Constant proportion portfolio insurance effectiveness under transaction costs

von Mkaouar, Farid
Veröffentlicht in International journal of business (2010)

Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity

von Abid, Ilyes
Veröffentlicht in International Finance Conference (8. : 2015 : Paris) Risk management decisions and wealth management in financial economics (2018)

The dark side of the black gold shock onto Europe : one stock's joy is another stock's sorrow

von Kaabia, Olfa
Veröffentlicht in Economic modelling (2016)

Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds

von Mkaouar, Farid
Veröffentlicht in Economic modelling (2017)

A diffusion model for long-term optimization in the presence of stochastic interest and inflation rates

von Mkaouar, Farid
Veröffentlicht in Computational economics (2019)

Optimal strategy between extraction and storage of crude oil

von Abid, Ilyes
Veröffentlicht in International Finance Conference (9. : 2017 : Paris) Decision making and risk/return optimization in financial economics (2019)

A new approach to deal with variable selection in neural networks : an application to bankruptcy prediction

von Abid, Ilyes
Veröffentlicht in Risk management decisions and value under uncertainty (2022)