“...Purpose This study aims to propose the Shapley value that originates from the game theory to quantify the relative risk of a security in an optimal...”

“...Purpose This paper aims to elaborate on the optimization of two particular cryptocurrency portfolios in a mean-variance framework. In general, cryptocurrencies...”

“...Purpose The purpose of this paper is to examine whether oil price risk is a significant determinant of stock returns. Design/methodology/approach Using monthly...”

“...Purpose This study aims to examine whether the methodology proposed by the European Supervisory Authorities (ESAs) within Delegated Regulation (European Union)...”

“...Purpose Industries lament the current situation of approaches that have resulted in huge losses in the face of complex risks. The purpose of this study is...”

“...Purpose The purpose of this paper is to test empirically the impact of asset securitization and sale activities as well as the holdings of sub-prime related...”

“...Purpose The purpose of this paper is to examine the information spillover of sovereign rating changes on the market valuation of bank stocks in Africa. Design...”

“...Purpose The purpose of this study hopes to encourage further research into the topic of local currencies, as well as specific research into increasing the...”

“...Purpose The progressive aging of the population is suggesting that public pension plans should be increasingly supplemented by private savings schemes...”

“...Purpose Existing empirical evidence on the impact of environmental, social and governance (ESG) integration on momentum portfolios is limited. The combination...”