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1
Hedge fund systemic risk signals
Savona, Roberto
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 282-291
Persistent link: https://www.econbiz.de/10010361715
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2
Long-run wavelet-based
correlation
for financial time series
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 676-696
Persistent link: https://www.econbiz.de/10011890368
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3
Reconciling mean-variance portfolio
theory
with non-Gaussian returns
Lassance, Nathan
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 729-740
Persistent link: https://www.econbiz.de/10013259928
Saved in:
4
Asymmetries in stock markets
Wang, Peijie
;
Zhang, Bing
;
Zhou, Yun
- In:
European journal of operational research : EJOR
241
(
2015
)
3
,
pp. 749-762
Persistent link: https://www.econbiz.de/10010487566
Saved in:
5
The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.
;
Stoja, Evarist
;
Tan, Linzhi
- In:
European journal of operational research : EJOR
259
(
2017
)
3
,
pp. 1085-1096
Persistent link: https://www.econbiz.de/10011695536
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6
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción
;
Galeano, Pedro
;
Ghosh, Pulak
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
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7
Clustering financial time series : new insights from an extended hidden Markov model
Dias, José G.
;
Vermunt, Jeroen K.
;
Ramos, Sofia B.
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 852-864
Persistent link: https://www.econbiz.de/10010513848
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8
Orthant-based variance decomposition in investment portfolios
Giner, Javier
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 497-511
Persistent link: https://www.econbiz.de/10012495336
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9
Safety stocks and the order quantity that leads to the minimal stock
Veen, B. van der
- In:
European journal of operational research : EJOR
27
(
1986
)
1
,
pp. 34-49
Persistent link: https://www.econbiz.de/10003698931
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10
Multivariate FX models with jumps : triangles, Quantos and implied
correlation
Ballotta, Laura
;
Deelstra, Griselda
;
Rayée, Grégory
- In:
European journal of operational research : EJOR
260
(
2017
)
3
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10011714363
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