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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
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Hedging Conditional Value at Risk with options
Capiński, Maciej - In: European journal of operational research : EJOR 242 (2015) 2, pp. 688-691
Persistent link: https://www.econbiz.de/10010491633
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Assessing financial model risk
Barrieu, Pauline; Scandolo, Giacomo - In: European journal of operational research : EJOR 242 (2015) 2, pp. 546-556
Persistent link: https://www.econbiz.de/10010491649
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An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
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Risk shaping in production planning problem with pricing under random yield
Eskandarzadeh, Saman; Eshghi, Kourosh; Bahramgiri, Mohsen - In: European journal of operational research : EJOR 253 (2016) 1, pp. 108-120
Persistent link: https://www.econbiz.de/10011477376