Ephraim Clark

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 8

Top Topics

Financial Crisis

Risk Management

Portfolio Optimization

Top Venues

Ann. Oper. Res.

Int. J. Math. Oper. Res.

Publications

Hachmi Ben Ameur, Ephraim Clark, Zied Ftiti, Jean-Luc Prigent
Operational research insights on risk, resilience & dynamics of financial & economic systems. Ann. Oper. Res. 334 (1) (2024)
Ephraim Clark, Zhuo Qiao
Stock exchange efficiency and convergence: international evidence. Ann. Oper. Res. 313 (2) (2022)
Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent
Risk management decisions and value under uncertainty. Ann. Oper. Res. 313 (2) (2022)
Ephraim Clark, Sovan Mitra, Octave Jokung
Keynesian resurgence: financial stimulus and contingent claims modelling. Int. J. Math. Oper. Res. 17 (2) (2020)
Yacine Belghitar, Ephraim Clark, Konstantino Kassimatis
A measure of total firm performance: new insights for the corporate objective. Ann. Oper. Res. 281 (1-2) (2019)
Farid AitSahlia, Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent
Preface: decision making and risk/return optimization in financial economics. Ann. Oper. Res. 281 (1-2) (2019)
Ephraim Clark, Selima Baccar
Modelling credit spreads with time volatility, skewness, and kurtosis. Ann. Oper. Res. 262 (2) (2018)
Hatem Ben Ameur, Ephraim Clark, André de Palma, Jean-Luc Prigent
Preface: Risk management decisions and wealth management in Financial Economics. Ann. Oper. Res. 262 (2) (2018)
Ephraim Clark, Octave Jokung, Konstantinos Kassimatis
Making inefficient market indices efficient. Eur. J. Oper. Res. 209 (1) (2011)
Ephraim Clark, Joshy Z. Easaw
Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain. Eur. J. Oper. Res. 178 (2) (2007)
Kostas Giannopoulos, Ephraim Clark, Radu Tunaru
Portfolio selection under VaR constraints. Comput. Manag. Sci. 2 (2) (2005)