Duc Khuong Nguyen

Publication Activity (10 Years)

Years Active: 2017-2024
Publications (10 Years): 12

Top Topics

Multiobjective Linear Programming

Extreme Value Theory

Portfolio Optimization

Top Venues

Ann. Oper. Res.

Eur. J. Oper. Res.

Int. Trans. Oper. Res.

Publications

Shan Jiang, Duc Khuong Nguyen, Peng-Fei Dai, Qingxin Meng
Monetary income as opportunity cost: exploring the negative effect on free knowledge contribution of knowledge suppliers. J. Knowl. Manag. 28 (2) (2024)
Shouyu Yao, Ahmet Sensoy, Duc Khuong Nguyen, Tong Li
Investor attention and cryptocurrency market liquidity: a double-edged sword. Ann. Oper. Res. 334 (1) (2024)
Erdinc Akyildirim, Ahmet Göncü, Alper A. Hekimoglu, Duc Khuong Nguyen, Ahmet Sensoy
Statistical arbitrage: factor investing approach. OR Spectr. 45 (4) (2023)
Hooi Hooi Lean, Duc Khuong Nguyen, Ahmet Sensoy, Gazi Salah Uddin
On the role of commodity futures in portfolio diversification. Int. Trans. Oper. Res. 30 (5) (2023)
Carla Oliveira Henriques, Maria Elisabete Neves, Licínio Castelão, Duc Khuong Nguyen
Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach. Ann. Oper. Res. 313 (1) (2022)
Erdinc Akyildirim, Aurelio Fernández Bariviera, Duc Khuong Nguyen, Ahmet Sensoy
Forecasting high-frequency stock returns: a comparison of alternative methods. Ann. Oper. Res. 313 (2) (2022)
Duc Khuong Nguyen, Hans-Jörg von Mettenheim, Charalampos Stasinakis
Preface: neural networks, nonlinear dynamics, and risk management in banking and finance. Ann. Oper. Res. 297 (1) (2021)
Christoph Wegener, Tobias Basse, Philipp Sibbertsen, Duc Khuong Nguyen
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany. Ann. Oper. Res. 282 (1-2) (2019)
Ahmet Sensoy, Duc Khuong Nguyen, Ahmed Rostom, Erk Hacihasanoglu
Dynamic integration and network structure of the EMU sovereign bond markets. Ann. Oper. Res. 281 (1-2) (2019)
Stelios D. Bekiros, Duc Khuong Nguyen, Leonidas Sandoval Junior, Gazi Salah Uddin
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. Eur. J. Oper. Res. 256 (3) (2017)
Mazin A. M. Al Janabi, Jose Arreola Hernandez, Theo Berger, Duc Khuong Nguyen
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. Eur. J. Oper. Res. 259 (3) (2017)
Rania Jammazi, Duc Khuong Nguyen
Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates. J. Oper. Res. Soc. 68 (11) (2017)