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Modeling and forecasting exchange rate volatility in time-frequency domain
Barunik, Jozef; Krehlik, Tomas; Vacha, Lukas - In: European journal of operational research : EJOR 251 (2016) 1, pp. 329-340
Persistent link: https://www.econbiz.de/10011446589
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Efficiency analysis, shortage functions, arbitrage, and martingales
Chambers, Robert G.; Färe, Rolf - In: European journal of operational research : EJOR 213 (2011) 1, pp. 349-358
Persistent link: https://www.econbiz.de/10009159255
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Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg; Pichler, Alois - In: European journal of operational research : EJOR 249 (2016) 1, pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
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Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun; Xiong, Yan; Li, Duan - In: European journal of operational research : EJOR 249 (2016) 2, pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
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Large portfolio losses in a turbulent market
Tang, Qihe; Tong, Zhiwei; Yang, Yang - In: European journal of operational research : EJOR 292 (2021) 2, pp. 755-769
Persistent link: https://www.econbiz.de/10012502397
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Dynamic safety first expected utility model
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing - In: European journal of operational research : EJOR 271 (2018) 1, pp. 141-154
Persistent link: https://www.econbiz.de/10011882786
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A cyclical square-root model for the term structure of interest rates
Moreno, Manuel; Platania, Federico - In: European journal of operational research : EJOR 241 (2015) 1, pp. 109-121
Persistent link: https://www.econbiz.de/10010486893
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Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro; Yamakami, Tomohisa - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
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Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol; Deng, Jun; Zou, Bin - In: European journal of operational research : EJOR 306 (2023) 1, pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
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Blockchain adoption and optimal reinsurance design
Amini, Hamed; Deguest, Romain; Iyidogan, Engin; Minca, … - In: European journal of operational research : EJOR 318 (2024) 1, pp. 341-353
Persistent link: https://www.econbiz.de/10015047740