Preface: analytical models for financial modeling and risk management.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 1, doi. 10.1007/s10479-018-2892-1
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- Article
Works matching IS 02545330 AND DT 2018 AND VI 266 AND IP 1/2
Results: 23
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Assessing efficiency profiles of UK commercial banks: a DEA analysis with regression-based feedback.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 551, doi. 10.1007/s10479-018-2797-z
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- Article
3
Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 441, doi. 10.1007/s10479-018-2788-0
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4
Robust equity portfolio performance.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 293, doi. 10.1007/s10479-017-2739-1
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- Article
5
Loan default prediction by combining soft information extracted from descriptive text in online peer-to-peer lending.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 511, doi. 10.1007/s10479-017-2668-z
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- Article
6
Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal’s simplex.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 101, doi. 10.1007/s10479-017-2655-4
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7
Corporate hedging: an answer to the “how” question.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 35, doi. 10.1007/s10479-017-2645-6
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- Article
8
A combined methodology for the concurrent evaluation of the business, financial and sports performance of football clubs: the case of France.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 589, doi. 10.1007/s10479-017-2631-z
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9
On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 223, doi. 10.1007/s10479-017-2619-8
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- Article
10
On Chinese stock markets: How have they evolved over time?
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 499, doi. 10.1007/s10479-017-2602-4
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- Article
11
Recent advancements in robust optimization for investment management.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 183, doi. 10.1007/s10479-017-2573-5
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- Article
12
Portfolio diversification in the sovereign credit swap markets.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 5, doi. 10.1007/s10479-017-2565-5
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13
An analytical approximation for single barrier options under stochastic volatility models.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 129, doi. 10.1007/s10479-017-2559-3
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14
Portfolio management with benchmark related incentives under mean reverting processes.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 373, doi. 10.1007/s10479-017-2535-y
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15
Optimal decision for the market graph identification problem in a sign similarity network.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 313, doi. 10.1007/s10479-017-2491-6
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16
Robust risk budgeting.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 199, doi. 10.1007/s10479-017-2469-4
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17
Risk minimization in multi-factor portfolios: What is the best strategy?
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 255, doi. 10.1007/s10479-017-2467-6
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18
Constant proportion portfolio insurance in defined contribution pension plan management.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 329, doi. 10.1007/s10479-017-2449-8
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19
Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 71, doi. 10.1007/s10479-017-2438-y
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20
Convexity adjustment for constant maturity swaps in a multi-curve framework.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 159, doi. 10.1007/s10479-017-2430-6
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21
The effects of sector reforms on the productivity of Greek banks: a step-by-step analysis of the pre-Euro era.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 531, doi. 10.1007/s10479-016-2381-3
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22
Are financial ratios relevant for trading credit risk? Evidence from the CDS market.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 395, doi. 10.1007/s10479-016-2373-3
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23
Tracking hedge funds returns using sparse clones.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 349, doi. 10.1007/s10479-016-2371-5
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- Article