1. Preface: analytical models for financial modeling and risk management

   • Constantin Zopounidis
   • Michalis Doumpos
   • Kyriaki Kosmidou

   Analytical Models for Financial Modeling and Risk Management 17 May 2018 Pages: 1 - 4

2. Portfolio diversification in the sovereign credit swap markets

   • Andrea Consiglio
   • Somayyeh Lotfi
   • Stavros A. Zenios

   Analytical Models for Financial Modeling and Risk Management 26 July 2017 Pages: 5 - 33

   

3. Corporate hedging: an answer to the “how” question

   • Jörgen Blomvall
   • Jonas Ekblom

   Analytical Models for Financial Modeling and Risk Management Open access 01 November 2017 Pages: 35 - 69

   

4. Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk

   • Mariya Gubareva
   • Maria Rosa Borges

   Analytical Models for Financial Modeling and Risk Management 24 February 2017 Pages: 71 - 100

   

5. Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal’s simplex

   • Dirk Sierag
   • Bernard Hanzon

   Analytical Models for Financial Modeling and Risk Management 10 October 2017 Pages: 101 - 127

   

6. An analytical approximation for single barrier options under stochastic volatility models

   • Hideharu Funahashi
   • Tomohide Higuchi

   Analytical Models for Financial Modeling and Risk Management 28 June 2017 Pages: 129 - 157

   

7. Convexity adjustment for constant maturity swaps in a multi-curve framework

   • Nikolaos Karouzakis
   • John Hatgioannides
   • Kostas Andriosopoulos

   Analytical Models for Financial Modeling and Risk Management Open access 06 March 2017 Pages: 159 - 181

   

8. Recent advancements in robust optimization for investment management

   • Jang Ho Kim
   • Woo Chang Kim
   • Frank J. Fabozzi

   Analytical Models for Financial Modeling and Risk Management 20 August 2017 Pages: 183 - 198

   

9. Robust risk budgeting

   • Michalis Kapsos
   • Nicos Christofides
   • Berc Rustem

   Analytical Models for Financial Modeling and Risk Management 27 March 2017 Pages: 199 - 221

   

10. On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets

    • A. Burak Paç
    • Mustafa Ç. Pınar

    Analytical Models for Financial Modeling and Risk Management 29 August 2017 Pages: 223 - 253

    

11. Risk minimization in multi-factor portfolios: What is the best strategy?

    • Philipp J. Kremer
    • Andreea Talmaciu
    • Sandra Paterlini

    Analytical Models for Financial Modeling and Risk Management 07 April 2017 Pages: 255 - 291

    

12. Robust equity portfolio performance

    • Jang Ho Kim
    • Woo Chang Kim
    • Frank J. Fabozzi

    Analytical Models for Financial Modeling and Risk Management 23 December 2017 Pages: 293 - 312

    

13. Optimal decision for the market graph identification problem in a sign similarity network

    • V. A. Kalyagin
    • A. P. Koldanov
    • P. M. Pardalos

    Analytical Models for Financial Modeling and Risk Management 03 April 2017 Pages: 313 - 327

    

14. Constant proportion portfolio insurance in defined contribution pension plan management

    • Busra Zeynep Temocin
    • Ralf Korn
    • A. Sevtap Selcuk-Kestel

    Analytical Models for Financial Modeling and Risk Management 01 March 2017 Pages: 329 - 348

    

15. Tracking hedge funds returns using sparse clones

    • Margherita Giuzio
    • Kay Eichhorn-Schott
    • Vincent Weber

    Analytical Models for Financial Modeling and Risk Management 19 November 2016 Pages: 349 - 371

    

16. Portfolio management with benchmark related incentives under mean reverting processes

    • Marco Nicolosi
    • Flavio Angelini
    • Stefano Herzel

    Analytical Models for Financial Modeling and Risk Management 24 May 2017 Pages: 373 - 394

    

17. Are financial ratios relevant for trading credit risk? Evidence from the CDS market

    • George Chalamandaris
    • Nikos E. Vlachogiannakis

    Analytical Models for Financial Modeling and Risk Management 28 November 2016 Pages: 395 - 440

    

18. Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?

    • Dimitrios Koutmos

    Analytical Models for Financial Modeling and Risk Management 14 February 2018 Pages: 441 - 498

    

19. On Chinese stock markets: How have they evolved over time?

    • Sebastián Cano-Berlanga
    • José-Manuel Giménez-Gómez

    Analytical Models for Financial Modeling and Risk Management 05 September 2017 Pages: 499 - 510

    

20. Loan default prediction by combining soft information extracted from descriptive text in online peer-to-peer lending

    • Cuiqing Jiang
    • Zhao Wang
    • Yong Ding

    Analytical Models for Financial Modeling and Risk Management 04 October 2017 Pages: 511 - 529

    

21. The effects of sector reforms on the productivity of Greek banks: a step-by-step analysis of the pre-Euro era

    • Panagiotis Tziogkidis
    • Kent Matthews
    • Dionisis Philippas

    Analytical Models for Financial Modeling and Risk Management 16 November 2016 Pages: 531 - 549

    

22. Assessing efficiency profiles of UK commercial banks: a DEA analysis with regression-based feedback

    • Jamal Ouenniche
    • Skarleth Carrales

    Analytical Models for Financial Modeling and Risk Management Open access 05 March 2018 Pages: 551 - 587

    

23. A combined methodology for the concurrent evaluation of the business, financial and sports performance of football clubs: the case of France

    • Emilios Galariotis
    • Christophe Germain
    • Constantin Zopounidis

    Analytical Models for Financial Modeling and Risk Management 31 August 2017 Pages: 589 - 612