Found: 33
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Cross-influence of information and risk effects on the IPO market: exploring risk disclosure with a machine learning approach.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 761, doi. 10.1007/s10479-022-05012-8
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- Article
Monte carlo within simulated annealing for integral constrained optimizations.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 205, doi. 10.1007/s10479-022-04994-9
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- Article
A multidimensional Bayesian model to test the impact of investor sentiment on equity premium.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 919, doi. 10.1007/s10479-023-05165-0
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- Article
Dynamic history-dependent tax and environmental compliance monitoring of risk-averse firms.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 469, doi. 10.1007/s10479-022-05113-4
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- Article
Green transition, investment horizon, and dynamic portfolio decisions.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 265, doi. 10.1007/s10479-022-05018-2
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- Article
Operational research insights on risk, resilience & dynamics of financial & economic systems.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 1, doi. 10.1007/s10479-024-05869-x
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- Article
Dirty versus renewable energy consumption in China: a comparative analysis between conventional and non-conventional approaches.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 601, doi. 10.1007/s10479-023-05181-0
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- Article
Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 133, doi. 10.1007/s10479-022-04881-3
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- Article
Is CSR linked to idiosyncratic risk? Evidence from the copula approach.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 799, doi. 10.1007/s10479-022-04980-1
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- Article
Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 547, doi. 10.1007/s10479-022-04568-9
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- Article
Investor attention and cryptocurrency market liquidity: a double-edged sword.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 815, doi. 10.1007/s10479-022-04915-w
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- Article
Venture capital activities under uncertainty: US and UK investors behavior.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 885, doi. 10.1007/s10479-022-04962-3
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- Article
A semi-supervised learning approach for variance reduction in life insurance.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 157, doi. 10.1007/s10479-022-04845-7
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- Article
The effect of liquidity creation on systemic risk: evidence from European banking sector.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 357, doi. 10.1007/s10479-022-04836-8
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- Article
Pricing for a vulnerable bull spread options using a mixed modified fractional Hull–White–Vasicek model.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 101, doi. 10.1007/s10479-022-04808-y
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- Article
Financial stability, liquidity risk and income diversification: evidence from European banks using the CAMELS–DEA approach.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 391, doi. 10.1007/s10479-022-04805-1
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- Article
How efficient are natural gas markets in practice? A wavelet-based approach.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 623, doi. 10.1007/s10479-022-04750-z
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- Article
Tail risk connectedness in clean energy and oil financial market.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 575, doi. 10.1007/s10479-022-04745-w
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- Article
Mean-semivariance portfolio optimization using minimum average partial.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 185, doi. 10.1007/s10479-022-04736-x
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- Article
Forecasting gold price with the XGBoost algorithm and SHAP interaction values.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 679, doi. 10.1007/s10479-021-04187-w
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- Article
Black-scholes approximation of warrant prices: slight return in a low interest rate environment.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 83, doi. 10.1007/s10479-022-04622-6
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Evaluating the discrimination ability of proper multi-variate scoring rules.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 857, doi. 10.1007/s10479-022-04611-9
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- Article
Bank stock performance during the COVID-19 crisis: does efficiency explain why Islamic banks fared relatively better?
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 317, doi. 10.1007/s10479-022-04600-y
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- Article
Unlocking the black box: Non-parametric option pricing before and during COVID-19.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 59, doi. 10.1007/s10479-022-04578-7
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Investigating into the dual role of loan loss reserves in banking production process.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 423, doi. 10.1007/s10479-021-04365-w
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- Article
Revisiting Islamic banking efficiency using multivariate adaptive regression splines.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 287, doi. 10.1007/s10479-022-04545-2
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Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 497, doi. 10.1007/s10479-021-04510-5
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Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 241, doi. 10.1007/s10479-021-04372-x
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- Article
Time-frequency information transmission among financial markets: evidence from implied volatility.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 701, doi. 10.1007/s10479-021-04266-y
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- Article
Financial uncertainty and interest rate movements: is Asian bond market volatility different?
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 731, doi. 10.1007/s10479-021-04314-7
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The nexus between black and digital gold: evidence from US markets.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 521, doi. 10.1007/s10479-021-04192-z
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- Article
Seasonal volatility in agricultural markets: modelling and empirical investigations.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 7, doi. 10.1007/s10479-021-04241-7
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An intelligent payment card fraud detection system.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 445, doi. 10.1007/s10479-021-04149-2
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