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Extending the Fama and French model with a long term memory factor
López-García, M. N.; Trinidad-Segovia, J. E.; … - In: European journal of operational research : EJOR 291 (2021) 2, pp. 421-426
Persistent link: https://www.econbiz.de/10012495319
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Strategic trading with information acquisition and long-memory stochastic liquidity
Han, Jinhui; Li, Xiaolong; Ma, Guiyuan; Kennedy, Adrian … - In: European journal of operational research : EJOR 308 (2023) 1, pp. 480-495
Persistent link: https://www.econbiz.de/10014283068
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Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
Guo, Xianping; Zhang, Wenzhao - In: European journal of operational research : EJOR 238 (2014) 2, pp. 486-496
Persistent link: https://www.econbiz.de/10010400205
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Global optimization using q-gradients
Gouvêa, Érica J. C.; Regis, Rommel G.; Soterroni, Aline C. - In: European journal of operational research : EJOR 251 (2016) 3, pp. 727-738
Persistent link: https://www.econbiz.de/10011448947
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A nonparametric methodology for evaluating convergence in a multi-input multi-output setting
Horta, Isabel M.; Camanho, Ana S. - In: European journal of operational research : EJOR 246 (2015) 2, pp. 554-561
Persistent link: https://www.econbiz.de/10011338114
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Integration, productivity and technological spillovers : evidence for eurozone banking industries
Casu, Barbara; Ferrari, Alessandra; Girardone, Claudia; … - In: European journal of operational research : EJOR 255 (2016) 3, pp. 971-983
Persistent link: https://www.econbiz.de/10011556544
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Nonmonotone gradient methods for vector optimization with a portfolio optimization application
Qu, Shaojian; Ji, Ying; Jiang, Jianlin; Zhang, Qingpu - In: European journal of operational research : EJOR 263 (2017) 2, pp. 356-366
Persistent link: https://www.econbiz.de/10011793908
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Growth and convergence of the OECD countries : a multi-sector production-frontier approach
Walheer, Barnabé - In: European journal of operational research : EJOR 252 (2016) 2, pp. 665-675
Persistent link: https://www.econbiz.de/10011457775
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On convergence analysis of multi-objective particle swarm optimization algorithm
Xu, Gang; Luo, Kun; Jing, Guoxiu; Yu, Xiang; Ruan, Xiaojun - In: European journal of operational research : EJOR 286 (2020) 1, pp. 32-38
Persistent link: https://www.econbiz.de/10012239885
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An extended Two-Stage Sequential Optimization approach : properties and performance
Pedrielli, Giulia; Wang, Songhao; Ng, Szu-hui - In: European journal of operational research : EJOR 287 (2020) 3, pp. 929-945
Persistent link: https://www.econbiz.de/10012293984