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Capital asset pricing model (CAPM) with drawdown measure
Zabarankin, Michael; Pavlikov, Konstantin; Uryasev, Stan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 491-498
Persistent link: https://www.econbiz.de/10010356712
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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
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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
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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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Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Sigrist, Fabio Roman Albert; Leuenberger, Nicola - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1390-1406
Persistent link: https://www.econbiz.de/10013498806
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IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation
Tanner, Matthew W.; Ntaimo, Lewis - In: European journal of operational research : EJOR 207 (2010) 1, pp. 290-296
Persistent link: https://www.econbiz.de/10003997240
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Optimal two-phase vaccine allocation to geographically different regions under uncertainty
Yarmand, Hamed; Ivy, Julie Simmons; Denton, Brian T.; … - In: European journal of operational research : EJOR 233 (2014) 1, pp. 208-219
Persistent link: https://www.econbiz.de/10010225259
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A bilevel formulation of the pediatric vaccine pricing problem
Robbins, Matthew J.; Lunday, Brian J. - In: European journal of operational research : EJOR 248 (2016) 2, pp. 634-645
Persistent link: https://www.econbiz.de/10011409701
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The benefits of combining early aspecific vaccination with later specific vaccination
Duijzer, Lotty Evertje; Jaarsveld, Willem van; Dekker, … - In: European journal of operational research : EJOR 271 (2018) 2, pp. 606-619
Persistent link: https://www.econbiz.de/10011890305
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Stochastic optimization for vaccine and testing kit allocation for the COVID-19 pandemic
Thul, Lawrence; Powell, Warren B. - In: European journal of operational research : EJOR 304 (2023) 1, pp. 325-338
Persistent link: https://www.econbiz.de/10013454214