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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
NBER working paper series
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ECONIS (ZBW)
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1
Jumps in equity index returns before and during the recent financial crisis : a Bayesian analysis
Kou, Steven
;
Yu, Cindy
;
Zhong, Haowen
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 988-1010
Persistent link: https://www.econbiz.de/10011672793
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2
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
3
Currency factors
Aloosh, Arash
;
Bekaert, Geert
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4042-4064
Persistent link: https://www.econbiz.de/10013369016
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4
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
- In:
Management science : journal of the Institute for …
60
(
2014
)
9
,
pp. 2248-2268
Persistent link: https://www.econbiz.de/10010461908
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5
Asymmetry and ambiguity in newsvendor models
Natarajan, Karthik
;
Sim, Melvyn
;
Uichanco, Joline
- In:
Management science : journal of the Institute for …
64
(
2018
)
7
,
pp. 3146-3167
Persistent link: https://www.econbiz.de/10011899740
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6
Discrete nonlinear optimization by state-space decompositions
Bergman, David
;
Cire, Andre A.
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4700-4720
Persistent link: https://www.econbiz.de/10011932621
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7
Entropy-based optimization of nonlinear separable discrete decision models
Nakagawa, Yuji
;
James, Ross J. W.
;
Rego, César
; …
- In:
Management science : journal of the Institute for …
60
(
2014
)
3
,
pp. 695-707
Persistent link: https://www.econbiz.de/10010347887
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8
Unstable weights in the combination of forecasts
Kang, Heejoon
- In:
Management science : journal of the Institute for …
32
(
1986
)
6
,
pp. 683-695
Persistent link: https://www.econbiz.de/10001017818
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9
Jumps in high-frequency data : spurious detections, dynamics, and news
Bajgrowicz, Pierre
;
Scaillet, Olivier
;
Treccani, Adrien
- In:
Management science : journal of the Institute for …
62
(
2016
)
8
,
pp. 2198-2217
Persistent link: https://www.econbiz.de/10011539496
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10
Attribute-level heterogeneity
Ebbes, Peter
;
Liechty, John C.
;
Grewal, Rajdeep
- In:
Management science : journal of the Institute for …
61
(
2015
)
4
,
pp. 885-897
Persistent link: https://www.econbiz.de/10010526539
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