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Theoretical and empirical estimates of mean-variance portfolop sensitivity
Palczewski, Andrej; Palczewski, Jan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 402-410
Persistent link: https://www.econbiz.de/10010356745
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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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Two novel methodologies for considering aggregation functions by implicit equations and minimization problems
Roldán López de Hierro, Antonio Francisco; Bustince, H.; … - In: European journal of operational research : EJOR 270 (2018) 2, pp. 670-681
Persistent link: https://www.econbiz.de/10011869423
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Directional distances and their robust versions : computational and testing issues
Daraio, Cinzia; Simar, Léopold - In: European journal of operational research : EJOR 237 (2014) 1, pp. 358-369
Persistent link: https://www.econbiz.de/10010378590
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Reconciling mean-variance portfolio theory with non-Gaussian returns
Lassance, Nathan - In: European journal of operational research : EJOR 297 (2022) 2, pp. 729-740
Persistent link: https://www.econbiz.de/10013259928
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Hypothesis testing for means in connection with fuzzy rating scale-based data : algorithms and applications
Asunción Lubiano, María; Montenegro, Manuel; Sinova, … - In: European journal of operational research : EJOR 251 (2016) 3, pp. 918-929
Persistent link: https://www.econbiz.de/10011449028
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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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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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A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo; D'Innocenzo, Enzo; Guizzardi, … - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
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Hedge fund systemic risk signals
Savona, Roberto - In: European journal of operational research : EJOR 236 (2014) 1, pp. 282-291
Persistent link: https://www.econbiz.de/10010361715