1. Risk management decisions and value under uncertainty

   • Giovanni Barone-Adesi
   • Ephraim Clark
   • Jean-Luc Prigent

   Preface 10 May 2022 Pages: 603 - 604

2. A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction

   • Ilyes Abid
   • Rim Ayadi
   • Farid Mkaouar

   S.I.: Risk Management Decisions and Value under Uncertainty 20 September 2021 Pages: 605 - 623

   

3. A quantitative method for opinion ratings and analysis: an event study

   • Hakim Akeb
   • Aldo Lévy
   • Mohamed Rdali

   S.I.: Risk Management Decisions and Value under Uncertainty 04 March 2021 Pages: 625 - 638

   

4. Forecasting high-frequency stock returns: a comparison of alternative methods

   • Erdinc Akyildirim
   • Aurelio F. Bariviera
   • Ahmet Sensoy

   S.I.: Risk Management Decisions and Value under Uncertainty 09 January 2022 Pages: 639 - 690

5. Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion

   • Charles-Olivier Amédée-Manesme
   • Fabrice Barthélémy

   S.I.: Risk Management Decisions and Value under Uncertainty 16 November 2020 Pages: 691 - 712

   

6. General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints

   • Mondher Bellalah
   • Xu Guo
   • Detao Zhang

   S.I. : Risk Management Decisions and Value under Uncertainty 23 June 2020 Pages: 713 - 732

   

7. Implicit quantiles and expectiles

   • Fabio Bellini
   • Edit Rroji
   • Carlo Sala

   S.I. : Risk Management Decisions and Value under Uncertainty 01 April 2021 Pages: 733 - 753

   

8. Measuring extreme risk dependence between the oil and gas markets

   • Hachmi Ben Ameur
   • Zied Ftiti
   • Wael Louhichi

   S.I.: Risk Management Decisions and Value under Uncertainty 02 November 2020 Pages: 755 - 772

   

9. Nonperforming loan of European Islamic banks over the economic cycle

   • Faten Ben Bouheni
   • Hassan Obeid
   • Elena Margarint

   S.I. : Risk Management Decisions and Value under Uncertainty 12 April 2021 Pages: 773 - 808

   

10. A financial fraud detection indicator for investors: an IDeA

    • Philippe Bernard
    • Najat El Mekkaoui De Freitas
    • Bertrand B. Maillet

    S.I. : Risk Management Decisions and Value under Uncertainty 26 September 2019 Pages: 809 - 832

    

11. Foreign currency hedging and firm productive efficiency

    • Sabri Boubaker
    • Riadh Manita
    • Salma Mefteh-Wali

    S.I.: Risk Management Decisions and Value under Uncertainty 19 August 2020 Pages: 833 - 854

    

12. Stock exchange efficiency and convergence: international evidence

    • Ephraim Clark
    • Zhuo Qiao

    S.I.: Risk Management Decisions and Value under Uncertainty 03 January 2021 Pages: 855 - 875

    

13. On the use of the terminal-value approach in risk-value models

    • Gregor Dorfleitner

    S.I. : Risk Management Decisions and Value under Uncertainty Open access 30 May 2020 Pages: 877 - 897

    

14. Pricing insurance premia: a top down approach

    • Eymen Errais

    S.I.: Risk Management Decisions and Value under Uncertainty 11 November 2019 Pages: 899 - 914

    

15. On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach

    • Zied Ftiti
    • Kais Tissaoui
    • Sahbi Boubaker

    S.I. : Risk Management Decisions and Value under Uncertainty 09 June 2020 Pages: 915 - 943

    

16. Concurrent neural network: a model of competition between times series

    • Rémy Garnier

    S.I.: Risk Management Decisions and Value under Uncertainty 18 September 2021 Pages: 945 - 964

    

17. Network models to improve robot advisory portfolios

    • Paolo Giudici
    • Gloria Polinesi
    • Alessandro Spelta

    S.I. : Risk Management Decisions and Value under Uncertainty Open access 18 October 2021 Pages: 965 - 989

    

18. Governed by the cycle: interest rate sensitivity of emerging market corporate debt

    • Mariya Gubareva
    • Maria Rosa Borges

    S.I. : Risk Management Decisions and Value under Uncertainty 17 February 2021 Pages: 991 - 1019

    

19. Closed form valuation of barrier options with stochastic barriers

    • Tristan Guillaume

    S.I.: Risk Management Decisions and Value under Uncertainty 03 January 2021 Pages: 1021 - 1050

    

20. Risk management methodology in the supply chain: a case study applied

    • M. J. Hermoso-Orzáez
    • J. Garzón-Moreno

    S.I. : Risk Management Decisions and Value under Uncertainty Open access 10 August 2021 Pages: 1051 - 1075

    

21. Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises

    • M. Karanasos
    • S. Yfanti
    • J. Hunter

    S.I.: Risk Management Decisions and Value under Uncertainty Open access 21 April 2021 Pages: 1077 - 1116

    

22. Transmission of the Greek crisis on the sovereign debt markets in the euro area

    • Oussama Kchaou
    • Makram Bellalah
    • Sofiane Tahi

    S.I. : Risk Management Decisions and Value under Uncertainty 23 November 2021 Pages: 1117 - 1139

    

23. Goal-based investing based on multi-stage robust portfolio optimization

    • Jang Ho Kim
    • Yongjae Lee
    • Frank J. Fabozzi

    S.I.: Risk Management Decisions and Value under Uncertainty 02 March 2022 Pages: 1141 - 1158

    

24. The Dynkin game with regime switching and applications to pricing game options

    • Siyu Lv
    • Zhen Wu
    • Qing Zhang

    S.I.: Risk Management Decisions and Value under Uncertainty 08 June 2020 Pages: 1159 - 1182

    

25. Spatial contagion between financial markets: new evidence of asymmetric measures

    • Wafa Miled
    • Zied Ftiti
    • Jean-Michel Sahut

    S.I. : Risk Management Decisions and Value under Uncertainty 01 September 2021 Pages: 1183 - 1220

    

26. A fuzzy multifactor asset pricing model

    • Alfred Mbairadjim Moussa
    • Jules Sadefo Kamdem

    S.I. : Risk Management Decisions and Value under Uncertainty 27 August 2021 Pages: 1221 - 1241

    

27. Sourcing decision under interconnected risks: an application of mean–variance preferences approach

    • Soumyatanu Mukherjee
    • Sidhartha S. Padhi

    S.I. : Risk Management Decisions and Value under Uncertainty Open access 06 January 2022 Pages: 1243 - 1268

    

28. A model for the optimal selection of lenders

    • Inmaculada Rodríguez-Puerta
    • Alberto A. Álvarez-López

    S.I.: Risk Management Decisions and Value under Uncertainty 25 February 2021 Pages: 1269 - 1284

    

29. Optimal feedback control of stock prices under credit risk dynamics

    • Jinghai Shao
    • Sovan Mitra
    • Andreas Karathanasopoulos

    S.I. : Risk Management Decisions and Value under Uncertainty Open access 17 March 2021 Pages: 1285 - 1318

    

30. On the risk management of demand deposits: quadratic hedging of interest rate margins

    • Alexandre Adam
    • Hamza Cherrat
    • Jean-Luc Prigent

    S.I.: Risk Management Decisions and Value under Uncertainty 24 August 2020 Pages: 1319 - 1355

    

31. Statistical arbitrage in jump-diffusion models with compound Poisson processes

    • Erdinc Akyildirim
    • Frank J. Fabozzi
    • Ahmet Sensoy

    S.I.: Risk Management Decisions and Value under Uncertainty 26 February 2021 Pages: 1357 - 1371

    

32. Long term optimal investment with regime switching: inflation, information and short sales

    • Mondher Bellalah
    • Akeb Hakim
    • Detao Zhang

    S.I.: Risk Management Decisions and Value under Uncertainty 28 June 2020 Pages: 1373 - 1386

    

33. The Brexit impact on European market co-movements

    • Hachmi Ben Ameur
    • Waël Louhichi

    S.I. : Risk Management Decisions and Value under Uncertainty 03 January 2021 Pages: 1387 - 1403

    

34. A meta-measure of performance related to both investors and investments characteristics

    • Monica Billio
    • Bertrand Maillet
    • Loriana Pelizzon

    S.I.: Risk Management Decisions and Value under Uncertainty 12 August 2021 Pages: 1405 - 1447