Essec\Faculty\Model\Contribution {#2216 ▼
#_index: "academ_contributions"
#_id: "15438"
#_source: array:26 [
"id" => "15438"
"slug" => "15438-fifty-years-at-the-interface-between-financial-modeling-and-operations-research"
"yearMonth" => "2025-02"
"year" => "2025"
"title" => "Fifty years at the interface between financial modeling and operations research"
"description" => "FABOZZI, F.J., RECCHIONI, M.C. et RENO, R. (2025). Fifty years at the interface between financial modeling and operations research. <i>European Journal of Operational Research</i>, In press. 
FABOZZI, F.J., RECCHIONI, M.C. et RENO, R. (2025). Fifty years at the interface between financial mo "
"authors" => array:3 [
0 => array:3 [
"name" => "RENO Roberto"
"bid" => "B00798674"
"slug" => "reno-roberto"
]
1 => array:1 [
"name" => "FABOZZI Frank J."
]
2 => array:1 [
"name" => "RECCHIONI Maria Cristina"
]
]
"ouvrage" => ""
"keywords" => array:3 [
0 => "Finance"
1 => "Operations research"
2 => "Literature review"
]
"updatedAt" => "2025-02-19 01:00:48"
"publicationUrl" => "https://doi.org/10.1016/j.ejor.2025.01.001"
"publicationInfo" => array:3 [
"pages" => ""
"volume" => "In press"
"number" => ""
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Over the last fifty years, there has been an increasing intersection of methodologies, applications, and contri butions at the frontier of finance and operations research. This invited paper selectively reviews this literature, aiming to provide a building block for future research at the intersection between the two fields. Our review revolves around four main themes: option pricing, interest rate and credit risk modeling, investment strategies, and financial econometrics. The review explores possible avenues for future research, particularly related to machine learning, high-dimensional statistics and a renewed behavioral approach. Over the last fifty years, there has been an increasing intersection of methodologies, applications, "
"en" => "Over the last fifty years, there has been an increasing intersection of methodologies, applications, and contri butions at the frontier of finance and operations research. This invited paper selectively reviews this literature, aiming to provide a building block for future research at the intersection between the two fields. Our review revolves around four main themes: option pricing, interest rate and credit risk modeling, investment strategies, and financial econometrics. The review explores possible avenues for future research, particularly related to machine learning, high-dimensional statistics and a renewed behavioral approach. Over the last fifty years, there has been an increasing intersection of methodologies, applications, "
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2025-04-04T04:21:39.000Z"
"docTitle" => "Fifty years at the interface between financial modeling and operations research"
"docSurtitle" => "Journal articles"
"authorNames" => "<a href="/cv/reno-roberto">RENO Roberto</a>, FABOZZI Frank J., RECCHIONI Maria Cristina"
"docDescription" => "<span class="document-property-authors">RENO Roberto, FABOZZI Frank J., RECCHIONI Maria Cristina</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2025</span> <span class="document-property-authors">RENO Roberto, FABOZZI Frank J., RECCHIONI Maria Cristina</sp "
"keywordList" => "<a href="#">Finance</a>, <a href="#">Operations research</a>, <a href="#">Literature review</a>"
"docPreview" => "<b>Fifty years at the interface between financial modeling and operations research</b><br><span>2025-02 | Journal articles </span> <b>Fifty years at the interface between financial modeling and operations research</b><br><span>2025 "
"docType" => "research"
"publicationLink" => "<a href="https://doi.org/10.1016/j.ejor.2025.01.001" target="_blank">Fifty years at the interface between financial modeling and operations research</a> <a href="https://doi.org/10.1016/j.ejor.2025.01.001" target="_blank">Fifty years at the interface be "
]
+lang: "en"
+"_type": "_doc"
+"_score": 8.819488
+"parent": null
}
