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Global minimum variance portfolio optimisation under some model risk : a robust regression-based approach
Maillet, Bertrand; Tokpavi, Sessi; Vaucher, Benoit - In: European journal of operational research : EJOR 244 (2015) 1, pp. 289-299
Persistent link: https://www.econbiz.de/10010531938
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Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 249 (2016) 2, pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
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An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
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Kriging of financial term-structures
Cousin, Areski; Maatouk, Hassan; Rullière, Didier - In: European journal of operational research : EJOR 255 (2016) 2, pp. 631-648
Persistent link: https://www.econbiz.de/10011532216
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Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren; Borovkova, Svetlana; … - In: European journal of operational research : EJOR 298 (2022) 2, pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
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Model risk in the over-the-counter market
Lazar, Emese; Qi, Shuyuan - In: European journal of operational research : EJOR 298 (2022) 2, pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
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Dynamic optimization with side information
Bertsimas, Dimitris; McCord, Christopher; Sturt, Bradley - In: European journal of operational research : EJOR 304 (2023) 2, pp. 634-651
Persistent link: https://www.econbiz.de/10013534549
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Appointment scheduling for medical diagnostic centers considering time-sensitive pharmaceuticals : a dynamic robust optimization approach
Namakshenas, Mohammad; Mazdeh, Mohammad Mahdavi; … - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1018-1031
Persistent link: https://www.econbiz.de/10013492797
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Distributionally robust multi-period location-allocation with multiple resources and capacity levels in humanitarian logistics
Yang, Yongjian; Yin, Yunqiang; Wang, Dujuan; Ignatius, … - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1042-1062
Persistent link: https://www.econbiz.de/10013492802
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Optimization under uncertainty and risk : quadratic and copositive approaches
Bomze, Immanuel M.; Gabl, Markus - In: European journal of operational research : EJOR 310 (2023) 2, pp. 449-476
Persistent link: https://www.econbiz.de/10014340188