Narrow search
Showing 1 - 5 of 5
Cover Image
Long-term dynamic asset allocation under asymmetric risk preferences
Kontosakos, Vasileios E.; Hwang, Soosung; … - In: European journal of operational research : EJOR 312 (2024) 2, pp. 765-782
Persistent link: https://www.econbiz.de/10014456327
Cover Image
Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
Cover Image
Novel utility-based life cycle models to optimise income in retirement
Koo, Bonsoo; Pantelous, Athanasios A.; Wang, Yunxiao - In: European journal of operational research : EJOR 299 (2022) 1, pp. 346-361
Persistent link: https://www.econbiz.de/10013206990
Cover Image
Pricing discretely-monitored double barrier options with small probabilities of execution
Kontosakos, Vasileios E.; Mendonca, Keegan; Pantelous, … - In: European journal of operational research : EJOR 290 (2021) 1, pp. 313-330
Persistent link: https://www.econbiz.de/10012436366
Cover Image
Project scheduling problem with fuzzy activity durations : a novel operational law based solution framework
Zhao, Mingxuan; Zhou, Jian; Wang, Ke; Pantelous, … - In: European journal of operational research : EJOR 306 (2023) 2, pp. 519-534
Persistent link: https://www.econbiz.de/10014278053