| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A measure of total firm performance: new insights for the corporate objective
|
Belghitar, Yacine
|
|
2018
|
281 |
1-2 |
p. 121-141
|
artikel
|
| 2 |
An intertemporal capital asset pricing model under incomplete information and short sales
|
Bellalah, Mondher
|
|
2018
|
281 |
1-2 |
p. 143-159
|
artikel
|
| 3 |
Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR
|
Amédée-Manesme, Charles-Olivier
|
|
2018
|
281 |
1-2 |
p. 423-453
|
artikel
|
| 4 |
Dynamic integration and network structure of the EMU sovereign bond markets
|
Sensoy, Ahmet
|
|
2018
|
281 |
1-2 |
p. 297-314
|
artikel
|
| 5 |
Forecast bankruptcy using a blend of clustering and MARS model: case of US banks
|
Affes, Zeineb
|
|
2018
|
281 |
1-2 |
p. 27-64
|
artikel
|
| 6 |
Idiosyncratic risk and mutual fund performance
|
Vidal-García, Javier
|
|
2018
|
281 |
1-2 |
p. 349-372
|
artikel
|
| 7 |
International capital asset pricing model: the case of asymmetric information and short-sale
|
Bellalah, Makram
|
|
2019
|
281 |
1-2 |
p. 161-173
|
artikel
|
| 8 |
International capital asset pricing model: the case of asymmetric information and short-sale
|
Bellalah, Makram
|
|
|
281 |
1-2 |
p. 161-173
|
artikel
|
| 9 |
Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales
|
Bellalah, Mondher
|
|
2018
|
281 |
1-2 |
p. 397-422
|
artikel
|
| 10 |
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach
|
Zhu, Bangzhu
|
|
2018
|
281 |
1-2 |
p. 373-395
|
artikel
|
| 11 |
Mixed-asset portfolio allocation under mean-reverting asset returns
|
Amédée-Manesme, Charles-Olivier
|
|
2018
|
281 |
1-2 |
p. 65-98
|
artikel
|
| 12 |
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
|
Jawadi, Fredj
|
|
2018
|
281 |
1-2 |
p. 275-295
|
artikel
|
| 13 |
NORTA for portfolio credit risk
|
Ayadi, Mohamed A.
|
|
2018
|
281 |
1-2 |
p. 99-119
|
artikel
|
| 14 |
On the multidimensional Black–Scholes partial differential equation
|
Guillaume, Tristan
|
|
2018
|
281 |
1-2 |
p. 229-251
|
artikel
|
| 15 |
Optimal strategy between extraction and storage of crude oil
|
Abid, Ilyes
|
|
2018
|
281 |
1-2 |
p. 3-26
|
artikel
|
| 16 |
Portfolio optimization under Solvency II
|
Escobar, Marcos
|
|
2018
|
281 |
1-2 |
p. 193-227
|
artikel
|
| 17 |
Preface: decision making and risk/return optimization in financial economics
|
AitSahlia, Farid
|
|
2019
|
281 |
1-2 |
p. 1-2
|
artikel
|
| 18 |
Revisiting generalized almost stochastic dominance
|
Chang, Jow-Ran
|
|
2018
|
281 |
1-2 |
p. 175-192
|
artikel
|
| 19 |
Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market
|
Hu, Yingyi
|
|
2018
|
281 |
1-2 |
p. 253-274
|
artikel
|
| 20 |
Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity
|
Sun, Edward W.
|
|
2019
|
281 |
1-2 |
p. 315-347
|
artikel
|
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