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Horses for courses : mean-variance for asset allocation and 1/N for stock selection
Platanakis, Emmanouil; Sutcliffe, Charles M. S.; Ye, Xiaoxia - In: European journal of operational research : EJOR 288 (2021) 1, pp. 302-317
Persistent link: https://www.econbiz.de/10012496562
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Optimal strategies under Omega ratio
Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: European journal of operational research : EJOR 275 (2019) 2, pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
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On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging
Gerrard, Russell; Kyriakou, Ioannis; Nielsen, Jens Perch; … - In: European journal of operational research : EJOR 307 (2023) 2, pp. 948-962
Persistent link: https://www.econbiz.de/10014335305
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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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Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization
Giuzio, Margherita; Ferrari, Davide; Paterlini, Sandra - In: European journal of operational research : EJOR 250 (2016) 1, pp. 251-261
Persistent link: https://www.econbiz.de/10011441400
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A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
Cheng, Yan; Wang, Xuancheng - In: European journal of operational research : EJOR 240 (2015) 3, pp. 861-871
Persistent link: https://www.econbiz.de/10010486931
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Across-time risk-aware strategies for outperforming a benchmark
Staden, Pieter M. van; Forsyth, Peter A.; Li, Yuying - In: European journal of operational research : EJOR 313 (2024) 2, pp. 776-800
Persistent link: https://www.econbiz.de/10014456636
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Evaluating corporate bonds with complicated liability structures and bond provisions
Wang, Chuan-ju; Dai, Tian-shyr; Lyuu, Yuh-dauh - In: European journal of operational research : EJOR 237 (2014) 2, pp. 749-757
Persistent link: https://www.econbiz.de/10010379934
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Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza; Baumann, Friedrich; Fabozzi, Frank J. - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
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From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina; Tedeschi, Gabriele - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489