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Impact of Option Strategies in Financial Portfolios Performance : Mean-Variance and Stochastic Dominance Approaches.
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- Finance India, 2009, v. 23, n. 2, p. 503
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- Article
Optimal Hedge Ratios Estimates: Static vs Dynamic Hedging.
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- Finance India, 2004, v. 18, n. 1, p. 655
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- Article
Linkages between, and Contagion in, Asian Stock and Foreign Exchange Markets (September 1989--October 1999).
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- Finance India, 2003, v. 17, n. 4, p. 1311
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- Article
Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/179230
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- Article
Sovereign Credit Risk in Saudi Arabia, Morocco and Egypt.
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- Journal of Risk & Financial Management, 2024, v. 17, n. 7, p. 283, doi. 10.3390/jrfm17070283
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- Article
Contingent convertible lease modeling and credit risk management.
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- Financial Innovation, 2022, v. 8, n. 1, p. 1, doi. 10.1186/s40854-022-00393-y
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- Article
Regime-Switching Behaviour in the Conditional Volatility of MENA Stock Market Returns.
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- Journal of Emerging Market Finance, 2014, v. 13, n. 3, p. 253, doi. 10.1177/0972652714552042
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- Article
A Methodology to Estimate the Interest Rate Yield Curve in Illiquid Market: The Tunisian Case.
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- Journal of Emerging Market Finance, 2014, v. 13, n. 3, p. 305, doi. 10.1177/0972652714552040
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- Article
Pricing Basket Credit Default Swap: An Empirically-Based Simulation Study.
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- ICFAI Journal of Derivatives Markets, 2009, v. 6, n. 1, p. 49
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- Article
Capital adequacy and risk management in banking industry.
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- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 1, p. 113, doi. 10.1002/asmb.2127
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- Article
Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility.
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- Computational Intelligence, 2016, v. 32, n. 3, p. 369, doi. 10.1111/coin.12057
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- Article
Pricing and Hedging Copper Futures on the London Metal Exchange.
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- IUP Journal of Applied Finance, 2012, v. 18, n. 1, p. 68
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- Article
THE DETERMINANTS OF CREDIT DEFAULT SWAP RATES:: AN EXPLANATORY STUDY.
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- International Journal of Theoretical & Applied Finance, 2006, v. 9, n. 1, p. 23, doi. 10.1142/S0219024906003445
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- Article
THE IMPACT OF STOCK RETURNS VOLATILITY ON CREDIT DEFAULT SWAP RATES:: A COPULA STUDY.
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- International Journal of Theoretical & Applied Finance, 2005, v. 8, n. 8, p. 1135, doi. 10.1142/S0219024905003372
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- Article
A Multiobjective Model for Bank Asset Liability Management: The Case of a Tunisian Bank.
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- IUP Journal of Financial Risk Management, 2013, v. 10, n. 4, p. 35
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- Article
The extent of virgin olive-oil prices' distribution revealing the behavior of market speculators.
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- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 2, p. 561, doi. 10.1007/s11156-017-0638-9
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- Article
A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes.
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- Journal of Industrial & Management Optimization, 2023, v. 19, n. 10, p. 1, doi. 10.3934/jimo.2023017
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- Article