Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion
|
2022 |
Amédée-Manesme, Charles-Olivier |
Foreign currency hedging and firm productive efficiency
|
2022 |
Boubaker, Sabri |
Pricing insurance premia : a top down approach
|
2022 |
Errais, Eymen |
Concurrent neural network : a model of competition between times series
|
2022 |
Garnier, Rémy |
Governed by the cycle : interest rate sensitivity of emerging market corporate debt
|
2022 |
Gubareva, Mariya |
Closed form valuation of barrier options with stochastic barriers
|
2022 |
Guillaume, Tristan |
Risk management methodology in the supply chain : a case study applied
|
2022 |
Hermoso-Orzáez, M. J. |
Emerging stock market volatility and economic fundamentals : the importance of US uncertainty spillovers, financial and health crises
|
2022 |
Karanasos, Menelaos |
Goal-based investing based on multi-stage robust portfolio optimization
|
2022 |
Kim, Jang Ho |
The Dynkin game with regime switching and applications to pricing game options
|
2022 |
Lv, Siyu |
Long term optimal investment with regime switching : inflation, information and short sales
|
2022 |
Bellalah, Mondher |
Measuring extreme risk dependence between the oil and gas markets
|
2022 |
Ben Ameur, Hachmi |
Nonperforming loan of European Islamic banks over the economic cycle
|
2022 |
Ben Bouheni, Faten |
On the use of the terminal-value approach in risk-value models
|
2022 |
Dorfleitner, Gregor |
Network models to improve robot advisory portfolios
|
2022 |
Giudici, Paolo |
A fuzzy multifactor asset pricing model
|
2022 |
Moussa, Alfred Mbairadjim |
Sourcing decision under interconnected risks : an application of mean-variance preferences approach
|
2022 |
Mukherjee, Soumyatanu |
A model for the optimal selection of lenders
|
2022 |
Rodríguez-Puerta, Inmaculada |
The Brexit impact on European market co-movements
|
2022 |
Ben Ameur, Hachmi |
A meta-measure of performance related to both investors and investments characteristics
|
2022 |
Billio, Monica |