Ephraim Clark

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2024 J jnl
Operational research insights on risk, resilience & dynamics of financial & economic systems.
Ann. Oper. Res.
Hachmi Ben Ameur, Ephraim Clark, Zied Ftiti, Jean-Luc Prigent
2022 J jnl
Risk management decisions and value under uncertainty.
Ann. Oper. Res.
Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent
2022 J jnl
Stock exchange efficiency and convergence: international evidence.
Ann. Oper. Res.
Ephraim Clark, Zhuo Qiao
2020 J jnl
Keynesian resurgence: financial stimulus and contingent claims modelling.
Int. J. Math. Oper. Res.
Ephraim Clark, Sovan Mitra, Octave Jokung
2019 J jnl
A measure of total firm performance: new insights for the corporate objective.
Ann. Oper. Res.
Yacine Belghitar, Ephraim Clark, Konstantinos Kassimatis
2019 J jnl
Preface: decision making and risk/return optimization in financial economics.
Ann. Oper. Res.
Farid AitSahlia, Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent
2018 J jnl
Modelling credit spreads with time volatility, skewness, and kurtosis.
Ann. Oper. Res.
Ephraim Clark, Selima Baccar
2018 J jnl
Preface: Risk management decisions and wealth management in Financial Economics.
Ann. Oper. Res.
Hatem Ben Ameur, Ephraim Clark, André de Palma, Jean-Luc Prigent
2011 J jnl
Making inefficient market indices efficient.
Eur. J. Oper. Res.
Ephraim Clark, Octave Jokung, Konstantinos Kassimatis
2007 J jnl
Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain.
Eur. J. Oper. Res.
Ephraim Clark, Joshy Z. Easaw
2005 J jnl
Portfolio selection under VaR constraints.
Comput. Manag. Sci.
Kostas Giannopoulos, Ephraim Clark, Radu Tunaru