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 |
Implicit quantiles and expectiles
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2022 |
Bellini, Fabio |
A financial fraud detection indicator for investors : an IDeA
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2022 |
Bernard, Philippe |
Stock exchange efficiency and convergence : international evidence
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2022 |
Clark, Ephraim |
On the relationship between oil and gas markets : a new forecasting framework based on a machine learning approach
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2022 |
Ftiti, Zied |
Transmission of the Greek crisis on the sovereign debt markets in the euro area
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2022 |
Kchaou, Oussama |
Spatial contagion between financial markets : new evidence of asymmetric measures
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2022 |
Miled, Wafa |
Statistical arbitrage in jump-diffusion models with compound Poisson processes
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2022 |
Akyildirim, Erdinc |
General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints
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2022 |
Bellalah, Mondher |
Risk management decisions and value under uncertainty
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2022 |
Barone-Adesi, Giovanni |