Stop the war!Остановите войну!
for scientists:
default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDSearch dblp for Publications
export results for "toc:db/journals/anor/anor330.bht:"
download as .bib file
@article{DBLP:journals/anor/AbdelazizT23,
author = {Fouad Ben Abdelaziz and
Davide La Torre},
title = {Robust generalized Merton-type financial portfolio models with generalized
utility},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {55--72},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04051-x},
doi = {10.1007/S10479-021-04051-X},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/AbdelazizT23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AkyildirimCCU23,
author = {Erdinc Akyildirim and
Oguzhan Cepni and
Shaen Corbet and
Gazi Salah Uddin},
title = {Forecasting mid-price movement of Bitcoin futures using machine learning},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {553--584},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04205-x},
doi = {10.1007/S10479-021-04205-X},
timestamp = {Sun, 17 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/AkyildirimCCU23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BattenCKW23,
author = {Jonathan A. Batten and
Tonmoy Choudhury and
Harald Kinateder and
Niklas Wagner},
title = {Volatility impacts on the European banking sector: {GFC} and {COVID-19}},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {335--360},
year = {2023},
url = {https://doi.org/10.1007/s10479-022-04523-8},
doi = {10.1007/S10479-022-04523-8},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/BattenCKW23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BissoondoyalBheenickBD23,
author = {Emawtee Bissoondoyal{-}Bheenick and
Robert Brooks and
Hung Xuan Do},
title = {Asset allocation of Australian superannuation funds: a markov regime
switching approach},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {485--515},
year = {2023},
url = {https://doi.org/10.1007/s10479-022-04741-0},
doi = {10.1007/S10479-022-04741-0},
timestamp = {Sun, 17 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/BissoondoyalBheenickBD23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BoubakerHLZ23,
author = {Sabri Boubaker and
Xuyuan Han and
Zhenya Liu and
Yaosong Zhan},
title = {Optimal filter rules for selling stocks in the emerging stock markets},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {211--242},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04381-w},
doi = {10.1007/S10479-021-04381-W},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/BoubakerHLZ23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/CerquetiCFI23,
author = {Roy Cerqueti and
Matteo Cinelli and
Giovanna Ferraro and
Antonio Iovanella},
title = {Financial interbanking networks resilience under shocks propagation},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {389--409},
year = {2023},
url = {https://doi.org/10.1007/s10479-022-04567-w},
doi = {10.1007/S10479-022-04567-W},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/CerquetiCFI23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ChongFJ23,
author = {Wing Fung Chong and
Runhuan Feng and
Longhao Jin},
title = {Holistic principle for risk aggregation and capital allocation},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {21--54},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-03987-4},
doi = {10.1007/S10479-021-03987-4},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/ChongFJ23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/CumminsGKKM23,
author = {Mark Cummins and
Fabian Gogolin and
Fearghal Kearney and
Greg Kiely and
Bernard Murphy},
title = {Practice-relevant model validation: distributional parameter risk
analysis in financial model risk management},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {431--455},
year = {2023},
url = {https://doi.org/10.1007/s10479-022-04574-x},
doi = {10.1007/S10479-022-04574-X},
timestamp = {Sun, 17 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/CumminsGKKM23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/DangHSS23,
author = {Rey Dang and
Lubica Hikkerova and
Michel Simioni and
Jean{-}Michel Sahut},
title = {How do women on corporate boards shape corporate social performance?
Evidence drawn from semiparametric regression},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {361--388},
year = {2023},
url = {https://doi.org/10.1007/s10479-022-04550-5},
doi = {10.1007/S10479-022-04550-5},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/DangHSS23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/FatouhG23,
author = {Mahmoud Fatouh and
Simone Giansante},
title = {The cyclicality of bank credit losses and capital ratios under expected
loss model},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {807--840},
year = {2023},
url = {https://doi.org/10.1007/s10479-023-05445-9},
doi = {10.1007/S10479-023-05445-9},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/FatouhG23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/FtitiLA23,
author = {Zied Ftiti and
Wa{\"{e}}l Louhichi and
Hachmi Ben Ameur},
title = {Cryptocurrency volatility forecasting: What can we learn from the
first wave of the {COVID-19} outbreak?},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {665--690},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04116-x},
doi = {10.1007/S10479-021-04116-X},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/FtitiLA23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/HuangYLL23,
author = {Bo Huang and
Xiao Yao and
Yinqing Luo and
Jing Li},
title = {Improving financial distress prediction using textual sentiment of
annual reports},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {457--484},
year = {2023},
url = {https://doi.org/10.1007/s10479-022-04633-3},
doi = {10.1007/S10479-022-04633-3},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/HuangYLL23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/IqbalBGR23,
author = {Najaf Iqbal and
Elie Bouri and
Oksana Grebinevych and
David Roubaud},
title = {Modelling extreme risk spillovers in the commodity markets around
crisis periods including {COVID19}},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {305--334},
year = {2023},
url = {https://doi.org/10.1007/s10479-022-04522-9},
doi = {10.1007/S10479-022-04522-9},
timestamp = {Sun, 17 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/IqbalBGR23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/LahouelTKZ23,
author = {B{\'{e}}chir Ben Lahouel and
Lotfi Taleb and
Krist{\'{\i}}na Kocisov{\'{a}} and
Younes Ben Zaied},
title = {The threshold effects of income diversification on bank stability:
an efficiency perspective based on a dynamic network slacks-based
measure model},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {267--304},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04503-4},
doi = {10.1007/S10479-021-04503-4},
timestamp = {Sun, 17 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/LahouelTKZ23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/LeLLF23,
author = {Anh Tu Le and
Thai{-}Ha Le and
Wai{-}Man Liu and
Kingsley Y. Fong},
title = {Dynamic limit order placement activities and their effects on stock
market quality},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {155--175},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04282-y},
doi = {10.1007/S10479-021-04282-Y},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/LeLLF23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/MahbobiKV23,
author = {Mohammad Mahbobi and
Salman Kimiagari and
Marriappan Vasudevan},
title = {Credit risk classification: an integrated predictive accuracy algorithm
using artificial and deep neural networks},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {609--637},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04114-z},
doi = {10.1007/S10479-021-04114-Z},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/MahbobiKV23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/MarkoseGEG23,
author = {Sheri Markose and
Simone Giansante and
Nicolas A. Eterovic and
Mateusz Gatkowski},
title = {Early warning of systemic risk in global banking: eigen-pair {R} number
for financial contagion and market price-based methods},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {691--729},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04120-1},
doi = {10.1007/S10479-021-04120-1},
timestamp = {Sun, 17 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/MarkoseGEG23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/MarkoseGEG23a,
author = {Sheri Markose and
Simone Giansante and
Nicolas A. Eterovic and
Mateusz Gatkowski},
title = {Correction to: Early warning of systemic risk in global banking: eigen-pair
{R} number for financial contagion and market price-based methods},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {841},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04156-3},
doi = {10.1007/S10479-021-04156-3},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/MarkoseGEG23a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/NguyenCM23,
author = {Linh Xuan Diep Nguyen and
Thanaset Chevapatrakul and
Simona Mateut},
title = {Shock transmissions and business linkages among {US} sectors},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {517--552},
year = {2023},
url = {https://doi.org/10.1007/s10479-022-04979-8},
doi = {10.1007/S10479-022-04979-8},
timestamp = {Wed, 24 Jan 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/NguyenCM23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/OmraneGQS23,
author = {Walid Ben Omrane and
Khaled Guesmi and
Qi Qianru and
Samir Saadi},
title = {The high-frequency impact of macroeconomic news on jumps and co-jumps
in the cryptocurrency markets},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {177--209},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04353-0},
doi = {10.1007/S10479-021-04353-0},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/OmraneGQS23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/PetridisPAM23,
author = {Konstantinos Petridis and
Nikolaos E. Petridis and
Fouad Ben Abdelaziz and
Hatem Masri},
title = {Ranking econometric techniques using geometrical Benefit of Doubt},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {411--430},
year = {2023},
url = {https://doi.org/10.1007/s10479-022-04573-y},
doi = {10.1007/S10479-022-04573-Y},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/PetridisPAM23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Shi23a,
author = {Yanlin Shi},
title = {A simulation study on the Markov regime-switching zero-drift {GARCH}
model},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {1--20},
year = {2023},
url = {https://doi.org/10.1007/s10479-020-03832-0},
doi = {10.1007/S10479-020-03832-0},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/Shi23a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/SongSZ23,
author = {Malin Song and
Zixu Sui and
Xin Zhao},
title = {A risk measurement study evaluating the impact of {COVID-19} on China's
financial market using the {QR-SGED-EGARCH} model},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {787--806},
year = {2023},
url = {https://doi.org/10.1007/s10479-023-05178-9},
doi = {10.1007/S10479-023-05178-9},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/SongSZ23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/SpeltaPFG23,
author = {Alessandro Spelta and
Nicol{\`{o}} Pecora and
Andrea Flori and
Paolo Giudici},
title = {The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic
approach},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {639--664},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04115-y},
doi = {10.1007/S10479-021-04115-Y},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/SpeltaPFG23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/TanriseverBJ23,
author = {Fehmi Tanrisever and
Burak B{\"{u}}ke and
Geert Jongen},
title = {Futures hedging in electricity retailing},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {757--785},
year = {2023},
url = {https://doi.org/10.1007/s10479-022-04969-w},
doi = {10.1007/S10479-022-04969-W},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/TanriseverBJ23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/TsionasP23,
author = {Mike G. Tsionas and
Dionisis Philippas},
title = {Measures of global sensitivity in linear programming: applications
in banking sector},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {585--607},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-03980-x},
doi = {10.1007/S10479-021-03980-X},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/TsionasP23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/UddinYBJK23,
author = {Gazi Salah Uddin and
Muhammad Yahya and
Stelios D. Bekiros and
Raanadeva Jayasekera and
Gerhard Kling},
title = {Systematic risk in the biopharmaceutical sector: a multiscale approach},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {243--266},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04402-8},
doi = {10.1007/S10479-021-04402-8},
timestamp = {Wed, 24 Jan 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/UddinYBJK23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/VieiraFSL23,
author = {Eduardo Bered Fernandes Vieira and
Tiago Pascoal Filomena and
Leonardo Riegel Sant'Anna and
Miguel A. Lejeune},
title = {Liquidity-constrained index tracking optimization models},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {73--118},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04173-2},
doi = {10.1007/S10479-021-04173-2},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/VieiraFSL23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/WuZZJ23,
author = {Fei Wu and
Zhiwei Zhang and
Dayong Zhang and
Qiang Ji},
title = {Identifying systemically important financial institutions in China:
new evidence from a dynamic copula-CoVaR approach},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {119--153},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04176-z},
doi = {10.1007/S10479-021-04176-Z},
timestamp = {Wed, 24 Jan 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/WuZZJ23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/XingWCY23,
author = {Hongwei Xing and
Hanying Wang and
Feiyang Cheng and
Shouyu Yao},
title = {Mispricing: failure to capture the risk preferences dependent on market
states},
journal = {Ann. Oper. Res.},
volume = {330},
number = {1},
pages = {1--26},
year = {2023},
url = {https://doi.org/10.1007/s10479-021-04166-1},
doi = {10.1007/S10479-021-04166-1},
timestamp = {Wed, 24 Jan 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/XingWCY23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
a service of 
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
retrieved on 2024-06-06 03:56 CEST from data curated by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
