Narrow search
Showing 1 - 4 of 4
Cover Image
Affine model of inflation-indexed derivatives and inflation risk premium
Ho, Hsiao-wei; Huang, Henry H.; Yildirim, Yildiray - In: European journal of operational research : EJOR 235 (2014) 1, pp. 159-169
Persistent link: https://www.econbiz.de/10010361364
Cover Image
Can long-run dynamic optimal strategies outperform fixed-mix portfolios? : evidence from multiple data sets
Bianchi, Daniele; Guidolin, Massimo - In: European journal of operational research : EJOR 236 (2014) 1, pp. 160-176
Persistent link: https://www.econbiz.de/10010361755
Cover Image
Estimating stochastic discount factor models with hidden regimes : applications to commodity pricing
Giampietro, Marta; Guidolin, Massimo; Pedio, Manuela - In: European journal of operational research : EJOR 265 (2018) 2, pp. 685-702
Persistent link: https://www.econbiz.de/10011811481
Cover Image
Mildly explosive dynamics in U.S. fixed income markets
Contessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo - In: European journal of operational research : EJOR 287 (2020) 2, pp. 712-724
Persistent link: https://www.econbiz.de/10012293943