| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Are employee stock option exercise decisions better explained through the prospect theory?
|
Bahaji, Hamza
|
|
2016
|
262 |
2 |
p. 335-359
|
article
|
| 2 |
Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity
|
Abid, Ilyes
|
|
2016
|
262 |
2 |
p. 241-256
|
article
|
| 3 |
Dynamic portfolio insurance strategies: risk management under Johnson distributions
|
Naguez, Naceur
|
|
2016
|
262 |
2 |
p. 605-629
|
article
|
| 4 |
Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles)
|
Feldman, David
|
|
2015
|
262 |
2 |
p. 493-518
|
article
|
| 5 |
Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets
|
Avdoulas, Christos
|
|
2015
|
262 |
2 |
p. 307-333
|
article
|
| 6 |
Ex-ante real estate Value at Risk calculation method
|
Amédée-Manesme, Charles-Olivier
|
|
2015
|
262 |
2 |
p. 257-285
|
article
|
| 7 |
How do capital structure and economic regime affect fair prices of bank’s equity and liabilities?
|
Hainaut, Donatien
|
|
2016
|
262 |
2 |
p. 519-545
|
article
|
| 8 |
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
|
Ben Salah, Hanene
|
|
2016
|
262 |
2 |
p. 653-681
|
article
|
| 9 |
Measurement errors in stock markets
|
Ben Ameur, Hachmi
|
|
2016
|
262 |
2 |
p. 287-306
|
article
|
| 10 |
Modelling credit spreads with time volatility, skewness, and kurtosis
|
Clark, Ephraim
|
|
2015
|
262 |
2 |
p. 431-461
|
article
|
| 11 |
On information costs, short sales and the pricing of extendible options, steps and Parisian options
|
Bellalah, Mondher
|
|
2015
|
262 |
2 |
p. 361-387
|
article
|
| 12 |
On the robustness of portfolio allocation under copula misspecification
|
Saida, Abdallah Ben
|
|
2016
|
262 |
2 |
p. 631-652
|
article
|
| 13 |
Option implied ambiguity and its information content: Evidence from the subprime crisis
|
Driouchi, Tarik
|
|
2015
|
262 |
2 |
p. 463-491
|
article
|
| 14 |
Preface: Risk management decisions and wealth management in Financial Economics
|
Ben Ameur, Hatem
|
|
2018
|
262 |
2 |
p. 239-240
|
article
|
| 15 |
Pricing derivatives in the presence of shadow costs of incomplete information and short sales
|
bellalah, Mondher
|
|
2016
|
262 |
2 |
p. 389-411
|
article
|
| 16 |
Risk-based strategies: the social responsibility of investment universes does matter
|
Bertrand, Philippe
|
|
2015
|
262 |
2 |
p. 413-429
|
article
|
| 17 |
Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints
|
Ji, Ran
|
|
2015
|
262 |
2 |
p. 547-578
|
article
|
| 18 |
Systemic risk, financial markets, and performance of financial institutions
|
Lin, Edward M. H.
|
|
2016
|
262 |
2 |
p. 579-603
|
article
|
Journal description