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ECONIS (ZBW)
4,978
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1
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
Saved in:
2
Price mediated contagion through capital ratio requirements with VWAP liquidation prices
Banerjee, Tathagata
;
Feinstein, Zachary
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1147-1160
Persistent link: https://www.econbiz.de/10012622448
Saved in:
3
Estimating risk preferences of bettors with different bet sizes
Feess, Eberhard
;
Müller, Helge
;
Schumacher, Christoph
- In:
European journal of operational research : EJOR
249
(
2016
)
3
,
pp. 1102-1112
Persistent link: https://www.econbiz.de/10011439308
Saved in:
4
Modelling credit grade migration in large portfolios using cumulative t-link transition models
Forster, Jonathan J.
;
Buzzacchi, Matteo
;
Sudjianto, Agus
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 977-984
Persistent link: https://www.econbiz.de/10011521936
Saved in:
5
Estimation
of firm performance from a MIMIC model
Chaudhuri, Kausik
;
Kumbhakar, Subal
;
Sundaram, Lavanya
- In:
European journal of operational research : EJOR
255
(
2016
)
1
,
pp. 298-307
Persistent link: https://www.econbiz.de/10011530871
Saved in:
6
The case for the use of multiple imputation missing data methods in stochastic frontier analysis with illustration using English local highway data
Stead, Alexander D.
;
Wheat, Phill
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 59-77
Persistent link: https://www.econbiz.de/10012132361
Saved in:
7
A parsimonious parametric model for generating margin requirements for futures
Alexander, Carol
;
Kaeck, Andreas
;
Sumawong, Anannit
- In:
European journal of operational research : EJOR
273
(
2019
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011979406
Saved in:
8
Dynamic portfolio choice with return predictability and transaction costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 976-988
Persistent link: https://www.econbiz.de/10012102528
Saved in:
9
Direct
estimation
of marginal characteristics of nonparametric production frontiers in the presence of undesirable outputs
Podinovski, Victor V.
- In:
European journal of operational research : EJOR
279
(
2019
)
1
,
pp. 258-276
Persistent link: https://www.econbiz.de/10012102744
Saved in:
10
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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