Narrow search
Showing 171 - 180 of 180
Cover Image
Machine learning in bank merger prediction : a text-based approach
Katsafados, Apostolos G.; Leledakis, George N.; … - In: European journal of operational research : EJOR 312 (2024) 2, pp. 783-797
Persistent link: https://www.econbiz.de/10014456329
Cover Image
Across-time risk-aware strategies for outperforming a benchmark
Staden, Pieter M. van; Forsyth, Peter A.; Li, Yuying - In: European journal of operational research : EJOR 313 (2024) 2, pp. 776-800
Persistent link: https://www.econbiz.de/10014456636
Cover Image
Persistence in financial connectedness and systemic risk
Baruník, Jozef; Ellington, Michael - In: European journal of operational research : EJOR 314 (2024) 1, pp. 393-407
Persistent link: https://www.econbiz.de/10014456868
Cover Image
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo; D'Innocenzo, Enzo; Guizzardi, … - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Cover Image
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro; Yamakami, Tomohisa - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Cover Image
Does the default pecking order impact systemic risk? : evidence from Brazilian data
Alexandre, Michel; Silva, Thiago Christiano; Michalak, … - In: European journal of operational research : EJOR 309 (2023) 3, pp. 1379-1391
Persistent link: https://www.econbiz.de/10014435019
Cover Image
Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation
Kirkby, J. Lars - In: European journal of operational research : EJOR 305 (2023) 2, pp. 961-978
Persistent link: https://www.econbiz.de/10013482166
Cover Image
Decentralized payment clearing using blockchain and optimal bidding
Amini, Hamed; Bichuch, Maxim; Feinstein, Zachary - In: European journal of operational research : EJOR 309 (2023) 1, pp. 409-420
Persistent link: https://www.econbiz.de/10014290570
Cover Image
Optimal expansion of business opportunity
Wang, Ling; Chen, Kexin; Chiu, Mei Choi; Wong, Hoi Ying - In: European journal of operational research : EJOR 309 (2023) 1, pp. 432-445
Persistent link: https://www.econbiz.de/10014290583
Cover Image
A review of the operations literature on real options in energy
Nadarajah, Selvaprabu; Secomandi, Nicola - In: European journal of operational research : EJOR 309 (2023) 2, pp. 469-487
Persistent link: https://www.econbiz.de/10014291552