| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A decision-dependent randomness stochastic program for asset–liability management model with a pricing decision
|
Kopa, Miloš
|
|
|
299 |
1-2 |
p. 241-271
|
artikel
|
| 2 |
A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations
|
Yan, Dawen
|
|
|
299 |
1-2 |
p. 659-710
|
artikel
|
| 3 |
Assessing the impact of incomplete information on the resilience of financial networks
|
Cinelli, Matteo
|
|
|
299 |
1-2 |
p. 721-745
|
artikel
|
| 4 |
Asset allocation: new evidence through network approaches
|
Clemente, Gian Paolo
|
|
|
299 |
1-2 |
p. 61-80
|
artikel
|
| 5 |
Atheoretical Regression Trees for classifying risky financial institutions
|
Cappelli, Carmela
|
|
|
299 |
1-2 |
p. 1357-1377
|
artikel
|
| 6 |
Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system
|
Devolder, Pierre
|
|
|
299 |
1-2 |
p. 765-795
|
artikel
|
| 7 |
Banks’ business strategies on the edge of distress
|
Flori, Andrea
|
|
|
299 |
1-2 |
p. 481-530
|
artikel
|
| 8 |
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies
|
Flori, Andrea
|
|
|
299 |
1-2 |
p. 177-213
|
artikel
|
| 9 |
Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation
|
Norton, Matthew
|
|
|
299 |
1-2 |
p. 1281-1315
|
artikel
|
| 10 |
Capital allocation and RORAC optimization under solvency 2 standard formula
|
Baione, Fabio
|
|
|
299 |
1-2 |
p. 747-763
|
artikel
|
| 11 |
Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy
|
Benedetti, Davide
|
|
|
299 |
1-2 |
p. 847-871
|
artikel
|
| 12 |
Comonotonicity and low volatility effect
|
Lai, Wan-Ni
|
|
|
299 |
1-2 |
p. 1057-1099
|
artikel
|
| 13 |
Crypto price discovery through correlation networks
|
Giudici, Paolo
|
|
|
299 |
1-2 |
p. 443-457
|
artikel
|
| 14 |
CVA and vulnerable options pricing by correlation expansions
|
Antonelli, F.
|
|
|
299 |
1-2 |
p. 401-427
|
artikel
|
| 15 |
Dealing with complex transaction costs in portfolio management
|
Beraldi, Patrizia
|
|
|
299 |
1-2 |
p. 7-22
|
artikel
|
| 16 |
Detecting bubbles in Bitcoin price dynamics via market exuberance
|
Cretarola, Alessandra
|
|
|
299 |
1-2 |
p. 459-479
|
artikel
|
| 17 |
Enterprise risk management and economies of scale and scope: evidence from the German insurance industry
|
Altuntas, Muhammed
|
|
|
299 |
1-2 |
p. 811-845
|
artikel
|
| 18 |
Evidence regarding external financing in manufacturing MSEs using partial least squares regression
|
Ceptureanu, Eduard Gabriel
|
|
|
299 |
1-2 |
p. 1189-1202
|
artikel
|
| 19 |
Fair prices under a unified lattice approach for interest rate derivatives
|
Morelli, Giacomo
|
|
|
299 |
1-2 |
p. 429-441
|
artikel
|
| 20 |
Forecasting bankruptcy using biclustering and neural network-based ensembles
|
du Jardin, Philippe
|
|
|
299 |
1-2 |
p. 531-566
|
artikel
|
| 21 |
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?
|
Guidolin, Massimo
|
|
|
299 |
1-2 |
p. 1317-1356
|
artikel
|
| 22 |
Fused Lasso approach in portfolio selection
|
Corsaro, Stefania
|
|
|
299 |
1-2 |
p. 47-59
|
artikel
|
| 23 |
Google search volumes for portfolio management: performances and asset concentration
|
Maggi, Mario
|
|
|
299 |
1-2 |
p. 163-175
|
artikel
|
| 24 |
Internal hedging of intermittent renewable power generation and optimal portfolio selection
|
Lucheroni, Carlo
|
|
|
299 |
1-2 |
p. 873-893
|
artikel
|
| 25 |
Investment and operational decisions for start-up companies: a game theory and Markov decision process approach
|
Archibald, Thomas W.
|
|
|
299 |
1-2 |
p. 317-330
|
artikel
|
| 26 |
Investor behavior and weather factors: evidences from Asian region
|
Kathiravan, Chinnadurai
|
|
|
299 |
1-2 |
p. 349-373
|
artikel
|
| 27 |
Liquidity drops
|
Morelli, Giacomo
|
|
|
299 |
1-2 |
p. 711-719
|
artikel
|
| 28 |
Long memory and crude oil’s price predictability
|
Cerqueti, Roy
|
|
|
299 |
1-2 |
p. 895-906
|
artikel
|
| 29 |
Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism
|
Dosi, Giovanni
|
|
|
299 |
1-2 |
p. 617-657
|
artikel
|
| 30 |
Managing foreign exchange risk with buyer–supplier contracts
|
Shanker, Latha
|
|
|
299 |
1-2 |
p. 1001-1024
|
artikel
|
| 31 |
Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment
|
Naccarato, Alessia
|
|
|
299 |
1-2 |
p. 81-99
|
artikel
|
| 32 |
Measuring credit crunch in Italy: evidence from a survey-based indicator
|
Girardi, Alessandro
|
|
|
299 |
1-2 |
p. 567-592
|
artikel
|
| 33 |
Minimum Rényi entropy portfolios
|
Lassance, Nathan
|
|
|
299 |
1-2 |
p. 23-46
|
artikel
|
| 34 |
Modeling the flow of information between financial time-series by an entropy-based approach
|
Benedetto, F.
|
|
|
299 |
1-2 |
p. 1235-1252
|
artikel
|
| 35 |
Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach
|
Dhesi, Gurjeet
|
|
|
299 |
1-2 |
p. 1397-1410
|
artikel
|
| 36 |
Modelling tail risk with tempered stable distributions: an overview
|
Fallahgoul, Hasan
|
|
|
299 |
1-2 |
p. 1253-1280
|
artikel
|
| 37 |
Model risk in real option valuation
|
Alexander, Carol
|
|
|
299 |
1-2 |
p. 1025-1056
|
artikel
|
| 38 |
Money’s importance from the religious perspective
|
Herteliu, Claudiu
|
|
|
299 |
1-2 |
p. 375-399
|
artikel
|
| 39 |
Multi-asset scenario building for trend-following trading strategies
|
Thomann, Andreas
|
|
|
299 |
1-2 |
p. 293-315
|
artikel
|
| 40 |
Optimal convergence trading with unobservable pricing errors
|
Altay, Sühan
|
|
|
299 |
1-2 |
p. 133-161
|
artikel
|
| 41 |
Optimal investment strategies with a minimum performance constraint
|
Barucci, Emilio
|
|
|
299 |
1-2 |
p. 215-239
|
artikel
|
| 42 |
Peer effects in risk preferences: Evidence from Germany
|
Browne, Mark J.
|
|
|
299 |
1-2 |
p. 1129-1163
|
artikel
|
| 43 |
Pension fund management with investment certificates and stochastic dominance
|
Vitali, Sebastiano
|
|
|
299 |
1-2 |
p. 273-292
|
artikel
|
| 44 |
Pension schemes versus real estate
|
D’Amato, V.
|
|
|
299 |
1-2 |
p. 797-809
|
artikel
|
| 45 |
Preface: recent developments in financial modelling and risk management
|
Cerqueti, Roy
|
|
|
299 |
1-2 |
p. 1-5
|
artikel
|
| 46 |
Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas
|
Franzoni, Simona
|
|
|
299 |
1-2 |
p. 939-962
|
artikel
|
| 47 |
Re-evaluating natural resource investments under uncertainty: An alternative to limited traditional approaches
|
Maier, Sebastian
|
|
|
299 |
1-2 |
p. 907-937
|
artikel
|
| 48 |
Systemic risk assessment through high order clustering coefficient
|
Cerqueti, Roy
|
|
|
299 |
1-2 |
p. 1165-1187
|
artikel
|
| 49 |
Testing for persistence in US mutual funds’ performance: a Bayesian dynamic panel model
|
Mamatzakis, Emmanuel
|
|
|
299 |
1-2 |
p. 1203-1233
|
artikel
|
| 50 |
The European gas market: new evidences
|
Jotanovic, Vera
|
|
|
299 |
1-2 |
p. 963-999
|
artikel
|
| 51 |
The interconnectedness of the economic content in the speeches of the US Presidents
|
Cinelli, Matteo
|
|
|
299 |
1-2 |
p. 593-615
|
artikel
|
| 52 |
The multivariate mixture dynamics model: shifted dynamics and correlation skew
|
Brigo, Damiano
|
|
|
299 |
1-2 |
p. 1411-1435
|
artikel
|
| 53 |
The value of knowing the market price of risk
|
Colaneri, Katia
|
|
|
299 |
1-2 |
p. 101-131
|
artikel
|
| 54 |
Trimmed fuzzy clustering of financial time series based on dynamic time warping
|
D’Urso, Pierpaolo
|
|
|
299 |
1-2 |
p. 1379-1395
|
artikel
|
| 55 |
Volatility in the stock market: ANN versus parametric models
|
D’Ecclesia, Rita Laura
|
|
|
299 |
1-2 |
p. 1101-1127
|
artikel
|
| 56 |
What if versus probabilistic scenarios: a neuroscientific analysis
|
Castellano, Rosella
|
|
|
299 |
1-2 |
p. 331-347
|
artikel
|
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