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@article{DBLP:journals/anor/BlomvallE18,
author = {J{\"{o}}rgen Blomvall and
Jonas Ekblom},
title = {Corporate hedging: an answer to the "how" question},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {35--69},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2645-6},
doi = {10.1007/S10479-017-2645-6},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/BlomvallE18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Cano-BerlangaG18,
author = {Sebasti{\'{a}}n Cano{-}Berlanga and
Jos{\'{e}}{-}Manuel Gim{\'{e}}nez{-}G{\'{o}}mez},
title = {On Chinese stock markets: How have they evolved over time?},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {499--510},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2602-4},
doi = {10.1007/S10479-017-2602-4},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/Cano-BerlangaG18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ChalamandarisV18,
author = {George Chalamandaris and
Nikos E. Vlachogiannakis},
title = {Are financial ratios relevant for trading credit risk? Evidence from
the {CDS} market},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {395--440},
year = {2018},
url = {https://doi.org/10.1007/s10479-016-2373-3},
doi = {10.1007/S10479-016-2373-3},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/ChalamandarisV18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ConsiglioLZ18,
author = {Andrea Consiglio and
Somayyeh Lotfi and
Stavros A. Zenios},
title = {Portfolio diversification in the sovereign credit swap markets},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {5--33},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2565-5},
doi = {10.1007/S10479-017-2565-5},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/ConsiglioLZ18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/FunahashiH18,
author = {Hideharu Funahashi and
Tomohide Higuchi},
title = {An analytical approximation for single barrier options under stochastic
volatility models},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {129--157},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2559-3},
doi = {10.1007/S10479-017-2559-3},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/FunahashiH18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GalariotisGZ18,
author = {Emilios Galariotis and
Christophe Germain and
Constantin Zopounidis},
title = {A combined methodology for the concurrent evaluation of the business,
financial and sports performance of football clubs: the case of France},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {589--612},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2631-z},
doi = {10.1007/S10479-017-2631-Z},
timestamp = {Mon, 03 Jan 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/GalariotisGZ18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GiuzioEPW18,
author = {Margherita Giuzio and
Kay Eichhorn{-}Schott and
Sandra Paterlini and
Vincent Weber},
title = {Tracking hedge funds returns using sparse clones},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {349--371},
year = {2018},
url = {https://doi.org/10.1007/s10479-016-2371-5},
doi = {10.1007/S10479-016-2371-5},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/GiuzioEPW18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GubarevaB18,
author = {Mariya Gubareva and
Maria Rosa Borges},
title = {Rethinking economic capital management through the integrated derivative-based
treatment of interest rate and credit risk},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {71--100},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2438-y},
doi = {10.1007/S10479-017-2438-Y},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/GubarevaB18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/JiangWWD18,
author = {Cuiqing Jiang and
Zhao Wang and
Ruiya Wang and
Yong Ding},
title = {Loan default prediction by combining soft information extracted from
descriptive text in online peer-to-peer lending},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {511--529},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2668-z},
doi = {10.1007/S10479-017-2668-Z},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/JiangWWD18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/KalyaginKKP18,
author = {Valeriy A. Kalyagin and
Alexander P. Koldanov and
Petr A. Koldanov and
Panos M. Pardalos},
title = {Optimal decision for the market graph identification problem in a
sign similarity network},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {313--327},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2491-6},
doi = {10.1007/S10479-017-2491-6},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/KalyaginKKP18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/KapsosCR18,
author = {Michalis Kapsos and
Nicos Christofides and
Ber{\c{c}} Rustem},
title = {Robust risk budgeting},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {199--221},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2469-4},
doi = {10.1007/S10479-017-2469-4},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/KapsosCR18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/KarouzakisHA18,
author = {Nikolaos Karouzakis and
John Hatgioannides and
Kostas Andriosopoulos},
title = {Convexity adjustment for constant maturity swaps in a multi-curve
framework},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {159--181},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2430-6},
doi = {10.1007/S10479-017-2430-6},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/KarouzakisHA18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/KimKF18,
author = {Jang Ho Kim and
Woo Chang Kim and
Frank J. Fabozzi},
title = {Recent advancements in robust optimization for investment management},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {183--198},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2573-5},
doi = {10.1007/S10479-017-2573-5},
timestamp = {Mon, 26 Jun 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/KimKF18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/KimKKF18,
author = {Jang Ho Kim and
Woo Chang Kim and
Do{-}Gyun Kwon and
Frank J. Fabozzi},
title = {Robust equity portfolio performance},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {293--312},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2739-1},
doi = {10.1007/S10479-017-2739-1},
timestamp = {Mon, 26 Jun 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/KimKKF18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Koutmos18,
author = {Dimitrios Koutmos},
title = {Interdependencies between {CDS} spreads in the European Union: Is
Greece the black sheep or black swan?},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {441--498},
year = {2018},
url = {https://doi.org/10.1007/s10479-018-2788-0},
doi = {10.1007/S10479-018-2788-0},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/Koutmos18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/KremerTP18,
author = {Philipp J. Kremer and
Andreea Talmaciu and
Sandra Paterlini},
title = {Risk minimization in multi-factor portfolios: What is the best strategy?},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {255--291},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2467-6},
doi = {10.1007/S10479-017-2467-6},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/KremerTP18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/NicolosiAH18,
author = {Marco Nicolosi and
Flavio Angelini and
Stefano Herzel},
title = {Portfolio management with benchmark related incentives under mean
reverting processes},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {373--394},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2535-y},
doi = {10.1007/S10479-017-2535-Y},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/NicolosiAH18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/OuennicheC18,
author = {Jamal Ouenniche and
Skarleth Carrales},
title = {Assessing efficiency profiles of {UK} commercial banks: a {DEA} analysis
with regression-based feedback},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {551--587},
year = {2018},
url = {https://doi.org/10.1007/s10479-018-2797-z},
doi = {10.1007/S10479-018-2797-Z},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/OuennicheC18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/PacP18,
author = {A. Burak Pa{\c{c}} and
Mustafa {\c{C}}. Pinar},
title = {On robust portfolio and na{\"{\i}}ve diversification: mixing
ambiguous and unambiguous assets},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {223--253},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2619-8},
doi = {10.1007/S10479-017-2619-8},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/PacP18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/SieragH18,
author = {Dirk Sierag and
Bernard Hanzon},
title = {Pricing derivatives on multiple assets: recombining multinomial trees
based on Pascal's simplex},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {101--127},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2655-4},
doi = {10.1007/S10479-017-2655-4},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/SieragH18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/TemocinKS18a,
author = {B{\"{u}}sra Zeynep Temo{\c{c}}in and
Ralf Korn and
A. Sevtap Selcuk{-}Kestel},
title = {Constant proportion portfolio insurance in defined contribution pension
plan management},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {329--348},
year = {2018},
url = {https://doi.org/10.1007/s10479-017-2449-8},
doi = {10.1007/S10479-017-2449-8},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/TemocinKS18a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/TziogkidisMP18,
author = {Panagiotis Tziogkidis and
Kent Matthews and
Dionisis Philippas},
title = {The effects of sector reforms on the productivity of Greek banks:
a step-by-step analysis of the pre-Euro era},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {531--549},
year = {2018},
url = {https://doi.org/10.1007/s10479-016-2381-3},
doi = {10.1007/S10479-016-2381-3},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/TziogkidisMP18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ZopounidisDK18,
author = {Constantin Zopounidis and
Michael Doumpos and
Kyriaki Kosmidou},
title = {Preface: analytical models for financial modeling and risk management},
journal = {Ann. Oper. Res.},
volume = {266},
number = {1-2},
pages = {1--4},
year = {2018},
url = {https://doi.org/10.1007/s10479-018-2892-1},
doi = {10.1007/S10479-018-2892-1},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/ZopounidisDK18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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