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Global minimum variance portfolio optimisation under some model risk : a robust regression-based approach
Maillet, Bertrand; Tokpavi, Sessi; Vaucher, Benoit - In: European journal of operational research : EJOR 244 (2015) 1, pp. 289-299
Persistent link: https://www.econbiz.de/10010531938
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Theoretical and empirical estimates of mean-variance portfolop sensitivity
Palczewski, Andrej; Palczewski, Jan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 402-410
Persistent link: https://www.econbiz.de/10010356745
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A bootstrap approach for bandwidth selection in estimating conditional efficiency measures
Bădin, Luiza; Daraio, Cinzia; Simar, Léopold - In: European journal of operational research : EJOR 277 (2019) 2, pp. 784-797
Persistent link: https://www.econbiz.de/10012022136
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The predictive power of the business and bank sentiment of firms : a high-dimensional Granger causality approach
Wilms, Ines; Gelper, Sarah; Croux, Christophe - In: European journal of operational research : EJOR 254 (2016) 1, pp. 138-147
Persistent link: https://www.econbiz.de/10011503231
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Optimal operation of hydrothermal systems with hydrological scenario generation through Bootstrap and Periodic Autoregressive Models
Souza, Reinaldo Castro; Marcato, André Luís Marques; … - In: European journal of operational research : EJOR 222 (2012) 3, pp. 606-615
Persistent link: https://www.econbiz.de/10009575794
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Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it
Mynbayeva, Elmira; Lamb, John D.; Zhao, Yuan - In: European journal of operational research : EJOR 301 (2022) 2, pp. 694-707
Persistent link: https://www.econbiz.de/10013207672
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Two-stage estimation of the impact of contextual variables in stochastic frontier production function models using Data Envelopment Analysis : second stage OLS versus bootstrap app...
Banker, Rajiv D.; Natarajan, Ram; Zhang, Daqun - In: European journal of operational research : EJOR 278 (2019) 2, pp. 368-384
Persistent link: https://www.econbiz.de/10012102539
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Statistical inference for Mt/G/Infinity queueing systems under incomplete observations
Li, Dongmin; Hu, Qingpei; Wang, Lujia; Yu, Dan - In: European journal of operational research : EJOR 279 (2019) 3, pp. 882-901
Persistent link: https://www.econbiz.de/10012102795
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Simulation-based estimation of the real demand in bike-sharing systems in the presence of censoring
Negahban, Ashkan - In: European journal of operational research : EJOR 277 (2019) 1, pp. 317-332
Persistent link: https://www.econbiz.de/10012015035
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Exploring the sources of uncertainty : why does bagging for time series forecasting work?
Petropoulos, Fotios; Hyndman, Rob J.; Bergmeir, Christoph - In: European journal of operational research : EJOR 268 (2018) 2, pp. 545-554
Persistent link: https://www.econbiz.de/10011852628