//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"European journal of operational research : EJOR"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
METRIZATION OF STOCHASTIC DOMI...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
5
Theory
5
Portfolio selection
4
Portfolio-Management
4
American options
2
Corporate bond
2
Finance
2
Forecasting model
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Prognoseverfahren
2
Risikomanagement
2
Risk management
2
Unternehmensanleihe
2
Anleihe
1
Artificial intelligence
1
Besoldung
1
Black-Litterman
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
CAPM
1
Capital income
1
Corporate bonds
1
Credit risk
1
Delta-hedging
1
Estimation errors
1
Estimation theory
1
Financial analysis
1
Finanzanalyse
1
Fundamental factors
1
Fuzzy rule-based model
1
Fuzzy sets
1
Fuzzy-Set-Theorie
1
Gradient boosting
1
Hauptkomponentenanalyse
1
Hedging
1
Heteroscedasticity
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Undetermined
4
Author
All
Fabozzi, Frank J.
12
Fukushima, Masao
3
Huang, Dashan
3
Nazemi, Abdolreza
3
Heidenreich, Konstantin
2
Paletta, Tommaso
2
Tunaru, Radu
2
Bachner, Alfred W.
1
Baumann, Friedrich
1
Doumpos, Michael
1
Kai, Yoshitaka
1
Kim, Jang Ho
1
Kim, Min Jeong
1
Kim, Woo Chang
1
Kolm, Petter N.
1
Menn, Christian
1
Pour, Farnoosh Fatemi
1
Rachev, Svetlozar T.
1
Stanescu, Silvia
1
Tütüncü, Reha
1
Zhu, Shushang
1
Zopounidis, Constantin
1
Zu, Shushang
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
The Frank J. Fabozzi series
56
The journal of portfolio management : a publication of Institutional Investor
49
The journal of portfolio management : JPM
35
The journal of fixed income
30
Investment management and financial management
29
Valuation, financial modeling, and quantitative tools
29
The handbook of fixed income securities
26
Financial markets and instruments
25
The theory and practice of investment management
22
Journal of banking & finance
18
International journal of theoretical and applied finance
16
Applied economics
13
Frank J. Fabozzi Ser
12
Applied financial economics
11
Finance research letters
11
Frank J. Fabozzi series
11
KIT Working Paper Series in Economics
11
The journal of asset management : a major new, international quarterly journal for the financial community
11
The journal of finance : the journal of the American Finance Association
11
Working Paper Series in Economics
11
Working paper series in economics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
9
The journal of fixed income : JFI
9
Annals of operations research
8
Economics letters
8
International Journal of Theoretical and Applied Finance (IJTAF)
8
Investment management and financial innovations
8
Journal of Banking & Finance
8
Journal of economic dynamics & control
8
The journal of structured finance
8
Wiley finance
8
Energy economics
7
European Journal of Operational Research
7
Handbook of financial markets : securities, options and futures
7
International review of financial analysis
7
Journal of empirical finance
7
Mathematical methods of operations research
7
The journal of derivatives : JOD
7
more ...
less ...
Source
All
ECONIS (ZBW)
10
OLC EcoSci
3
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A GARCH option pricing model with a-stable innovations
Menn, Christian
;
Rachev, Svetlozar T.
- In:
European journal of operational research : EJOR
163
(
2005
)
1
,
pp. 201-209
Persistent link: https://www.econbiz.de/10006641715
Saved in:
2
The Newsboy problem when customer demand is a compound renewal process
Huang, Dashan
;
Zhu, Shushang
;
Fabozzi, Frank J.
; …
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 134-143
Persistent link: https://www.econbiz.de/10008349009
Saved in:
3
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve
Huang, Dashan
;
Kai, Yoshitaka
;
Fabozzi, Frank J.
; …
- In:
European journal of operational research : EJOR
177
(
2007
)
2
,
pp. 1134-1152
Persistent link: https://www.econbiz.de/10007391455
Saved in:
4
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
5
Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Huang, Dashan
;
Zu, Shushang
;
Fabozzi, Frank J.
; …
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 185-194
Persistent link: https://www.econbiz.de/10003928195
Saved in:
6
Robust portfolios that do not tilt factor exposure
Kim, Woo Chang
;
Kim, Min Jeong
;
Kim, Jang Ho
;
Fabozzi, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 411-421
Persistent link: https://www.econbiz.de/10010356742
Saved in:
7
60 years portfolio optimization : practical challenges and current trends
Kolm, Petter N.
;
Tütüncü, Reha
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 356-371
Persistent link: https://www.econbiz.de/10010356756
Saved in:
8
Preface to the special issue: 60 years following Harry Markowitz's contributions in portfolio theory and operations research
Zopounidis, Constantin
;
Doumpos, Michael
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 343-345
Persistent link: https://www.econbiz.de/10010356763
Saved in:
9
Mathematical programming models to determine civil service salaries
Bachner, Alfred W.
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
3
(
1979
)
3
,
pp. 190-206
Persistent link: https://www.econbiz.de/10003478974
Saved in:
10
An improved method for pricing and hedging long dated American options
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Stanescu, Silvia
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 656-666
Persistent link: https://www.econbiz.de/10011509024
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->