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Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da; Pesenti, Silvana M.; … - In: European journal of operational research : EJOR 311 (2023) 3, pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
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Portfolio selection : a target-distribution approach
Lassance, Nathan; Vrins, Frédéric - In: European journal of operational research : EJOR 310 (2023) 1, pp. 302-314
Persistent link: https://www.econbiz.de/10014340178
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An analysis of dollar cost averaging and market timing investment strategies
Kirkby, J. Lars; Mitra, Sovan; Nguyen, Duy - In: European journal of operational research : EJOR 286 (2020) 3, pp. 1168-1186
Persistent link: https://www.econbiz.de/10012291635
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Integrating risk into estimations of project activities' time and cost : a stratified approach
Asadabadi, Mehdi Rajabi; Zwikael, Ofer - In: European journal of operational research : EJOR 291 (2021) 2, pp. 482-490
Persistent link: https://www.econbiz.de/10012495335
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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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A risk management system for sustainable fleet replacement
Ansaripoor, Amir H.; Oliveira, Fernando S.; Liret, Anne - In: European journal of operational research : EJOR 237 (2014) 2, pp. 701-712
Persistent link: https://www.econbiz.de/10010379953
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A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen - In: European journal of operational research : EJOR 250 (2016) 3, pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
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The center of a convex set and capital allocation
Grechuk, Bogdan - In: European journal of operational research : EJOR 243 (2015) 2, pp. 628-636
Persistent link: https://www.econbiz.de/10010510003
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A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
Cheng, Yan; Wang, Xuancheng - In: European journal of operational research : EJOR 240 (2015) 3, pp. 861-871
Persistent link: https://www.econbiz.de/10010486931
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Restricted risk measures and robust optimization
Lagos, Guido; Espinoza, Daniel; Moreno, Eduardo; … - In: European journal of operational research : EJOR 241 (2015) 3, pp. 771-782
Persistent link: https://www.econbiz.de/10010487547