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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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The risk premium that never was : a fair value explanation of the volatility spread
McGee, Richard J.; McGroarty, Frank - In: European journal of operational research : EJOR 262 (2017) 1, pp. 370-380
Persistent link: https://www.econbiz.de/10011785787
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Affine model of inflation-indexed derivatives and inflation risk premium
Ho, Hsiao-wei; Huang, Henry H.; Yildirim, Yildiray - In: European journal of operational research : EJOR 235 (2014) 1, pp. 159-169
Persistent link: https://www.econbiz.de/10010361364
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Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana - In: European journal of operational research : EJOR 263 (2017) 2, pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
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Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
Bellini, Fabio; Laeven, Roger J. A.; Rosazza Gianin, … - In: European journal of operational research : EJOR 291 (2021) 2, pp. 438-446
Persistent link: https://www.econbiz.de/10012495322
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Kriging of financial term-structures
Cousin, Areski; Maatouk, Hassan; Rullière, Didier - In: European journal of operational research : EJOR 255 (2016) 2, pp. 631-648
Persistent link: https://www.econbiz.de/10011532216
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Liquidity tail risk and credit default swap spreads
Irresberger, Felix; Weiß, Gregor; Gabrysch, Janet; … - In: European journal of operational research : EJOR 269 (2018) 3, pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
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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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Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value
Florackis, Chris; Kanas, Angelos; Kostakis, Alexandros; … - In: European journal of operational research : EJOR 283 (2020) 2, pp. 748-766
Persistent link: https://www.econbiz.de/10012294914
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How should the cost of joint risk capital be allocated for performance measurement?
Homburg, Carsten; Scherpereel, Peter - In: European journal of operational research : EJOR 187 (2008) 1, pp. 208-227
Persistent link: https://www.econbiz.de/10003769183