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Mildly explosive dynamics in U.S. fixed income markets
Contessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo - In: European journal of operational research : EJOR 287 (2020) 2, pp. 712-724
Persistent link: https://www.econbiz.de/10012293943
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Evaluating corporate bonds with complicated liability structures and bond provisions
Wang, Chuan-ju; Dai, Tian-shyr; Lyuu, Yuh-dauh - In: European journal of operational research : EJOR 237 (2014) 2, pp. 749-757
Persistent link: https://www.econbiz.de/10010379934
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Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza; Baumann, Friedrich; Fabozzi, Frank J. - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
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From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina; Tedeschi, Gabriele - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
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Structural recovery of face value at default
Guha, Rajiv; Sbuelz, Alessandro; Tarelli, Andrea - In: European journal of operational research : EJOR 283 (2020) 3, pp. 1148-1171
Persistent link: https://www.econbiz.de/10012171774
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An analytic derivation of admissible efficient frontier with borrowing
Zhang, Wei-guo; Wang, Ying-luo - In: European journal of operational research : EJOR 184 (2008) 1, pp. 229-243
Persistent link: https://www.econbiz.de/10003768188
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A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm
Wang, K.-J.; Wang, S.-M.; Chen, James-C. - In: European journal of operational research : EJOR 184 (2008) 1, pp. 327-340
Persistent link: https://www.econbiz.de/10003768214
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Non-separation in the mean-lower-partial-moment portfolio optimization problem
Brogan, Anita J.; Stidham, Shaler - In: European journal of operational research : EJOR 184 (2008) 2, pp. 701-710
Persistent link: https://www.econbiz.de/10003768334
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Genetic algorithms for portfolio selection problems with minimum transaction lots
Lin, Chang-chun; Liu, Yi-ting - In: European journal of operational research : EJOR 185 (2008) 1, pp. 393-404
Persistent link: https://www.econbiz.de/10003768790
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Mean-variance portfolio and contribution selection in stochastic pension funding
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo - In: European journal of operational research : EJOR 187 (2008) 1, pp. 120-137
Persistent link: https://www.econbiz.de/10003769135