Preface: decision making and risk/return optimization in financial economics.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 1, doi. 10.1007/s10479-019-03332-w
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- Article
Works matching IS 02545330 AND DT 2019 AND VI 281 AND IP 1/2
Results: 19
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Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 315, doi. 10.1007/s10479-019-03150-0
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3
International capital asset pricing model: the case of asymmetric information and short-sale.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 161, doi. 10.1007/s10479-019-03133-1
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4
On the multidimensional Black–Scholes partial differential equation.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 229, doi. 10.1007/s10479-018-3001-1
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5
A measure of total firm performance: new insights for the corporate objective.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 121, doi. 10.1007/s10479-018-2983-z
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- Article
6
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 373, doi. 10.1007/s10479-018-2982-0
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- Article
7
An intertemporal capital asset pricing model under incomplete information and short sales.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 143, doi. 10.1007/s10479-018-2909-9
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8
Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 397, doi. 10.1007/s10479-018-2901-4
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9
Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 253, doi. 10.1007/s10479-018-2849-4
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10
Forecast bankruptcy using a blend of clustering and MARS model: case of US banks.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 27, doi. 10.1007/s10479-018-2845-8
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11
Optimal strategy between extraction and storage of crude oil.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 3, doi. 10.1007/s10479-018-2844-9
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12
Portfolio optimization under Solvency II.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 193, doi. 10.1007/s10479-018-2835-x
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13
Dynamic integration and network structure of the EMU sovereign bond markets.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 297, doi. 10.1007/s10479-018-2831-1
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14
NORTA for portfolio credit risk.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 99, doi. 10.1007/s10479-018-2829-8
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15
Revisiting generalized almost stochastic dominance.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 175, doi. 10.1007/s10479-018-2828-9
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16
Idiosyncratic risk and mutual fund performance.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 349, doi. 10.1007/s10479-018-2794-2
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17
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 275, doi. 10.1007/s10479-018-2793-3
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18
Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 423, doi. 10.1007/s10479-018-2792-4
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19
Mixed-asset portfolio allocation under mean-reverting asset returns.
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- Annals of Operations Research, 2019, v. 281, n. 1/2, p. 65, doi. 10.1007/s10479-018-2761-y
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