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Dynamic large financial networks via conditional expected shortfalls
Bonaccolto, Giovanni; Caporin, Massimiliano; Maillet, … - In: European journal of operational research : EJOR 298 (2022) 1, pp. 322-336
Persistent link: https://www.econbiz.de/10013206844
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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
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An innovative approach for strategic capacity portfolio planning under uncertainties
Wu, Cheng-hung; Chuang, Ya-tang - In: European journal of operational research : EJOR 207 (2010) 2, pp. 1002-1013
Persistent link: https://www.econbiz.de/10008652634
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Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 249 (2016) 2, pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
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Asset portfolio securitizations and cyclicality of regulatory capital
Lützenkirchen, Kristina; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 237 (2014) 1, pp. 289-302
Persistent link: https://www.econbiz.de/10010378603
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Optimal network compression
Amini, Hamed; Feinstein, Zachary - In: European journal of operational research : EJOR 306 (2023) 3, pp. 1439-1455
Persistent link: https://www.econbiz.de/10014279832
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Export diversification through resource-based industrialization : the case of natural gas
Massol, Olivier; Banal-Estañol, Albert - In: European journal of operational research : EJOR 237 (2014) 3, pp. 1067-1082
Persistent link: https://www.econbiz.de/10010384625
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Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg; Pichler, Alois - In: European journal of operational research : EJOR 249 (2016) 1, pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
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Building up time-consistency for risk measures and dynamic optimizatio
De Lara, Michel; Leclère, Vincent - In: European journal of operational research : EJOR 249 (2016) 1, pp. 177-187
Persistent link: https://www.econbiz.de/10011435779
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Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective
Homem-de-Mello, Tito; Pagnoncelli, Bernardo K. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 188-199
Persistent link: https://www.econbiz.de/10011435793