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@article{DBLP:journals/anor/AbidGMG19,
  author       = {Ilyes Abid and
                  St{\'{e}}phane Goutte and
                  Farid Mkaouar and
                  Khaled Guesmi},
  title        = {Optimal strategy between extraction and storage of crude oil},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {3--26},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2844-9},
  doi          = {10.1007/S10479-018-2844-9},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/AbidGMG19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/AffesH19,
  author       = {Zeineb Affes and
                  Rania Hentati{-}Kaffel},
  title        = {Forecast bankruptcy using a blend of clustering and {MARS} model:
                  case of {US} banks},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {27--64},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2845-8},
  doi          = {10.1007/S10479-018-2845-8},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/AffesH19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/AitSahliaBCP19,
  author       = {Farid AitSahlia and
                  Giovanni Barone{-}Adesi and
                  Ephraim Clark and
                  Jean{-}Luc Prigent},
  title        = {Preface: decision making and risk/return optimization in financial
                  economics},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {1--2},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-019-03332-w},
  doi          = {10.1007/S10479-019-03332-W},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/AitSahliaBCP19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/Amedee-ManesmeB19,
  author       = {Charles{-}Olivier Am{\'{e}}d{\'{e}}e{-}Manesme and
                  Fabrice Barth{\'{e}}l{\'{e}}my and
                  Philippe Bertrand and
                  Jean{-}Luc Prigent},
  title        = {Mixed-asset portfolio allocation under mean-reverting asset returns},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {65--98},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2761-y},
  doi          = {10.1007/S10479-018-2761-Y},
  timestamp    = {Wed, 07 Dec 2022 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/anor/Amedee-ManesmeB19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/Amedee-ManesmeB19a,
  author       = {Charles{-}Olivier Am{\'{e}}d{\'{e}}e{-}Manesme and
                  Fabrice Barth{\'{e}}l{\'{e}}my and
                  Didier Maillard},
  title        = {Computation of the corrected Cornish-Fisher expansion using the response
                  surface methodology: application to VaR and CVaR},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {423--453},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2792-4},
  doi          = {10.1007/S10479-018-2792-4},
  timestamp    = {Wed, 07 Dec 2022 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/anor/Amedee-ManesmeB19a.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/AyadiBCT19,
  author       = {Mohamed A. Ayadi and
                  Hatem Ben{-}Ameur and
                  Nabil Channouf and
                  Quang Khoi Tran},
  title        = {{NORTA} for portfolio credit risk},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {99--119},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2829-8},
  doi          = {10.1007/S10479-018-2829-8},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/AyadiBCT19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/BelghitarCK19,
  author       = {Yacine Belghitar and
                  Ephraim Clark and
                  Konstantinos Kassimatis},
  title        = {A measure of total firm performance: new insights for the corporate
                  objective},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {121--141},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2983-z},
  doi          = {10.1007/S10479-018-2983-Z},
  timestamp    = {Sat, 13 Apr 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BelghitarCK19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/BellalahD19,
  author       = {Makram Bellalah and
                  Fredj Amine Dammak},
  title        = {International capital asset pricing model: the case of asymmetric
                  information and short-sale},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {161--173},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-019-03133-1},
  doi          = {10.1007/S10479-019-03133-1},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BellalahD19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/BellalahXZ19,
  author       = {Mondher Bellalah and
                  Yaosheng Xu and
                  Detao Zhang},
  title        = {Intertemporal optimal portfolio choice based on labor income within
                  shadow costs of incomplete information and short sales},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {397--422},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2901-4},
  doi          = {10.1007/S10479-018-2901-4},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BellalahXZ19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/BellalahZ19,
  author       = {Mondher Bellalah and
                  Detao Zhang},
  title        = {An intertemporal capital asset pricing model under incomplete information
                  and short sales},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {143--159},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2909-9},
  doi          = {10.1007/S10479-018-2909-9},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BellalahZ19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/ChangLH19,
  author       = {Jow{-}Ran Chang and
                  Wei{-}Han Liu and
                  Mao{-}Wei Hung},
  title        = {Revisiting generalized almost stochastic dominance},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {175--192},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2828-9},
  doi          = {10.1007/S10479-018-2828-9},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/ChangLH19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/EscobarKWZ19,
  author       = {Marcos Escobar and
                  Paul Kriebel and
                  Markus Wahl and
                  Rudi Zagst},
  title        = {Portfolio optimization under Solvency {II}},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {193--227},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2835-x},
  doi          = {10.1007/S10479-018-2835-X},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/EscobarKWZ19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/Guillaume19,
  author       = {Tristan Guillaume},
  title        = {On the multidimensional Black-Scholes partial differential equation},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {229--251},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-3001-1},
  doi          = {10.1007/S10479-018-3001-1},
  timestamp    = {Mon, 28 Aug 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/Guillaume19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/Hu19,
  author       = {Yingyi Hu},
  title        = {Short-horizon market efficiency, order imbalance, and speculative
                  trading: evidence from the Chinese stock market},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {253--274},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2849-4},
  doi          = {10.1007/S10479-018-2849-4},
  timestamp    = {Thu, 13 Aug 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/Hu19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/JawadiLCA19,
  author       = {Fredj Jawadi and
                  Wa{\"{e}}l Louhichi and
                  Abdoulkarim Idi Cheffou and
                  Hachmi Ben Ameur},
  title        = {Modeling time-varying beta in a sustainable stock market with a three-regime
                  threshold {GARCH} model},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {275--295},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2793-3},
  doi          = {10.1007/S10479-018-2793-3},
  timestamp    = {Sun, 25 Jul 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/JawadiLCA19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/SensoyNRH19,
  author       = {Ahmet Sensoy and
                  Duc Khuong Nguyen and
                  Ahmed Rostom and
                  Erk Hacihasanoglu},
  title        = {Dynamic integration and network structure of the {EMU} sovereign bond
                  markets},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {297--314},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2831-1},
  doi          = {10.1007/S10479-018-2831-1},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/SensoyNRH19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/SunKC19,
  author       = {Edward W. Sun and
                  Timm Kruse and
                  Yi{-}Ting Chen},
  title        = {Stylized algorithmic trading: satisfying the predictive near-term
                  demand of liquidity},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {315--347},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-019-03150-0},
  doi          = {10.1007/S10479-019-03150-0},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/SunKC19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/Vidal-GarciaVBM19,
  author       = {Javier Vidal{-}Garc{\'{\i}}a and
                  Marta Vidal and
                  Sabri Boubaker and
                  Riadh Manita},
  title        = {Idiosyncratic risk and mutual fund performance},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {349--372},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2794-2},
  doi          = {10.1007/S10479-018-2794-2},
  timestamp    = {Sun, 06 Oct 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/Vidal-GarciaVBM19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/anor/ZhuYHCX19,
  author       = {Bangzhu Zhu and
                  Shunxin Ye and
                  Kaijian He and
                  Julien Chevallier and
                  Rui Xie},
  title        = {Measuring the risk of European carbon market: an empirical mode decomposition-based
                  value at risk approach},
  journal      = {Ann. Oper. Res.},
  volume       = {281},
  number       = {1-2},
  pages        = {373--395},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2982-0},
  doi          = {10.1007/S10479-018-2982-0},
  timestamp    = {Thu, 05 Nov 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/anor/ZhuYHCX19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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