
2016
)
1
,
pp. 85-93
Persistent link: https://www.econbiz.de/10011477369
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8
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
Mazzarisi, P.
;
Barucca, P.
;
Lillo, F.
;
Tantari, Daniele
- In:
European journal of operational research : EJOR
281
(
2020
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012153435
Saved in:
9
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:
10
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
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