Ephraim Clark

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Regret-aversion over different maturities: application to energy futures markets Economics Letters	2024-08-29	Paper
Stock exchange efficiency and convergence: international evidence Annals of Operations Research	2022-07-05	Paper
Keynesian resurgence: financial stimulus and contingent claims modelling International Journal of Mathematics in Operational Research	2021-11-17	Paper
Index tracking with utility enhanced weighting Quantitative Finance	2020-01-24	Paper
A measure of total firm performance: new insights for the corporate objective Annals of Operations Research	2020-01-20	Paper
Modelling credit spreads with time volatility, skewness, and kurtosis Annals of Operations Research	2018-10-31	Paper
A note on asset proportions, stochastic dominance, and the 50\% rule Management Science	2012-02-12	Paper
Making inefficient market indices efficient European Journal of Operational Research	2011-01-21	Paper
Hedging mean-reverting commodities IMA Journal of Management Mathematics	2010-01-21	Paper
Portfolio selection under VaR constraints Computational Management Science	2008-03-14	Paper
Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain European Journal of Operational Research	2007-01-22	Paper
Foreign direct investment: the incentive to expropriate and the cost of expropriation risk	2006-02-13	Paper

Research outcomes over time

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