| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A multidimensional Bayesian model to test the impact of investor sentiment on equity premium
|
Mili, Mehdi
|
|
|
334 |
1-3 |
p. 919-939
|
artikel
|
| 2 |
A semi-supervised learning approach for variance reduction in life insurance
|
Jimenez, Martin
|
|
|
334 |
1-3 |
p. 157-184
|
artikel
|
| 3 |
Bank stock performance during the COVID-19 crisis: does efficiency explain why Islamic banks fared relatively better?
|
Mirzaei, Ali
|
|
|
334 |
1-3 |
p. 317-355
|
artikel
|
| 4 |
Black-scholes approximation of warrant prices: slight return in a low interest rate environment
|
Bertrand, Philippe
|
|
|
334 |
1-3 |
p. 83-100
|
artikel
|
| 5 |
Dynamic history-dependent tax and environmental compliance monitoring of risk-averse firms
|
Goldberg, Noam
|
|
|
334 |
1-3 |
p. 469-495
|
artikel
|
| 6 |
Evaluating the discrimination ability of proper multi-variate scoring rules
|
Alexander, C.
|
|
|
334 |
1-3 |
p. 857-883
|
artikel
|
| 7 |
Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics
|
Faye, Benoît
|
|
|
334 |
1-3 |
p. 497-520
|
artikel
|
| 8 |
Financial stability, liquidity risk and income diversification: evidence from European banks using the CAMELS–DEA approach
|
Ben Lahouel, Béchir
|
|
|
334 |
1-3 |
p. 391-422
|
artikel
|
| 9 |
Forecasting gold price with the XGBoost algorithm and SHAP interaction values
|
Jabeur, Sami Ben
|
|
|
334 |
1-3 |
p. 679-699
|
artikel
|
| 10 |
Green transition, investment horizon, and dynamic portfolio decisions
|
Semmler, Willi
|
|
|
334 |
1-3 |
p. 265-286
|
artikel
|
| 11 |
How efficient are natural gas markets in practice? A wavelet-based approach
|
Baba, Amina
|
|
|
334 |
1-3 |
p. 623-677
|
artikel
|
| 12 |
Investigating into the dual role of loan loss reserves in banking production process
|
Fukuyama, Hirofumi
|
|
|
334 |
1-3 |
p. 423-444
|
artikel
|
| 13 |
Investor attention and cryptocurrency market liquidity: a double-edged sword
|
Yao, Shouyu
|
|
|
334 |
1-3 |
p. 815-856
|
artikel
|
| 14 |
Mean-semivariance portfolio optimization using minimum average partial
|
Rigamonti, Andrea
|
|
|
334 |
1-3 |
p. 185-203
|
artikel
|
| 15 |
Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem
|
Costola, Michele
|
|
|
334 |
1-3 |
p. 133-155
|
artikel
|
| 16 |
Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies
|
Bouri, Elie
|
|
|
334 |
1-3 |
p. 547-573
|
artikel
|
| 17 |
Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty
|
La Torre, D.
|
|
|
334 |
1-3 |
p. 241-263
|
artikel
|
| 18 |
Monte carlo within simulated annealing for integral constrained optimizations
|
Casarin, Roberto
|
|
|
334 |
1-3 |
p. 205-240
|
artikel
|
| 19 |
Operational research insights on risk, resilience & dynamics of financial & economic systems
|
Ben Ameur, Hachmi
|
|
|
334 |
1-3 |
p. 1-6
|
artikel
|
| 20 |
Pricing for a vulnerable bull spread options using a mixed modified fractional Hull–White–Vasicek model
|
Djeutcha, Eric
|
|
|
334 |
1-3 |
p. 101-131
|
artikel
|
| 21 |
Seasonal volatility in agricultural markets: modelling and empirical investigations
|
Schneider, L.
|
|
|
334 |
1-3 |
p. 7-58
|
artikel
|
| 22 |
Tail risk connectedness in clean energy and oil financial market
|
Foglia, Matteo
|
|
|
334 |
1-3 |
p. 575-599
|
artikel
|
| 23 |
The effect of liquidity creation on systemic risk: evidence from European banking sector
|
Louhichi, Waël
|
|
|
334 |
1-3 |
p. 357-389
|
artikel
|
| 24 |
The nexus between black and digital gold: evidence from US markets
|
Huynh, Toan Luu Duc
|
|
|
334 |
1-3 |
p. 521-546
|
artikel
|
| 25 |
Time-frequency information transmission among financial markets: evidence from implied volatility
|
Naeem, Muhammad Abubakr
|
|
|
334 |
1-3 |
p. 701-729
|
artikel
|
| 26 |
Unlocking the black box: Non-parametric option pricing before and during COVID-19
|
Gradojevic, Nikola
|
|
|
334 |
1-3 |
p. 59-82
|
artikel
|
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