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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
European journal of operational research : EJOR
3,066
Computers & operations research : and their applications to problems of world concern ; an international journal
1,495
International journal of production research
985
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Operations research letters
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747
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Finance research letters
547
Journal of economic dynamics & control
546
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536
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512
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510
International journal of production economics
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472
Research paper series / Swiss Finance Institute
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Discussion paper / Tinbergen Institute
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SpringerLink / Bücher
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Working Paper
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INFORMS journal on computing : JOC
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Quantitative finance
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Journal of financial economics
388
The journal of futures markets
384
International review of financial analysis
360
Transportation research / E : an international journal
350
Omega : the international journal of management science
349
Mathematical methods of operations research
344
The journal of finance : the journal of the American Finance Association
343
Journal of econometrics
336
Risks : open access journal
333
Applied mathematical finance
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Computational economics
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Economics letters
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1
Pricing kernels with stochastic skewness and volatility risk
Chabi-yo, Fousseni
- In:
Management science : journal of the Institute for …
58
(
2012
)
3
,
pp. 624-640
Persistent link: https://www.econbiz.de/10009525254
Saved in:
2
Superreplication of financial derivatives via convex programming
Kahalé, Nabil
- In:
Management science : journal of the Institute for …
63
(
2017
)
7
,
pp. 2323-2339
Persistent link: https://www.econbiz.de/10011729383
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3
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
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4
Transaction costs, portfolio characteristics, and mutual fund performance
Busse, Jeffrey A.
;
Chordia, Tarun
;
Jiang, Lei
;
Tang, Yuehua
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1227-1248
Persistent link: https://www.econbiz.de/10012505424
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5
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
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6
The pricing of jump propagation : evidence from spot and options markets
Du, Du
;
Luo, Dan
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2360-2387
Persistent link: https://www.econbiz.de/10012039789
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7
Option prices in a model with stochastic disaster risk
Seo, Sang Byung
;
Wachter, Jessica
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3449-3469
Persistent link: https://www.econbiz.de/10012062624
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8
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
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Option pricing for a jump-diffusion model with general discrete jump-size distributions
Fu, Michael
;
Li, Bingqing
;
Li, Guozhen
;
Wu, Rongwen
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3961-3977
Persistent link: https://www.econbiz.de/10011772831
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10
The price of the smile and variance risk premia
Gruber, Peter H.
;
Tebaldi, Claudio
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
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