Carol Alexander

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 7

Top Topics

Discrimination Ability

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

J. Oper. Res. Soc.

Publications

Carol Alexander, M. Coulon, Y. Han, X. Meng
Evaluating the discrimination ability of proper multi-variate scoring rules. Ann. Oper. Res. 334 (1) (2024)
Carol Alexander, Wei Wei, Xi Chen
Matching Kollo measures. J. Oper. Res. Soc. 75 (7) (2024)
Carol Alexander, Jun Deng, Bin Zou
Hedging with automatic liquidation and leverage selection on bitcoin futures. Eur. J. Oper. Res. 306 (1) (2023)
Carol Alexander, Xiaochun Meng, Wei Wei
Targeting Kollo skewness with random orthogonal matrix simulation. Eur. J. Oper. Res. 299 (1) (2022)
Carol Alexander, Johannes Rauch
A general property for time aggregation. Eur. J. Oper. Res. 291 (2) (2021)
Carol Alexander, Xi Chen
Model risk in real option valuation. Ann. Oper. Res. 299 (1) (2021)
Carol Alexander, Andreas Käck, Anannit Sumawong
A parsimonious parametric model for generating margin requirements for futures. Eur. J. Oper. Res. 273 (1) (2019)
Carol Alexander, Gauss M. Cordeiro, Edwin M. M. Ortega, José María Sarabia
Generalized beta-generated distributions. Comput. Stat. Data Anal. 56 (6) (2012)
Daniel Ledermann, Carol Alexander
Further properties of random orthogonal matrix simulation. Math. Comput. Simul. 83 (2012)