Risk management decisions and value under uncertainty.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 603, doi. 10.1007/s10479-022-04746-9
- By:
- Publication type:
- Article
Works matching IS 02545330 AND DT 2022 AND VI 313 AND IP 2
Results: 34
1
2
Sourcing decision under interconnected risks: an application of mean–variance preferences approach.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1243, doi. 10.1007/s10479-021-04485-3
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- Publication type:
- Article
3
Goal-based investing based on multi-stage robust portfolio optimization.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1141, doi. 10.1007/s10479-021-04473-7
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- Publication type:
- Article
4
Forecasting high-frequency stock returns: a comparison of alternative methods.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 639, doi. 10.1007/s10479-021-04464-8
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- Publication type:
- Article
5
Network models to improve robot advisory portfolios.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 965, doi. 10.1007/s10479-021-04312-9
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- Publication type:
- Article
6
Concurrent neural network: a model of competition between times series.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 945, doi. 10.1007/s10479-021-04253-3
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- Publication type:
- Article
7
A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 605, doi. 10.1007/s10479-021-04236-4
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- Publication type:
- Article
8
A fuzzy multifactor asset pricing model.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1221, doi. 10.1007/s10479-021-04228-4
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- Publication type:
- Article
9
Spatial contagion between financial markets: new evidence of asymmetric measures.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1183, doi. 10.1007/s10479-021-04223-9
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- Publication type:
- Article
10
Risk management methodology in the supply chain: a case study applied.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1051, doi. 10.1007/s10479-021-04220-y
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- Publication type:
- Article
11
Implicit quantiles and expectiles.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 733, doi. 10.1007/s10479-021-04054-8
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- Publication type:
- Article
12
Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1077, doi. 10.1007/s10479-021-04042-y
- By:
- Publication type:
- Article
13
Nonperforming loan of European Islamic banks over the economic cycle.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 773, doi. 10.1007/s10479-021-04038-8
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- Publication type:
- Article
14
A quantitative method for opinion ratings and analysis: an event study.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 625, doi. 10.1007/s10479-021-04023-1
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- Publication type:
- Article
15
Optimal feedback control of stock prices under credit risk dynamics.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1285, doi. 10.1007/s10479-021-04002-6
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- Publication type:
- Article
16
A model for the optimal selection of lenders.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1269, doi. 10.1007/s10479-021-03988-3
- By:
- Publication type:
- Article
17
Governed by the cycle: interest rate sensitivity of emerging market corporate debt.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 991, doi. 10.1007/s10479-021-03972-x
- By:
- Publication type:
- Article
18
Statistical arbitrage in jump-diffusion models with compound Poisson processes.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1357, doi. 10.1007/s10479-021-03965-w
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- Publication type:
- Article
19
Transmission of the Greek crisis on the sovereign debt markets in the euro area.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1117, doi. 10.1007/s10479-021-03938-z
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- Publication type:
- Article
20
The Brexit impact on European market co-movements.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1387, doi. 10.1007/s10479-020-03899-9
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- Publication type:
- Article
21
Stock exchange efficiency and convergence: international evidence.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 855, doi. 10.1007/s10479-020-03869-1
- By:
- Publication type:
- Article
22
Closed form valuation of barrier options with stochastic barriers.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1021, doi. 10.1007/s10479-020-03860-w
- By:
- Publication type:
- Article
23
Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 691, doi. 10.1007/s10479-020-03858-4
- By:
- Publication type:
- Article
24
Measuring extreme risk dependence between the oil and gas markets.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 755, doi. 10.1007/s10479-020-03796-1
- By:
- Publication type:
- Article
25
A meta-measure of performance related to both investors and investments characteristics.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1405, doi. 10.1007/s10479-020-03771-w
- By:
- Publication type:
- Article
26
Foreign currency hedging and firm productive efficiency.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 833, doi. 10.1007/s10479-020-03730-5
- By:
- Publication type:
- Article
27
On the risk management of demand deposits: quadratic hedging of interest rate margins.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1319, doi. 10.1007/s10479-020-03726-1
- By:
- Publication type:
- Article
28
Long term optimal investment with regime switching: inflation, information and short sales.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1373, doi. 10.1007/s10479-020-03692-8
- By:
- Publication type:
- Article
29
General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 713, doi. 10.1007/s10479-020-03663-z
- By:
- Publication type:
- Article
30
The Dynkin game with regime switching and applications to pricing game options.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 1159, doi. 10.1007/s10479-020-03656-y
- By:
- Publication type:
- Article
31
On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 915, doi. 10.1007/s10479-020-03652-2
- By:
- Publication type:
- Article
32
On the use of the terminal-value approach in risk-value models.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 877, doi. 10.1007/s10479-020-03644-2
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- Publication type:
- Article
33
Pricing insurance premia: a top down approach.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 899, doi. 10.1007/s10479-019-03459-w
- By:
- Publication type:
- Article
34
A financial fraud detection indicator for investors: an IDeA.
- Published in:
- Annals of Operations Research, 2022, v. 313, n. 2, p. 809, doi. 10.1007/s10479-019-03360-6
- By:
- Publication type:
- Article