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~isPartOf:"European journal of operational research : EJOR"
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European journal of operational research : EJOR
Journal of banking & finance
1,357
NBER working paper series
1,048
Finance research letters
996
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867
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556
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471
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444
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435
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The review of financial studies
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International review of economics & finance : IREF
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The journal of finance : the journal of the American Finance Association
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Research paper series / Swiss Finance Institute
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Quantitative finance
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CESifo working papers
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381
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380
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376
Journal of risk management in financial institutions
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349
Energy economics
348
The North American journal of economics and finance : a journal of financial economics studies
337
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
1
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1
Market risk management in a post-Basel II regulatory environment
Drenovak, Mikica
;
Ranković, Vladimir
;
Ivanković, Miloš
; …
- In:
European journal of operational research : EJOR
257
(
2017
)
3
,
pp. 1030-1044
Persistent link: https://www.econbiz.de/10011641392
Saved in:
2
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Saved in:
3
Restricted risk measures and robust optimization
Lagos, Guido
;
Espinoza, Daniel
;
Moreno, Eduardo
; …
- In:
European journal of operational research : EJOR
241
(
2015
)
3
,
pp. 771-782
Persistent link: https://www.econbiz.de/10010487547
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4
An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
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5
Portfolio optimization with entropic value-at-risk
Ahmadi-Javid, Amir
;
Fallah-Tafti, Malihe
- In:
European journal of operational research : EJOR
279
(
2019
)
1
,
pp. 225-241
Persistent link: https://www.econbiz.de/10012102740
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6
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
7
A risk management system for sustainable fleet replacement
Ansaripoor, Amir H.
;
Oliveira, Fernando S.
;
Liret, Anne
- In:
European journal of operational research : EJOR
237
(
2014
)
2
,
pp. 701-712
Persistent link: https://www.econbiz.de/10010379953
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8
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.
;
Liao, Haitao
;
Sullivan, Kelly M.
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
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9
Stochastic dominance and risk measure : a decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
207
(
2010
)
2
,
pp. 927-935
Persistent link: https://www.econbiz.de/10008652647
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10
Time consistency and risk averse dynamic decision models : definition, interpretation and practical consequences
Rudloff, Birgit
;
Street, Alexandre
;
Valladão, Davi M.
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 743-750
Persistent link: https://www.econbiz.de/10010360424
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