Journals in DBLP

European Journal of Operational Research
2005, volume: 163, number: 1

1. R. L. D'Ecclesia
   Financial modelling and risk management. [Citation Graph (0, 0)][DBLP]
   European Journal of Operational Research, 2005, v:163, n:1, pp:1-4 [Journal]
   
2. Giorgio Szegö
   Measures of risk. [Citation Graph (0, 0)][DBLP]
   European Journal of Operational Research, 2005, v:163, n:1, pp:5-19 [Journal]
   
3. M. D. Hayford, A. G. Malliaris
   How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule. [Citation Graph (0, 0)][DBLP]
   European Journal of Operational Research, 2005, v:163, n:1, pp:20-29 [Journal]
   
4. Damiano Brigo, Fabio Mercurio, Massimo Morini
   The LIBOR model dynamics: Approximations, calibration and diagnostics. [Citation Graph (0, 0)][DBLP]
   European Journal of Operational Research, 2005, v:163, n:1, pp:30-51 [Journal]
   
5. Rosella Giacometti, Mariangela Teocchi
   On pricing of credit spread options. [Citation Graph (0, 0)][DBLP]
   European Journal of Operational Research, 2005, v:163, n:1, pp:52-64 [Journal]
   
6. Mario Onorato, Edward I. Altman
   An integrated pricing model for defaultable loans and bonds. [Citation Graph (0, 0)][DBLP]
   European Journal of Operational Research, 2005, v:163, n:1, pp:65-82 [Journal]
   
7. Carlo Mari, Roberto Renò
   Credit risk analysis of mortgage loans: An application to the Italian market. [Citation Graph (0, 0)][DBLP]
   European Journal of Operational Research, 2005, v:163, n:1, pp:83-93 [Journal]
   
8. Eugene Nivorozhkin
   The informational content of subordinated debt and equity prices in the presence of bankruptcy costs. [Citation Graph (0, 0)][DBLP]
   European Journal of Operational Research, 2005, v:163, n:1, pp:94-101 [Journal]
   
9. Fabio Bellini, Gianna Figà-Talamanca
   Runs tests for assessing volatility forecastability in financial time series. [Citation Graph (0, 0)][DBLP]
   European Journal of Operational Research, 2005, v:163, n:1, pp:102-114 [Journal]
   
10. Alexei A. Gaivoronski, Sergiy Krylov, Nico van der Wijst
    Optimal portfolio selection and dynamic benchmark tracking. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:115-131 [Journal]
    
11. G. Carcano, P. Falbo, S. Stefani
    Speculative trading in mean reverting markets. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:132-144 [Journal]
    
12. Maria Letizia Guerra, Laerte Sorini
    Testing robustness in calibration of stochastic volatility models. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:145-153 [Journal]
    
13. Jozsef Abaffy, Marida Bertocchi, Adriana Gnudi
    Extensions of the Ho and Lee interest-rate model to the multinomial case. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:154-169 [Journal]
    
14. Maria Rosaria Simonelli
    Indeterminacy in portfolio selection. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:170-176 [Journal]
    
15. Jason Laws, John Thompson
    Hedging effectiveness of stock index futures. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:177-191 [Journal]
    
16. Silvia Muzzioli, Costanza Torricelli
    The pricing of options on an interval binomial tree. An application to the DAX-index option market. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:192-200 [Journal]
    
17. Christian Menn, Svetlozar T. Rachev
    A GARCH option pricing model with alpha-stable innovations. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:201-209 [Journal]
    
18. Algirdas Laukaitis, Alfredas Rackauskas
    Functional data analysis for clients segmentation tasks. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:210-216 [Journal]
    
19. Diana Barro, Elio Canestrelli
    Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:217-229 [Journal]
    
20. Francesco M. Paris
    Selecting an optimal portfolio of consumer loans by applying the state preference approach. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:230-241 [Journal]
    
21. Ken Holden, John Thompson, Yuphin Ruangrit
    The Asian crisis and calendar effects on stock returns in Thailand. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:242-252 [Journal]
    
22. Natividad Blasco, Pilar Corredor, Cristina Del Rio, Rafael Santamaría
    Bad news and Dow Jones make the Spanish stocks go round. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:253-275 [Journal]
    
23. Salvador Cruz Rambaud, José García Pérez, Miguel Angel Sánchez Granero, Juan Evangelista Trinidad Segovia
    Theory of portfolios: New considerations on classic models and the Capital Market Line. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:276-283 [Journal]
    
24. Francesco Maffioli
    In: Alexander Schrijver, Editors, Combinatorial Optimization-Polyhedra and Efficiency or All You Wanted to Know about Polyhedral Combinatorics and Never Dared to Ask. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:163, n:1, pp:284-286 [Journal]