Narrow search
Showing 1 - 10 of 125
Cover Image
Innovative menu of contracts for coordinating a supply chain with multiple mean-variance retailers
Chiu, Chun-Hung; Choi, Tsan-Ming; Hao, Gang; Li, Xun - In: European journal of operational research : EJOR 246 (2015) 3, pp. 815-826
Persistent link: https://www.econbiz.de/10011344431
Cover Image
Mean-variannce optimal portfolios in the presence of a benchmark with applications to fraud detection
Bernard, C.; Vanduffel, Steven - In: European journal of operational research : EJOR 234 (2014) 2, pp. 469-480
Persistent link: https://www.econbiz.de/10010356721
Cover Image
Investment strategies and compensation of mean-variance optimizing fund manager
Aivaliotis, Georgios; Palczewski, Jan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 561-570
Persistent link: https://www.econbiz.de/10010358401
Cover Image
Portfolio selection in a two-regime world
Levy, Moshe; Kaplanski, Guy - In: European journal of operational research : EJOR 242 (2015) 2, pp. 514-524
Persistent link: https://www.econbiz.de/10010491664
Cover Image
The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors
Staden, Pieter M. van; Dang, Duy Minh; Forsyth, Peter A. - In: European journal of operational research : EJOR 289 (2021) 2, pp. 774-792
Persistent link: https://www.econbiz.de/10012416872
Cover Image
Horses for courses : mean-variance for asset allocation and 1/N for stock selection
Platanakis, Emmanouil; Sutcliffe, Charles M. S.; Ye, Xiaoxia - In: European journal of operational research : EJOR 288 (2021) 1, pp. 302-317
Persistent link: https://www.econbiz.de/10012496562
Cover Image
Buy now and price later : supply contracts with time-consistent mean-variance financial hedging
Li, Qiang; Niu, Baozhuang; Chu, Lap Keung; Ni, Jian; … - In: European journal of operational research : EJOR 268 (2018) 2, pp. 582-595
Persistent link: https://www.econbiz.de/10011852650
Cover Image
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
Fusai, Gianluca; Germano, Guido; Marazzina, Daniele - In: European journal of operational research : EJOR 251 (2016) 1, pp. 124-134
Persistent link: https://www.econbiz.de/10011446230
Cover Image
Smiles & smirks : volatility and leverage by jumps
Ballotta, Laura; Rayée, Grégory - In: European journal of operational research : EJOR 298 (2022) 3, pp. 1145-1161
Persistent link: https://www.econbiz.de/10013206930
Cover Image
A general control variate method for Lévy models in finance
Shiraya, Kenichiro; Uenishi, Hiroki; Yamazaki, Akira - In: European journal of operational research : EJOR 284 (2020) 3, pp. 1190-1200
Persistent link: https://www.econbiz.de/10012238947