Остановите войну!
for scientists:
default search action
Search dblp
Full-text search
- > Home
Please enter a search query
- case-insensitive prefix search: default
e.g., sig matches "SIGIR" as well as "signal" - exact word search: append dollar sign ($) to word
e.g., graph$ matches "graph", but not "graphics" - boolean and: separate words by space
e.g., codd model - boolean or: connect words by pipe symbol (|)
e.g., graph|network
Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.
Author search results
no matches
Venue search results
no matches
Refine list
refine by author
- no options
- temporarily not available
refine by venue
- no options
- temporarily not available
refine by type
- no options
- temporarily not available
refine by access
- no options
- temporarily not available
refine by year
- no options
- temporarily not available
Publication search results
found 19 matches
- 2019
- Ilyes Abid, Stéphane Goutte, Farid Mkaouar, Khaled Guesmi:
Optimal strategy between extraction and storage of crude oil. Ann. Oper. Res. 281(1-2): 3-26 (2019) - Zeineb Affes, Rania Hentati-Kaffel:
Forecast bankruptcy using a blend of clustering and MARS model: case of US banks. Ann. Oper. Res. 281(1-2): 27-64 (2019) - Farid AitSahlia, Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent:
Preface: decision making and risk/return optimization in financial economics. Ann. Oper. Res. 281(1-2): 1-2 (2019) - Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Philippe Bertrand, Jean-Luc Prigent:
Mixed-asset portfolio allocation under mean-reverting asset returns. Ann. Oper. Res. 281(1-2): 65-98 (2019) - Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Didier Maillard:
Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to VaR and CVaR. Ann. Oper. Res. 281(1-2): 423-453 (2019) - Mohamed A. Ayadi, Hatem Ben-Ameur, Nabil Channouf, Quang Khoi Tran:
NORTA for portfolio credit risk. Ann. Oper. Res. 281(1-2): 99-119 (2019) - Yacine Belghitar, Ephraim Clark, Konstantinos Kassimatis:
A measure of total firm performance: new insights for the corporate objective. Ann. Oper. Res. 281(1-2): 121-141 (2019) - Makram Bellalah, Fredj Amine Dammak:
International capital asset pricing model: the case of asymmetric information and short-sale. Ann. Oper. Res. 281(1-2): 161-173 (2019) - Mondher Bellalah, Yaosheng Xu, Detao Zhang:
Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales. Ann. Oper. Res. 281(1-2): 397-422 (2019) - Mondher Bellalah, Detao Zhang:
An intertemporal capital asset pricing model under incomplete information and short sales. Ann. Oper. Res. 281(1-2): 143-159 (2019) - Jow-Ran Chang, Wei-Han Liu, Mao-Wei Hung:
Revisiting generalized almost stochastic dominance. Ann. Oper. Res. 281(1-2): 175-192 (2019) - Marcos Escobar, Paul Kriebel, Markus Wahl, Rudi Zagst:
Portfolio optimization under Solvency II. Ann. Oper. Res. 281(1-2): 193-227 (2019) - Tristan Guillaume:
On the multidimensional Black-Scholes partial differential equation. Ann. Oper. Res. 281(1-2): 229-251 (2019) - Yingyi Hu:
Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market. Ann. Oper. Res. 281(1-2): 253-274 (2019) - Fredj Jawadi, Waël Louhichi, Abdoulkarim Idi Cheffou, Hachmi Ben Ameur:
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model. Ann. Oper. Res. 281(1-2): 275-295 (2019) - Ahmet Sensoy, Duc Khuong Nguyen, Ahmed Rostom, Erk Hacihasanoglu:
Dynamic integration and network structure of the EMU sovereign bond markets. Ann. Oper. Res. 281(1-2): 297-314 (2019) - Edward W. Sun, Timm Kruse, Yi-Ting Chen:
Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity. Ann. Oper. Res. 281(1-2): 315-347 (2019) - Javier Vidal-García, Marta Vidal, Sabri Boubaker, Riadh Manita:
Idiosyncratic risk and mutual fund performance. Ann. Oper. Res. 281(1-2): 349-372 (2019) - Bangzhu Zhu, Shunxin Ye, Kaijian He, Julien Chevallier, Rui Xie:
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach. Ann. Oper. Res. 281(1-2): 373-395 (2019)
loading more results
failed to load more results, please try again later
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from , , and to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
retrieved on 2024-07-26 13:19 CEST from data curated by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint