Počet publikací: 21
Články
-
P2P loan performance forecasting and portfolio optimization: the role of distance metrics in mixed data classification
Financial Markets and Portfolio Management, rok: 2025, DOI
-
Peer-to-peer loan returns: heterogeneous effects across quantiles
APPLIED ECONOMICS LETTERS, rok: 2025, ročník: 32, vydání: 7, DOI
-
Pricing Credit Default Swaps under the scaled constant elasticity of variance model
IMA JOURNAL OF MANAGEMENT MATHEMATICS, rok: 2025, DOI
-
Smoothed semicovariance estimation for portfolio selection
ANNALS OF OPERATIONS RESEARCH, rok: 2025, DOI
-
Spectral risk for digital assets
REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, rok: 2025, ročník: 64, vydání: 2, DOI
-
The Determinants of Financial Development: Evidence from Bayesian Model Averaging
ECONOMIC SYSTEMS, rok: 2025, ročník: 49, vydání: 2, DOI
-
The role of ESG factor in stock clustering based on risk-return-liquidity dimensions
The North American Journal of Economics and Finance, rok: 2025, ročník: 76, vydání: January, DOI
-
α-threshold networks in credit risk models
Quantitative Finance, rok: 2025, DOI
Články ve sbornících
-
Enhanced Risk Management: Integrating Fuzzy Logic and EWMA Model for Market Volatility
International Conference on Intelligent and Fuzzy Systems, rok: 2025