1. A Unique and Stable \(\hbox {Se}{\mathcal {C}}\hbox {ure}\) Reversion Protocol Improving Efficiency: A Computational Bayesian Approach for Empirical Analysis

   • Cédric Wanko

   OriginalPaper 25 January 2017 Pages: 1 - 23

   

2. Can Efficiency of Returns Be Considered as a Pricing Factor?

   • J. Francisco Rubio
   • Neal Maroney
   • M. Kabir Hassan

   OriginalPaper 27 January 2017 Pages: 25 - 54

3. Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall

   • Yu-Ying Tzeng
   • Paul M. Beaumont
   • Giray Ökten

   OriginalPaper 04 February 2017 Pages: 55 - 77

   

4. Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market

   • Ya-Chi Huang
   • Chueh-Yung Tsao

   OriginalPaper 06 February 2017 Pages: 79 - 104

   

5. Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market

   • Bangzhu Zhu
   • Shujiao Ma
   • Yi-Ming Wei

   OriginalPaper 23 February 2017 Pages: 105 - 121

   

6. Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market

   • Bangzhu Zhu
   • Shujiao Ma
   • Yi-Ming Wei

   Erratum 31 March 2017 Pages: 123 - 123

7. An Automated Investing Method for Stock Market Based on Multiobjective Genetic Programming

   • Alexandre Pimenta
   • Ciniro A. L. Nametala
   • Eduardo G. Carrano

   OriginalPaper 02 March 2017 Pages: 125 - 144

   

8. A Hybrid Metaheuristic for the Efficient Solution of GARCH with Trend Models

   • Lourdes Uribe
   • Benjamin Perea
   • Oliver Schütze

   OriginalPaper 10 March 2017 Pages: 145 - 166

   

9. Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors

   • Tolga Omay
   • Mübariz Hasanov
   • Yongcheol Shin

   OriginalPaper 07 March 2017 Pages: 167 - 193

10. Decision Theory Matters for Financial Advice

    • Thorsten Hens
    • János Mayer

    OriginalPaper 20 March 2017 Pages: 195 - 226

    

11. An Efficient Adaptive Real Coded Genetic Algorithm to Solve the Portfolio Choice Problem Under Cumulative Prospect Theory

    • Chao Gong
    • Chunhui Xu
    • Ji Wang

    OriginalPaper 06 March 2017 Pages: 227 - 252

    

12. On the Allocation of Multiple Divisible Assets to Players with Different Utilities

    • Ephraim Zehavi
    • Amir Leshem

    OriginalPaper 16 March 2017 Pages: 253 - 274

    

13. Financial Soundness Prediction Using a Multi-classification Model: Evidence from Current Financial Crisis in OECD Banks

    • D. Fernández-Arias
    • M. López-Martín
    • F. Fernández-Navarro

    OriginalPaper 17 March 2017 Pages: 275 - 297

14. Programming Correlation Criteria with free CAS Software

    • George E. Halkos
    • Kyriaki D. Tsilika

    BriefCommunication 17 August 2016 Pages: 299 - 311