| 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 |
| Forecasting high-frequency stock returns : a comparison of alternative methods
|
2022 |
Akyildirim, Erdinc |
| Optimal feedback control of stock prices under credit risk dynamics
|
2022 |
Shao, Jinghai |
| On the risk management of demand deposits : quadratic hedging of interest rate margins
|
2022 |
Adam, Alexandre |
| Implicit quantiles and expectiles
|
2022 |
Bellini, Fabio |
| A financial fraud detection indicator for investors : an IDeA
|
2022 |
Bernard, Philippe |
| Stock exchange efficiency and convergence : international evidence
|
2022 |
Clark, Ephraim |
| On the relationship between oil and gas markets : a new forecasting framework based on a machine learning approach
|
2022 |
Ftiti, Zied |
| Transmission of the Greek crisis on the sovereign debt markets in the euro area
|
2022 |
Kchaou, Oussama |
| Spatial contagion between financial markets : new evidence of asymmetric measures
|
2022 |
Miled, Wafa |
Tag hinzufügen