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European journal of operational research : EJOR
Insurance / Mathematics & economics
217
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181
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121
Risks : open access journal
106
Finance research letters
91
Economic modelling
70
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70
International review of financial analysis
69
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68
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64
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60
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55
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55
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53
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52
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51
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50
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47
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46
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45
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43
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42
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38
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37
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36
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36
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36
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34
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33
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ECONIS (ZBW)
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1
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
2
Sensitivity measures based on scoring functions
Fissler, Tobias
;
Pesenti, Silvana M.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1408-1423
Persistent link: https://www.econbiz.de/10014282998
Saved in:
3
Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad
;
Çavuş, Özlem
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
Saved in:
4
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
5
A simulation-based method for estimating systemic risk measures
Ye, Wuyi
;
Zhou, Yi
;
Chen, Pengzhan
;
Wu, Bin
- In:
European journal of operational research : EJOR
313
(
2024
)
1
,
pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
Saved in:
6
Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
7
Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data
Dacorogna, Michel M.
;
Debbabi, Nehla
;
Kratz, Marie
- In:
European journal of operational research : EJOR
311
(
2023
)
2
,
pp. 708-729
Persistent link: https://www.econbiz.de/10014336745
Saved in:
8
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
9
Distortion risk measure under parametric ambiguity
Shao, Hui
;
Zhang, Zhe George
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1159-1172
Persistent link: https://www.econbiz.de/10014440209
Saved in:
10
Portfolio selection : a target-distribution approach
Lassance, Nathan
;
Vrins, Frédéric
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 302-314
Persistent link: https://www.econbiz.de/10014340178
Saved in:
11
Loss function-based change point detection in risk measures
Lazar, Emese
;
Wang, Shixuan
;
Xue, Xiaohan
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 415-431
Persistent link: https://www.econbiz.de/10014340186
Saved in:
12
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
13
Adjusted Rényi entropic value-at-risk
Zou, Zhenfeng
;
Wu, Qinyu
;
Xia, Zichao
;
Hu, Taizhong
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 255-268
Persistent link: https://www.econbiz.de/10014276754
Saved in:
14
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 322-347
Persistent link: https://www.econbiz.de/10014278005
Saved in:
15
Efficient estimation of a risk measure requiring two-stage simulation optimization
Wang, Tianxiang
;
Xu, Jie
;
Hu, Jian-Qiang
;
Chen, Chun-hung
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1355-1365
Persistent link: https://www.econbiz.de/10013498797
Saved in:
16
Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern
;
Li, Youwei
;
Pantelous, Athanasios A.
; …
- In:
European journal of operational research : EJOR
293
(
2021
)
2
,
pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
Saved in:
17
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.
;
Liao, Haitao
;
Sullivan, Kelly M.
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
Saved in:
18
A relative robust approach on expected returns with bounded CVaR for portfolio selection
Benati, Stefano
;
Sánchez Conde, Eduardo
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 332-352
Persistent link: https://www.econbiz.de/10012820171
Saved in:
19
Markov decision processes with recursive risk measures
Bäuerle, Nicole
;
Glauer, Alexander
- In:
European journal of operational research : EJOR
296
(
2022
)
3
,
pp. 953-966
Persistent link: https://www.econbiz.de/10013255611
Saved in:
20
Multi-market portfolio optimization with conditional value at risk
Nasini, Stefano
;
Labbé, Martine
;
Brotcorne, Luce
- In:
European journal of operational research : EJOR
300
(
2022
)
1
,
pp. 350-365
Persistent link: https://www.econbiz.de/10013173861
Saved in:
21
Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo
He, Zhijian
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10013206837
Saved in:
22
Dynamic large financial networks via conditional expected shortfalls
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Maillet, …
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 322-336
Persistent link: https://www.econbiz.de/10013206844
Saved in:
23
Simulation methods for robust risk assessment and the distorted mix approach
Kim, Sojung
;
Weber, Stefan
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 380-398
Persistent link: https://www.econbiz.de/10013206852
Saved in:
24
Satisficing credibility for heterogeneous risks
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 752-768
Persistent link: https://www.econbiz.de/10013206896
Saved in:
25
Target-based distributionally robust optimization for single machine scheduling
Pei, Zhi
;
Lu, Haimin
;
Jin, Qingwei
;
Zhang, Lianmin
- In:
European journal of operational research : EJOR
299
(
2022
)
2
,
pp. 420-431
Persistent link: https://www.econbiz.de/10013207112
Saved in:
26
Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation
Bushaj, Sabah
;
Büyüktahtakın, İ. Esra
;
Haight, Robert G.
- In:
European journal of operational research : EJOR
299
(
2022
)
3
,
pp. 1094-1110
Persistent link: https://www.econbiz.de/10013207229
Saved in:
27
Replenishment decisions for complementary components with supply capacity uncertainty under the CVaR criterion
Li, Yanhai
;
Ou, Jinwen
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 904-916
Persistent link: https://www.econbiz.de/10013261784
Saved in:
28
Copula-based Black-Litterman portfolio optimization
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10013262000
Saved in:
29
Moment and polynomial bounds for ruin-related quantities in risk theory
He, Yue
;
Kawai, Reiichiro
- In:
European journal of operational research : EJOR
302
(
2022
)
3
,
pp. 1255-1271
Persistent link: https://www.econbiz.de/10013363852
Saved in:
30
A marginal indemnity function approach to optimal reinsurance under the Vajda condition
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 928-944
Persistent link: https://www.econbiz.de/10013364047
Saved in:
31
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
32
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 438-446
Persistent link: https://www.econbiz.de/10012495322
Saved in:
33
A vehicle routing problem with distribution uncertainty in deadlines
Zhang, Dali
;
Li, Dong
;
Sun, Hailin
;
Hou, Liwen
- In:
European journal of operational research : EJOR
292
(
2021
)
1
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012495440
Saved in:
34
Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
Saved in:
35
Reverse sensitivity testing : what does it take to break the model?
Pesenti, Silvana M.
;
Millossovich, Pietro
;
Tsanakas, Andreas
- In:
European journal of operational research : EJOR
274
(
2019
)
2
,
pp. 654-670
Persistent link: https://www.econbiz.de/10011990176
Saved in:
36
Risk tomography
Prékopa, András
;
Lee, Jinwook
- In:
European journal of operational research : EJOR
265
(
2018
)
1
,
pp. 149-168
Persistent link: https://www.econbiz.de/10011805383
Saved in:
37
Computing near-optimal Value-at-Risk portfolios using integer programming techniques
Babat, Onur
;
Vera, Juan C.
;
Zuluaga, Luis F.
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 304-315
Persistent link: https://www.econbiz.de/10011811697
Saved in:
38
Filtering for risk assessment of interbank network
Simaan, Majeed
;
Gupta, Aparna
;
Kar, Koushik
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 279-294
Persistent link: https://www.econbiz.de/10012132392
Saved in:
39
Nested Conditional Value-at-Risk portfolio selection : a model with temporal dependence driven by market-index volatility
Staino, Alessandro
;
Russo, Emilio
- In:
European journal of operational research : EJOR
280
(
2020
)
2
,
pp. 741-753
Persistent link: https://www.econbiz.de/10012132469
Saved in:
40
Optimal inventory decisions for a risk-averse retailer when offering layaway
Wang, Daao
;
Dimitrov, Stanko
;
Jian, Lirong
- In:
European journal of operational research : EJOR
284
(
2020
)
1
,
pp. 108-120
Persistent link: https://www.econbiz.de/10012238624
Saved in:
41
Optimal ordering policy for complementary components with partial backordering and emergency replenishment under spectral risk measure
Li, Yanhai
;
Ou, Jinwen
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10012238736
Saved in:
42
Portfolio problems with two levels decision-makers : optimal portfolio selection with pricing decisions on transaction costs
Leal, Marina
;
Ponce, Diego
;
Puerto, Justo
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 712-727
Persistent link: https://www.econbiz.de/10012238787
Saved in:
43
Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set
Ling, Aifan
;
Sun, Jie
;
Wang, Meihua
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10012239481
Saved in:
44
Entropy based risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 223-236
Persistent link: https://www.econbiz.de/10012239544
Saved in:
45
Beyond expected utility : subjective risk aversion and optimal portfolio choice under convex shortfall risk measures
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 1114-1126
Persistent link: https://www.econbiz.de/10012239858
Saved in:
46
Risk neutral reformulation approach to risk averse stochastic programming
Liu, Rui Peng
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
286
(
2020
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
Saved in:
47
A generalization of the Aumann-Shapley value for risk capital allocation problems
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012157603
Saved in:
48
Optimal investment with S-shaped utility and trading and Value at Risk constraints : an application to defined contribution pension plan
Dong, Yinghui
;
Zheng, Harry
- In:
European journal of operational research : EJOR
281
(
2020
)
2
,
pp. 341-356
Persistent link: https://www.econbiz.de/10012153681
Saved in:
49
New algorithmic framework for conditional value at risk : application to stochastic fixed-charge transportation
Fernández, Elena
;
Hinojosa, Yolanda
;
Puerto, Justo
; …
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 215-226
Persistent link: https://www.econbiz.de/10012014841
Saved in:
50
Time-consistent, risk-averse dynamic pricing
Schur, Rouven
;
Gönsch, Jochen
;
Hassler, Michael
- In:
European journal of operational research : EJOR
277
(
2019
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10012022014
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