Ephraim Clark

zbMath Openclark.ephraimMaRDI QIDQ617522

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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