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Publication search results
found 29 matches
- 2018
- Ilyes Abid, Farid Mkaouar, Olfa Kaabia:
Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity. Ann. Oper. Res. 262(2): 241-256 (2018) - Charles-Olivier Amédée-Manesme
, Fabrice Barthélémy:
Ex-ante real estate Value at Risk calculation method. Ann. Oper. Res. 262(2): 257-285 (2018) - Hatem Ben Ameur, Ephraim Clark, André de Palma, Jean-Luc Prigent
:
Preface: Risk management decisions and wealth management in Financial Economics. Ann. Oper. Res. 262(2): 239-240 (2018) - Hachmi Ben Ameur
, Fredj Jawadi
, Abdoulkarim Idi Cheffou, Waël Louhichi:
Measurement errors in stock markets. Ann. Oper. Res. 262(2): 287-306 (2018) - Marcus Ang
, Jie Sun
, Qiang Yao:
On the dual representation of coherent risk measures. Ann. Oper. Res. 262(1): 29-46 (2018) - Christos Avdoulas, Stelios D. Bekiros
, Sabri Boubaker
:
Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets. Ann. Oper. Res. 262(2): 307-333 (2018) - Hamza Bahaji:
Are employee stock option exercise decisions better explained through the prospect theory? Ann. Oper. Res. 262(2): 335-359 (2018) - Roger W. Barnard, Kent Pearce, A. Alexandre Trindade
:
When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management. Ann. Oper. Res. 262(1): 47-65 (2018) - Mondher Bellalah:
On information costs, short sales and the pricing of extendible options, steps and Parisian options. Ann. Oper. Res. 262(2): 361-387 (2018) - Mondher Bellalah:
Pricing derivatives in the presence of shadow costs of incomplete information and short sales. Ann. Oper. Res. 262(2): 389-411 (2018) - Philippe Bertrand
, Vincent Lapointe:
Risk-based strategies: the social responsibility of investment universes does matter. Ann. Oper. Res. 262(2): 413-429 (2018) - Amy Givler Chapman
, John E. Mitchell:
A fair division approach to humanitarian logistics inspired by conditional value-at-risk. Ann. Oper. Res. 262(1): 133-151 (2018) - Ephraim Clark, Selima Baccar:
Modelling credit spreads with time volatility, skewness, and kurtosis. Ann. Oper. Res. 262(2): 431-461 (2018) - Tarik Driouchi, Lenos Trigeorgis
, Raymond H. Y. So:
Option implied ambiguity and its information content: Evidence from the subprime crisis. Ann. Oper. Res. 262(2): 463-491 (2018) - Reza Faturechi, Shabtai Isaac
, Elise Miller-Hooks, Lei Feng:
Risk-based models for emergency shelter and exit design in buildings. Ann. Oper. Res. 262(1): 185-212 (2018) - David Feldman
, Xin Xu:
Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles). Ann. Oper. Res. 262(2): 493-518 (2018) - Donatien Hainaut, Yang Shen
, Yan Zeng:
How do capital structure and economic regime affect fair prices of bank's equity and liabilities? Ann. Oper. Res. 262(2): 519-545 (2018) - Ran Ji
, Miguel A. Lejeune
:
Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints. Ann. Oper. Res. 262(2): 547-578 (2018) - Edward M. H. Lin
, Edward W. Sun
, Min-Teh Yu
:
Systemic risk, financial markets, and performance of financial institutions. Ann. Oper. Res. 262(2): 579-603 (2018) - Yasemin Merzifonluoglu
, Eray Uzgoren
:
Photovoltaic power plant design considering multiple uncertainties and risk. Ann. Oper. Res. 262(1): 153-184 (2018) - Naceur Naguez:
Dynamic portfolio insurance strategies: risk management under Johnson distributions. Ann. Oper. Res. 262(2): 605-629 (2018) - Konstantin Pavlikov
, Stan Uryasev
:
CVaR distance between univariate probability distributions and approximation problems. Ann. Oper. Res. 262(1): 67-88 (2018) - Sandun Perera, Winston S. Buckley, Hongwei Long:
Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps. Ann. Oper. Res. 262(1): 213-238 (2018) - R. Tyrrell Rockafellar
, Johannes O. Royset:
Superquantile/CVaR risk measures: second-order theory. Ann. Oper. Res. 262(1): 3-28 (2018) - Maciej Rysz, Foad Mahdavi Pajouh, Pavlo A. Krokhmal, Eduardo L. Pasiliao:
Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights. Ann. Oper. Res. 262(1): 89-108 (2018) - Abdallah Ben Saida, Jean-Luc Prigent
:
On the robustness of portfolio allocation under copula misspecification. Ann. Oper. Res. 262(2): 631-652 (2018) - Hanene Ben Salah, Mohamed Chaouch, Ali Gannoun, Christian de Peretti
, Abdelwahed Trabelsi:
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier. Ann. Oper. Res. 262(2): 653-681 (2018) - Stan Uryasev
, Jun-ya Gotoh
:
Preface. Ann. Oper. Res. 262(1): 1-2 (2018) - Oleksandra Yezerska, Sergiy Butenko, Vladimir Boginski:
Detecting robust cliques in graphs subject to uncertain edge failures. Ann. Oper. Res. 262(1): 109-132 (2018)
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