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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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Pruning pareto optimal solutions for multi-objective portfolio asset management
Petchrompo, Sanyapong; Wannakrairot, Anupong; Parlikad, … - In: European journal of operational research : EJOR 297 (2022) 1, pp. 203-220
Persistent link: https://www.econbiz.de/10013259256
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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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Export diversification through resource-based industrialization : the case of natural gas
Massol, Olivier; Banal-Estañol, Albert - In: European journal of operational research : EJOR 237 (2014) 3, pp. 1067-1082
Persistent link: https://www.econbiz.de/10010384625
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Optimal switching decisions under stochastic volatility with fast mean reversion
Tsekrekos, Andrianos E.; Yannacopoulos, Athanasios N. - In: European journal of operational research : EJOR 251 (2016) 1, pp. 148-157
Persistent link: https://www.econbiz.de/10011446242
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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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Model risk in the over-the-counter market
Lazar, Emese; Qi, Shuyuan - In: European journal of operational research : EJOR 298 (2022) 2, pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
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Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian; Pflug, Georg; Polak, John W. - In: European journal of operational research : EJOR 285 (2020) 1, pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
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Volatility Index
Kaeck, Andreas; Seeger, Norman - In: European journal of operational research : EJOR 283 (2020) 2, pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
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The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.; Stoja, Evarist; Tan, Linzhi - In: European journal of operational research : EJOR 259 (2017) 3, pp. 1085-1096
Persistent link: https://www.econbiz.de/10011695536