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A deterministic EOQ model with delays in payments and price-discount offers
Sana, Shib Sankar; Chaudhuri, K. S. - In: European journal of operational research : EJOR 184 (2008) 2, pp. 509-533
Persistent link: https://www.econbiz.de/10003768283
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A banker's use of simulation and artificial intelligence for assessing the economics of electronic money networks
Coats, Pamela K. - In: European journal of operational research : EJOR 41 (1989) 3, pp. 290-301
Persistent link: https://www.econbiz.de/10001083049
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EOQ-based pricing and customer credit decisions under general supplier payments
Li, Ruihai; Yang, Hui-Ling; Shi, Yan; Teng, Jinn-Tsair; … - In: European journal of operational research : EJOR 289 (2021) 2, pp. 652-665
Persistent link: https://www.econbiz.de/10012416813
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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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Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe; Tang, Zhaofeng; Yang, Yang - In: European journal of operational research : EJOR 276 (2019) 2, pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
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Managing interest-rate risk in banking institutions
Booth, G. Geoffrey - In: European journal of operational research : EJOR 41 (1989) 3, pp. 302-313
Persistent link: https://www.econbiz.de/10001083048
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Reducing transaction costs for interest rate risk hedging with stochastic programming
Blomvall, Jörgen; Hagenbjörk, Johan - In: European journal of operational research : EJOR 302 (2022) 3, pp. 1282-1293
Persistent link: https://www.econbiz.de/10013363855
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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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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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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