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No-arbitrage conditions, scenario trees, and multi-asset financial optimization
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: European journal of operational research : EJOR 206 (2010) 3, pp. 609-613
Persistent link: https://www.econbiz.de/10003982022
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No-arbitrage conditions, scenario trees, and multi-asset financial optimization
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: European journal of operational research : EJOR 206 (2010) 3, pp. 609-614
Persistent link: https://www.econbiz.de/10008407935
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Comparing large-sample maximum Sharpe ratios and incremental variable testing
Hanke, Michael; Penev, Spiridon - In: European journal of operational research : EJOR 265 (2018) 2, pp. 571-579
Persistent link: https://www.econbiz.de/10011811449
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Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness
Hanke, Michael; Penev, Spiridon; Schief, Wolfgang; … - In: European journal of operational research : EJOR 263 (2017) 2, pp. 510-523
Persistent link: https://www.econbiz.de/10011793970
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Using the Black-Derman-Toy interest rate model for portfolio optimization
Weissensteiner, Alex - In: European journal of operational research : EJOR 202 (2010) 1, pp. 175-181
Persistent link: https://www.econbiz.de/10003960067
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Inventory problems with perishable items: Fixed lifetimes and backlogging
Weissensteiner, Alex - In: European journal of operational research : EJOR 202 (2010) 1, pp. 131-138
Persistent link: https://www.econbiz.de/10008349178