Works matching IS 02545330 AND DT 2022 AND VI 313 AND IP 2
Results: 34
Risk management decisions and value under uncertainty.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 603, doi. 10.1007/s10479-022-04746-9
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Sourcing decision under interconnected risks: an application of mean–variance preferences approach.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1243, doi. 10.1007/s10479-021-04485-3
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Goal-based investing based on multi-stage robust portfolio optimization.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1141, doi. 10.1007/s10479-021-04473-7
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Forecasting high-frequency stock returns: a comparison of alternative methods.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 639, doi. 10.1007/s10479-021-04464-8
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Network models to improve robot advisory portfolios.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 965, doi. 10.1007/s10479-021-04312-9
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Concurrent neural network: a model of competition between times series.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 945, doi. 10.1007/s10479-021-04253-3
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A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 605, doi. 10.1007/s10479-021-04236-4
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A fuzzy multifactor asset pricing model.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1221, doi. 10.1007/s10479-021-04228-4
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Spatial contagion between financial markets: new evidence of asymmetric measures.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1183, doi. 10.1007/s10479-021-04223-9
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Risk management methodology in the supply chain: a case study applied.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1051, doi. 10.1007/s10479-021-04220-y
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Implicit quantiles and expectiles.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 733, doi. 10.1007/s10479-021-04054-8
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Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1077, doi. 10.1007/s10479-021-04042-y
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Nonperforming loan of European Islamic banks over the economic cycle.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 773, doi. 10.1007/s10479-021-04038-8
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A quantitative method for opinion ratings and analysis: an event study.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 625, doi. 10.1007/s10479-021-04023-1
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Optimal feedback control of stock prices under credit risk dynamics.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1285, doi. 10.1007/s10479-021-04002-6
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A model for the optimal selection of lenders.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1269, doi. 10.1007/s10479-021-03988-3
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Governed by the cycle: interest rate sensitivity of emerging market corporate debt.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 991, doi. 10.1007/s10479-021-03972-x
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Statistical arbitrage in jump-diffusion models with compound Poisson processes.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1357, doi. 10.1007/s10479-021-03965-w
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Transmission of the Greek crisis on the sovereign debt markets in the euro area.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1117, doi. 10.1007/s10479-021-03938-z
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The Brexit impact on European market co-movements.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1387, doi. 10.1007/s10479-020-03899-9
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Stock exchange efficiency and convergence: international evidence.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 855, doi. 10.1007/s10479-020-03869-1
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Closed form valuation of barrier options with stochastic barriers.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1021, doi. 10.1007/s10479-020-03860-w
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Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 691, doi. 10.1007/s10479-020-03858-4
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Measuring extreme risk dependence between the oil and gas markets.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 755, doi. 10.1007/s10479-020-03796-1
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A meta-measure of performance related to both investors and investments characteristics.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1405, doi. 10.1007/s10479-020-03771-w
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Foreign currency hedging and firm productive efficiency.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 833, doi. 10.1007/s10479-020-03730-5
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On the risk management of demand deposits: quadratic hedging of interest rate margins.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1319, doi. 10.1007/s10479-020-03726-1
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Long term optimal investment with regime switching: inflation, information and short sales.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1373, doi. 10.1007/s10479-020-03692-8
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General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 713, doi. 10.1007/s10479-020-03663-z
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The Dynkin game with regime switching and applications to pricing game options.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 1159, doi. 10.1007/s10479-020-03656-y
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On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 915, doi. 10.1007/s10479-020-03652-2
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On the use of the terminal-value approach in risk-value models.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 877, doi. 10.1007/s10479-020-03644-2
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Pricing insurance premia: a top down approach.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 899, doi. 10.1007/s10479-019-03459-w
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A financial fraud detection indicator for investors: an IDeA.
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- Annals of Operations Research, 2022, v. 313, n. 2, p. 809, doi. 10.1007/s10479-019-03360-6
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