Similar Search Results

The impact of inflation risk on financial planning and risk-return profiles

Graf, Stefan; Haertel, Lena; Kling, Alexander; Ruß, Jochen - In: Astin bulletin : the journal of the International … 44 (2014) 2, pp. 335-365

Persistent link: https://www.econbiz.de/10010393947

A stochastic model and algorithms for determining efficient time-cost tradeoffs for a project activity

Godinho, Pedro; Costa, João Paulo - In: Operational research : an international journal 20 (2020) 1, pp. 319-348

Persistent link: https://www.econbiz.de/10012172874

A stochastic oil price model for optimal hedging and risk management

Pennanen, Teemu; Bonatto, Luciane Sbaraini - In: International journal of theoretical and applied … 25 (2022) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10013189999

Modeling and estimating the credit cycle by a probit-AR(1)-process

Höse, Steffi; Vogl, Konstantin - 2005

Persistent link: https://www.econbiz.de/10013441119

Predicting the credit cycle with an autoregressive model

Höse, Steffi; Vogl, Konstantin - 2005

Persistent link: https://www.econbiz.de/10013441120

Rare earth market, electric vehicles and future mobility index : a time-frequency analysis with portfolio implications

Haq, Inzamam Ul; Ferreira, Paulo; Maneengam, Apichit; … - In: Risks : open access journal 10 (2022) 7, pp. 1-20

This study investigates the co-movements between the Solactive Electric Vehicle and Future Mobility Index (EVFMI) and multiple rare earth elements (REEs). We applied a TVP-VAR model and bivariate wavelet coherence approach to capture co-movements both in the time and frequency domain considering...

Persistent link: https://www.econbiz.de/10013364879

Limiting CO2 fleet emissions in the automotive industry : a portfolio planning approach

Hüls, Christoph; Thies, Christian; Kieckhäfer, Karsten; … - In: International journal of automotive technology and … 20 (2020) 4, pp. 349-368

Persistent link: https://www.econbiz.de/10012391356

Narrative-based robust stochastic optimization

Klerkx, Rik; Pelsser, Antoon André Jean - In: Journal of economic behavior & organization : JEBO 196 (2022), pp. 266-277

Persistent link: https://www.econbiz.de/10013375239

Risk-based robust statistical learning by stochastic difference-of-convex value-function optimization

Liu, Junyi; Pang, Jong-Shi - In: Operations research 71 (2023) 2, pp. 397-414

Persistent link: https://www.econbiz.de/10014308587

Expected utility optimization with convolutional stochastically ordered returns

Gauchon, Romain; Barigou, Karim - In: Risks : open access journal 12 (2024) 6, pp. 1-19

Expected utility theory is critical for modeling rational decision making under uncertainty, guiding economic agents as …

Persistent link: https://www.econbiz.de/10014636719