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European journal of operational research : EJOR
SpringerLink / Bücher
949
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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1
Hedge fund systemic risk signals
Savona, Roberto
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 282-291
Persistent link: https://www.econbiz.de/10010361715
Saved in:
2
Hedge fund's dynamic leverage decisions under time-inconsistent preferences
Li, Jiangyuan
;
Liu, Bo
;
Yang, Jinqiang
;
Zou, Zhentao
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 779-791
Persistent link: https://www.econbiz.de/10012238809
Saved in:
3
Feature issue: Financial Modelling
Spronk, Jaap
(
contributor
)
- In:
European journal of operational research : EJOR
114,2 : Feature issue
(
1999
)
Persistent link: https://www.econbiz.de/10004394856
Saved in:
4
Feature cluster mathematical finance and risk assessment
Dohi, Tadashi
(
contributor
)
- In:
European journal of operational research : EJOR
168,2
(
2006
)
Persistent link: https://www.econbiz.de/10004869909
Saved in:
5
How should the cost of joint risk capital be allocated for performance measurement?
Homburg, Carsten
;
Scherpereel, Peter
- In:
European journal of operational research : EJOR
187
(
2008
)
1
,
pp. 208-227
Persistent link: https://www.econbiz.de/10003769183
Saved in:
6
Risk management strategies via minimax portfolio optimization
Polak, George G.
;
Rogers, David F.
;
Sweeney, Dennis J.
- In:
European journal of operational research : EJOR
207
(
2010
)
1
,
pp. 409-419
Persistent link: https://www.econbiz.de/10003997271
Saved in:
7
Pricing and risk management of interest rate swaps
Mitra, Sovan
;
Date, Paresh
;
Mamon, Rogemar
;
Wang, I-chieh
- In:
European journal of operational research : EJOR
228
(
2013
)
1
,
pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
Saved in:
8
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie
;
Zhu, Shushang
;
Li, Donghui
;
Li, Duan
- In:
European journal of operational research : EJOR
228
(
2013
)
3
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
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9
Portfolio insurance : gap rising under conditional multiples
Ameur, H. Ben
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 238-253
Persistent link: https://www.econbiz.de/10010361725
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10
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción
;
Galeano, Pedro
;
Ghosh, Pulak
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
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