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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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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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Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza; Baumann, Friedrich; Fabozzi, Frank J. - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
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Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
Bellini, Fabio; Laeven, Roger J. A.; Rosazza Gianin, … - In: European journal of operational research : EJOR 291 (2021) 2, pp. 438-446
Persistent link: https://www.econbiz.de/10012495322
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Structural recovery of face value at default
Guha, Rajiv; Sbuelz, Alessandro; Tarelli, Andrea - In: European journal of operational research : EJOR 283 (2020) 3, pp. 1148-1171
Persistent link: https://www.econbiz.de/10012171774
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Should you stop investing in a sinking fund when it is sinking?
Mingers, John; Parker, Kim T. - In: European journal of operational research : EJOR 207 (2010) 1, pp. 508-513
Persistent link: https://www.econbiz.de/10003997292
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Efficient risk simulations for linear asset portfolios in the t-copula model
Sak, Halis; Hörmann, Wolfgang; Leydold, Josef - In: European journal of operational research : EJOR 202 (2010) 3, pp. 802-809
Persistent link: https://www.econbiz.de/10003981022
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Horses for courses : mean-variance for asset allocation and 1/N for stock selection
Platanakis, Emmanouil; Sutcliffe, Charles M. S.; Ye, Xiaoxia - In: European journal of operational research : EJOR 288 (2021) 1, pp. 302-317
Persistent link: https://www.econbiz.de/10012496562
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Household lifetime strategies under a self-contagious market
Liu, Guo; Zhuo, Jin; Li, Shuanming - In: European journal of operational research : EJOR 288 (2021) 3, pp. 935-952
Persistent link: https://www.econbiz.de/10012387421
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Black-Litterman model for continuous distributions
Palczewski, Andrzej; Palczewski, Jan - In: European journal of operational research : EJOR 273 (2019) 2, pp. 708-720
Persistent link: https://www.econbiz.de/10011987580