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A tractable interest rate model with explicit monetary policy rates
Renne, Jean-Paul - In: European journal of operational research : EJOR 251 (2016) 3, pp. 873-887
Persistent link: https://www.econbiz.de/10011449003
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Decision model and analysis for investment interest expense deduction and allocation
Lee, Zu-hsu; Deng, Shiming; Lin, Beixin; Yang, James G. S. - In: European journal of operational research : EJOR 200 (2009/10) 1, pp. 268-280
Persistent link: https://www.econbiz.de/10003895174
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Using the Black-Derman-Toy interest rate model for portfolio optimization
Weissensteiner, Alex - In: European journal of operational research : EJOR 202 (2010) 1, pp. 175-181
Persistent link: https://www.econbiz.de/10003960067
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Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang; Li, Zhongfei; Li, Duan - In: European journal of operational research : EJOR 252 (2016) 3, pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
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Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates
Gauthier, Geneviève; Simonato, Jean-Guy - In: European journal of operational research : EJOR 219 (2012) 2, pp. 442-451
Persistent link: https://www.econbiz.de/10009514314
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Hysteresis effects under CIR interest rates
Dias, José Carlos; Shackleton, Mark B. - In: European journal of operational research : EJOR 211 (2011) 3, pp. 594-600
Persistent link: https://www.econbiz.de/10008933368
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Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
Owadally, Iqbal; Jang, Chul; Clare, Andrew D. - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1132-1146
Persistent link: https://www.econbiz.de/10012622446
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A cyclical square-root model for the term structure of interest rates
Moreno, Manuel; Platania, Federico - In: European journal of operational research : EJOR 241 (2015) 1, pp. 109-121
Persistent link: https://www.econbiz.de/10010486893
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Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo - In: European journal of operational research : EJOR 201 (2010) 1, pp. 211-221
Persistent link: https://www.econbiz.de/10003975468
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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