Narrow search
Showing 1 - 8 of 8
Cover Image
Robust portfolio optimization with copulas
Kakouris, Iakovos; Rustem, Berç - In: European journal of operational research : EJOR 235 (2014) 1, pp. 28-37
Persistent link: https://www.econbiz.de/10010361414
Cover Image
Optimal product bundling with dependent valuations : the price of independence
Banciu, Mihai; Ødegaard, F. - In: European journal of operational research : EJOR 255 (2016) 2, pp. 481-495
Persistent link: https://www.econbiz.de/10011532138
Cover Image
Bounds for probabilistic programming with application to a blend planning problem
Peng, Shen; Maggioni, Francesca; Lisser, Abdel - In: European journal of operational research : EJOR 297 (2022) 3, pp. 964-976
Persistent link: https://www.econbiz.de/10013261798
Cover Image
A comparison of tail dependence estimators
Supper, Hendrik; Irresberger, Felix; Weiß, Gregor - In: European journal of operational research : EJOR 284 (2020) 2, pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
Cover Image
Risk- and value-based management for non-life insurers under solvency constraints
Eckert, Johanna; Gatzert, Nadine - In: European journal of operational research : EJOR 266 (2018) 2, pp. 761-774
Persistent link: https://www.econbiz.de/10011811930
Cover Image
A value-at-risk approach to optimisation of warranty policy
Luo, Ming; Wu, Shaomin - In: European journal of operational research : EJOR 267 (2018) 2, pp. 513-522
Persistent link: https://www.econbiz.de/10011812510
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 theory of multivariate stress testing
Millossovich, Pietro; Tsanakas, Andreas; Wang, Ruodu - In: European journal of operational research : EJOR 318 (2024) 3, pp. 851-866
Persistent link: https://www.econbiz.de/10015048176