| Measuring extreme risk dependence between the oil and gas markets
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2022 |
Ben Ameur, Hachmi |
| Nonperforming loan of European Islamic banks over the economic cycle
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2022 |
Ben Bouheni, Faten |
| On the use of the terminal-value approach in risk-value models
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2022 |
Dorfleitner, Gregor |
| Network models to improve robot advisory portfolios
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2022 |
Giudici, Paolo |
| A fuzzy multifactor asset pricing model
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2022 |
Moussa, Alfred Mbairadjim |
| Sourcing decision under interconnected risks : an application of mean-variance preferences approach
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2022 |
Mukherjee, Soumyatanu |
| A model for the optimal selection of lenders
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2022 |
Rodríguez-Puerta, Inmaculada |
| The Brexit impact on European market co-movements
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2022 |
Ben Ameur, Hachmi |
| A meta-measure of performance related to both investors and investments characteristics
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2022 |
Billio, Monica |
| A new approach to deal with variable selection in neural networks : an application to bankruptcy prediction
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2022 |
Abid, Ilyes |
| A quantitative method for opinion ratings and analysis : an event study
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2022 |
Akeb, Hakim |
| Forecasting high-frequency stock returns : a comparison of alternative methods
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2022 |
Akyildirim, Erdinc |
| Optimal feedback control of stock prices under credit risk dynamics
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2022 |
Shao, Jinghai |
| On the risk management of demand deposits : quadratic hedging of interest rate margins
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2022 |
Adam, Alexandre |
| Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion
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2022 |
Amédée-Manesme, Charles-Olivier |
| Foreign currency hedging and firm productive efficiency
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2022 |
Boubaker, Sabri |
| Pricing insurance premia : a top down approach
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2022 |
Errais, Eymen |
| Concurrent neural network : a model of competition between times series
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2022 |
Garnier, Rémy |
| Governed by the cycle : interest rate sensitivity of emerging market corporate debt
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2022 |
Gubareva, Mariya |
| Closed form valuation of barrier options with stochastic barriers
|
2022 |
Guillaume, Tristan |
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