Search
Login

Operational research insights on risk resilience & dynamics of financial & economic systems

Abstract
Abstract Our article offers insights on the role of operational research (OR) in understanding financial and economic systems risks and dynamics. It presents the latest methods in OR to address risks and uncertainties in these systems covering topics such as options pricing portfolio optimization banking resilience and the analysis of financial and economic co-movements. The included studies utilize advanced analytical tools like stochastic programming decision analysis and machine learning to create robust models for complex systems. These contributions aim to be valuable for academics practitioners policymakers and regulators in the field.
Authors
Hachmi Ben Ameur Ephraim Clark Zied Ftiti and Jean-Luc Prigent Hachmi Ben Ameur: INSEEC Grande Ecole Ephraim Clark: Middlesex University Jean-Luc Prigent: CY Cergy Paris University
Keywords
Options pricing ; Portfolio optimization ; Risk management ; Behavioral finance ; Portfolio diversification ; Risk spillover (search for similar items in EconPapers)
Rank
0.74
Search
Portfolio Optimization
Series
Annals of Operations Research 2024 vol. 334 issue 1 No 1 6 pages
Time Added
2024/03/18 03:30
Total Downloads
0
Year Published
2024
TOP