| |
| 2006 | ||
|---|---|---|
| 5 | EE | Tarja Joro, Paul Na: Portfolio performance evaluation in a mean-variance-skewness framework. European Journal of Operational Research 175(1): 446-461 (2006) |
| 2004 | ||
| 4 | EE | Tarja Joro, Anne R. Niu, Paul Na: A Simulation-Based First-to-Default (FtD) Credit Default Swap (CDS) Pricing Approach under Jump-Diffusion. Winter Simulation Conference 2004: 1632- |
| 2003 | ||
| 3 | EE | Tarja Joro, Paul Na: Simulation for risk management: a simulation-based credit default swap pricing approach under jump-diffusion. Winter Simulation Conference 2003: 360-363 |
| 2 | EE | Ralph E. Steuer, Paul Na: Multiple criteria decision making combined with finance: A categorized bibliographic study. European Journal of Operational Research 150(3): 496-515 (2003) |
| 2002 | ||
| 1 | EE | Tarja Joro, Paul Na: Derivatives and credit risk: credit risk modeling for catastrophic events. Winter Simulation Conference 2002: 1511-1514 |
| 1 | Tarja Joro | [1] [3] [4] [5] |
| 2 | Anne R. Niu | [4] |
| 3 | Ralph E. Steuer | [2] |