| Preface: Decision making and risk/return optimization in financial economics
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2019 |
AitSahlia, Farid |
| Optimal strategy between extraction and storage of crude oil
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2019 |
Abid, Ilyes |
| Stylized algorithmic trading : satisfying the predictive near-term demand of liquidity
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2019 |
Sun, Edward W. |
| Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales
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2019 |
Bellalah, Mondher |
| Forecast bankruptcy using a blend of clustering and MARS model : case of US banks
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2019 |
Affes, Zeineb |
| International capital asset pricing model : the case of asymmetric information and short-sale
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2019 |
Bellalah, Makram |
| Revisiting generalized almost stochastic dominance
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2019 |
Chang, Jow-Ran |
| Portfolio optimization under Solvency II
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2019 |
Escobar, Marcos |
| Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
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2019 |
Jawadi, Fredj |
| Computation of the corrected Cornish-Fisher expansion using the response surface methodology : application to VaR and CVaR
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2019 |
Amédée-Manesme, Charles-Olivier |
| Mixed-asset portfolio allocation under mean-reverting asset returns
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2019 |
Amédée-Manesme, Charles-Olivier |
| Dynamic integration and network structure of the EMU sovereign bond markets
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2019 |
Sensoy, Ahmet |
| Measuring the risk of European carbon market : an empirical mode decomposition-based value at risk approach
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2019 |
Zhu, Bangzhu |
| NORTA for portfolio credit risk
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2019 |
Ayadi, Mohamed |
| A measure of total firm performance : new insights for the corporate objective
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2019 |
Belghitar, Yacine |
| An intertemporal capital asset pricing model under incomplete information and short sales
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2019 |
Bellalah, Mondher |
| On the multidimensional Black-Scholes partial differential equation
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2019 |
Guillaume, Tristan |
| Short-horizon market efficiency, order imbalance, and speculative trading : evidence from the Chinese stock market
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2019 |
Hu, Yingyi |
| Idiosyncratic risk and mutual fund performance
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2019 |
Vidal-García, Javier |
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