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An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.; Paletta, Tommaso; Tunaru, Radu - In: European journal of operational research : EJOR 263 (2017) 2, pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
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Modeling joint production of multiple outputs in StoNED : directional distance function approach
Kuosmanen, Timo; Johnson, Andrew L. - In: European journal of operational research : EJOR 262 (2017) 2, pp. 792-801
Persistent link: https://www.econbiz.de/10011798949
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An improved Afriat-Diewert-Parkan nonparametric production function estimator
Olesen, Ole Bent; Ruggiero, John - In: European journal of operational research : EJOR 264 (2018) 3, pp. 1172-1188
Persistent link: https://www.econbiz.de/10011802358
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Two novel methodologies for considering aggregation functions by implicit equations and minimization problems
Roldán López de Hierro, Antonio Francisco; Bustince, H.; … - In: European journal of operational research : EJOR 270 (2018) 2, pp. 670-681
Persistent link: https://www.econbiz.de/10011869423
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Estimation and asymptotics for buffered probability of exceedance
Mafusalov, Alexander; Shapiro, Alexander; Uryasev, Stan - In: European journal of operational research : EJOR 270 (2018) 3, pp. 826-836
Persistent link: https://www.econbiz.de/10011882603
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Characterization of the equivalence of robustification and regularization in linear and matrix regression
Bertsimas, Dimitris; Copenhaver, Martin S. - In: European journal of operational research : EJOR 270 (2018) 3, pp. 931-942
Persistent link: https://www.econbiz.de/10011882668
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Comparing large-sample maximum Sharpe ratios and incremental variable testing
Hanke, Michael; Penev, Spiridon - In: European journal of operational research : EJOR 265 (2018) 2, pp. 571-579
Persistent link: https://www.econbiz.de/10011811449
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A systematic look at the gamma process capability indices
Chen, Piao; Ye, Zhi-Sheng - In: European journal of operational research : EJOR 265 (2018) 2, pp. 589-597
Persistent link: https://www.econbiz.de/10011811454
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Estimation of the global minimum variance portfolio in high dimensions
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang - In: European journal of operational research : EJOR 266 (2018) 1, pp. 371-390
Persistent link: https://www.econbiz.de/10011811777
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Segmented concave least squares : a nonparametric piecewise linear regression
Keshvari, Abolfazl - In: European journal of operational research : EJOR 266 (2018) 2, pp. 585-594
Persistent link: https://www.econbiz.de/10011811816