Duc Khuong Nguyen

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2026 J jnl
Spatiotemporal characteristics of agricultural food import shocks.
Ann. Oper. Res.
Yin-Ting Zhang, Duc Khuong Nguyen, Wei-Xing Zhou
2025 J jnl
Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension.
Ann. Oper. Res.
Hongxia Wang, Duc Khuong Nguyen, Xiong Xiong, Peng-Fei Dai
2024 J jnl
Investor attention and cryptocurrency market liquidity: a double-edged sword.
Ann. Oper. Res.
Shouyu Yao, Ahmet Sensoy, Duc Khuong Nguyen, Tong Li
2024 J jnl
Monetary income as opportunity cost: exploring the negative effect on free knowledge contribution of knowledge suppliers.
J. Knowl. Manag.
Shan Jiang, Duc Khuong Nguyen, Peng-Fei Dai, Qingxin Meng
2023 J jnl
On the role of commodity futures in portfolio diversification.
Int. Trans. Oper. Res.
Hooi Hooi Lean, Duc Khuong Nguyen, Ahmet Sensoy, Gazi Salah Uddin
2023 J jnl
Statistical arbitrage: factor investing approach.
OR Spectr.
Erdinc Akyildirim, Ahmet Göncü, Alper A. Hekimoglu, Duc Khuong Nguyen, Ahmet Sensoy
2022 J jnl
Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach.
Ann. Oper. Res.
Carla Oliveira Henriques, Maria Elisabete Neves, Licínio Castelão, Duc Khuong Nguyen
2022 J jnl
Forecasting high-frequency stock returns: a comparison of alternative methods.
Ann. Oper. Res.
Erdinc Akyildirim, Aurelio Fernández Bariviera, Duc Khuong Nguyen, Ahmet Sensoy
2021 J jnl
Preface: neural networks, nonlinear dynamics, and risk management in banking and finance.
Ann. Oper. Res.
Duc Khuong Nguyen, Hans-Jörg von Mettenheim, Charalampos Stasinakis
2019 J jnl
Dynamic integration and network structure of the EMU sovereign bond markets.
Ann. Oper. Res.
Ahmet Sensoy, Duc Khuong Nguyen, Ahmed Rostom, Erk Hacihasanoglu
2019 J jnl
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany.
Ann. Oper. Res.
Christoph Wegener, Tobias Basse, Philipp Sibbertsen, Duc Khuong Nguyen
2017 J jnl
Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates.
J. Oper. Res. Soc.
Rania Jammazi, Duc Khuong Nguyen
2017 J jnl
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets.
Eur. J. Oper. Res.
Stelios D. Bekiros, Duc Khuong Nguyen, Leonidas Sandoval Junior, Gazi Salah Uddin
2017 J jnl
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios.
Eur. J. Oper. Res.
Mazin A. M. Al Janabi, Jose Arreola Hernandez, Theo Berger, Duc Khuong Nguyen