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Number of items: 13.

Article

Alexander, Carol and Rauch, Johannes (2020) A general property for time aggregation. European Journal of Operational Research. ISSN 0377-2217

Kaeck, Andreas and Seeger, Norman J (2019) VIX derivatives, hedging and vol-of-vol risk. European Journal of Operational Research, 283 (2). pp. 767-782. ISSN 0377-2217

Meng, Xiaochun and Taylor, James W (2019) Estimating value-at-risk and expected shortfall using the intraday low and range data. European Journal of Operational Research, 280 (1). pp. 191-202. ISSN 0377-2217

Tsionas, Mike G and Mamatzakis, Emmanuel (2019) Further results on estimating inefficiency effects in stochastic frontier models. European Journal of Operational Research, 275 (3). pp. 1157-1164. ISSN 0377-2217

Alexander, Carol, Kaeck, Andreas and Sumawong, Anannit (2019) A parsimonious parametric model for generating margin requirements for futures. European Journal of Operational Research, 273 (1). pp. 31-43. ISSN 0377-2217

Fabozzi, Frank J, Paletta, Tommaso and Tunaru, Radu (2017) An improved least squares Monte Carlo valuation method based on heteroscedasticity. European Journal of Operational Research, 263 (2). pp. 698-706. ISSN 0377-2217

Drenovak, Mikica, Ranković, Vladimir, Ivanović, Miloš, Branko, Urošević and Jelic, Ranko (2017) Market risk management in a post-Basel II regulatory environment. European Journal of Operational Research, 257 (3). pp. 1030-1044. ISSN 0377-2217

Fabozzi, Frank J, Paletta, Tommaso, Stanescu, Silvia and Tunaru, Radu (2016) An improved method for pricing and hedging long dated American options. European Journal of Operational Research, 254 (2). pp. 656-666. ISSN 0377-2217

Tsionas, Mike and Mamatzakis, Emmanuel C (2016) Adjustment costs in the technical efficiency: an application to global banking. European Journal of Operational Research, 256 (2). pp. 640-649. ISSN 0377-2217

Van Der Heijden, Hans and Garn, Wolfgang (2013) Profitability in the car industry: new measures for estimating taergets and target directions. European Journal of Operational Research, 225 (3). pp. 420-428. ISSN 0377-2217

Potter, Andrew, Yang, Biao and Lalwani, Chandra (2007) A simulation study of despatch bay performance in the steel processing industry. European Journal of Operational Research, 179 (2). pp. 567-578. ISSN 0377-2217

Sharples, M., Jeffery, N., du Boulay, J.B.H., Teather, D., Teather, B. and du Boulay, G.H. (2002) Socio-cognitive engineering: a methodology for the design of human-centred technology. European Journal of Operational Research, 136 (2). pp. 310-323. ISSN 0377-2217

Sharples, M, Jeffery, N, du Boulay, J B H, Teather, D, Teather, B and du Boulay, G H (2002) Socio-cognitive engineering: a methodology for the design of human-centred technology. European Journal of Operational Research, 136 (2). pp. 310-323. ISSN 0377-2217

This list was generated on Mon Feb 24 06:47:57 2020 GMT.