Ephraim Clark

Available identifiers

Publication	Date of Publication	Type
Regret-aversion over different maturities: application to energy futures markets	2024-08-29	Paper
Stock exchange efficiency and convergence: international evidence	2022-07-05	Paper
Keynesian resurgence: financial stimulus and contingent claims modelling	2021-11-17	Paper
Index tracking with utility enhanced weighting	2020-01-24	Paper
A measure of total firm performance: new insights for the corporate objective	2020-01-20	Paper
Modelling credit spreads with time volatility, skewness, and kurtosis	2018-10-31	Paper
A Note on Asset Proportions, Stochastic Dominance, and the 50% Rule	2012-02-12	Paper
Making inefficient market indices efficient	2011-01-21	Paper
Hedging mean-reverting commodities	2010-01-21	Paper
Portfolio selection under VaR constraints	2008-03-14	Paper
Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain	2007-01-22	Paper
https://portal.mardi4nfdi.de/entity/Q3365821	2006-02-13	Paper

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