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Dynamic spatiotemporal correlation coefficient based on adaptive weight

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Risk management is an important aspect of financial research because correlations among financial data are essential in evaluating portfolio risk. Among various correlations, spatiotemporal correlations involve economic entity attributes and are interrelated in space and time. Such correlations...

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How does CEO demission threat affect corporate risk-taking?

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Multi-period portfolio optimization under possibility measures

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Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment

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Probability-free solutions to the non-stationary newsvendor problem

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Stock market interactions driven by large declines

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Evaluating the default risk of bond portfolios with extreme value theory

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An analytical approximation approach for pricing European options in a two-price economy

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