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subject:"Theorie"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Quantitative finance"
~language:"eng"
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Theorie
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European journal of operational research : EJOR
Quantitative finance
Journal of econometrics
32
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25
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ECONIS (ZBW)
29
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1
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
Saved in:
2
Optimal portfolio allocation and asset centrality revisited
Olmo, Jose
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1475-1490
Persistent link: https://www.econbiz.de/10012624148
Saved in:
3
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
4
A mathematical programming-based solution method for the nonstationary inventory problem under correlated demand
Xiang, Mengyuan
;
Rossi, Roberto
;
Martin-Barragan, Belen
; …
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 515-524
Persistent link: https://www.econbiz.de/10013534539
Saved in:
5
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
Saved in:
6
Network flow methods for the minimum covariate imbalance problem
Hochbaum, Dorit S.
;
Rao, Xu
;
Sauppe, Jason
- In:
European journal of operational research : EJOR
300
(
2022
)
3
,
pp. 827-836
Persistent link: https://www.econbiz.de/10013207307
Saved in:
7
A new correlation coefficient for comparing and aggregating non-strict and incomplete rankings
Yoo, Yeawon
;
Escobedo, Adolfo R.
;
Skolfield, J. Kyle
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 1025-1041
Persistent link: https://www.econbiz.de/10012239844
Saved in:
8
Random matrix models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
Saved in:
9
Dynamic principal component CAW models for high-dimensional realized covariance matrices
Gribisch, Bastian
;
Stollenwerk, Michael
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 799-821
Persistent link: https://www.econbiz.de/10012262622
Saved in:
10
From equity to default correlation with taxes
Liu, Sheen
;
Qi, Howard
;
Xie, Yan Alice
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1373-1388
Persistent link: https://www.econbiz.de/10012262668
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