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A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: European journal of operational research : EJOR 203 (2010) 1, pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
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Making inefficient market indices efficient
Clark, Ephraim; Jokung Nguena, Octave; Kassimatis, … - In: European journal of operational research : EJOR 209 (2011) 1, pp. 83-93
Persistent link: https://www.econbiz.de/10008798683
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Efficiency analysis, shortage functions, arbitrage, and martingales
Chambers, Robert G.; Färe, Rolf - In: European journal of operational research : EJOR 213 (2011) 1, pp. 349-358
Persistent link: https://www.econbiz.de/10009159255
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Misunderstanding of the binomial distribution, market inefficiency, and learning behavior : evidence from an exotic sports betting market
Hwang, Joon Ho; Kim, Min-Su - In: European journal of operational research : EJOR 243 (2015) 1, pp. 333-344
Persistent link: https://www.econbiz.de/10010492951
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Are the least successful traders those most likely to exit the market? : a survival analysis contribution to the efficient market debate
Ma, Tiejun; Fraser-Mackenzie, Peter A. F.; Sung, Ming-chien - In: European journal of operational research : EJOR 299 (2022) 1, pp. 330-345
Persistent link: https://www.econbiz.de/10013206989
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Second order of stochastic dominance efficiency vs mean variance efficiency
Malavasi, Matteo; Ortobelli Lozza, Sergio; Trück, Stefan - In: European journal of operational research : EJOR 290 (2021) 3, pp. 1192-1206
Persistent link: https://www.econbiz.de/10012495268
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Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
Ng, Pin T.; Wong, Wing Keung; Xiao, Zhijie - In: European journal of operational research : EJOR 261 (2017) 2, pp. 666-678
Persistent link: https://www.econbiz.de/10011738062
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Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds
Sermpinis, Georgios; Stasinakis, Charalampos; … - In: European journal of operational research : EJOR 263 (2017) 2, pp. 540-558
Persistent link: https://www.econbiz.de/10011793981
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Input/output selection in DEA under expert information, with application to financial markets
Edirisinghe, Nalin C. P.; Zhang, Xin - In: European journal of operational research : EJOR 207 (2010) 3, pp. 1669-1678
Persistent link: https://www.econbiz.de/10008702073
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Dynamic asset allocation for varied financial markets under regime switching framework
Bae, Geum Il; Kim, Woo Chang; Mulvey, John M. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 450-458
Persistent link: https://www.econbiz.de/10010356729