Sabri Boubaker

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
Change-points and functional features of intraday volatility in China stock market Annals of Operations Research	2025-09-29	Paper
The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis Annals of Operations Research	2025-05-15	Paper
Balancing bank profits and nonperforming loans: a multiple objective programming approach Annals of Operations Research	2025-04-03	Paper
Forecasting oil commodity spot price in a data-rich environment Annals of Operations Research	2025-03-10	Paper
Short-term volatility timing: a cross-country study Annals of Operations Research	2024-07-16	Paper
Cross-influence of information and risk effects on the IPO market: exploring risk disclosure with a machine learning approach Annals of Operations Research	2024-05-30	Paper
Optimal filter rules for selling stocks in the emerging stock markets Annals of Operations Research	2024-02-08	Paper
Managing bank performance under COVID‐19: A novel inverse DEA efficiency approach International Transactions in Operational Research	2023-09-29	Paper
Risk management for crude oil futures: an optimal stopping-timing approach Annals of Operations Research	2022-06-30	Paper
Decomposing anomalies Economics Letters	2021-06-30	Paper
Large shareholders, control contestability and firm productive efficiency Annals of Operations Research	2021-05-05	Paper
Do sovereign credit ratings matter for corporate credit ratings? Annals of Operations Research	2021-05-05	Paper
Value-at-risk under market shifts through highly flexible models Journal of Forecasting	2019-05-28	Paper
The shifting dependence dynamics between the G7 stock markets Quantitative Finance	2018-11-14	Paper
Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets Annals of Operations Research	2018-10-31	Paper
Fiscal policy interventions at the zero lower bound Journal of Economic Dynamics and Control	2018-08-13	Paper

Research outcomes over time

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