Samuel A. Vigne

Publication Activity (10 Years)

Years Active: 2018-2021
Publications (10 Years): 4

Top Topics

Bayesian Decision

Portfolio Theory

Top Venues

Ann. Oper. Res.

Eur. J. Oper. Res.

Publications

Melvern Leung, Youwei Li, Athanasios A. Pantelous, Samuel A. Vigne
Bayesian Value-at-Risk backtesting: The case of annuity pricing. Eur. J. Oper. Res. 293 (2) (2021)
Brian Lucey, Maurice Peat, Aleksandar Sevic, Samuel A. Vigne
What is the optimal weight for gold in a portfolio? Ann. Oper. Res. 297 (1) (2021)
Zhuowei Sun, Philip A. Hamill, Youwei Li, Y. C. Yang, Samuel A. Vigne
Did long-memory of liquidity signal the European sovereign debt crisis? Ann. Oper. Res. 282 (1-2) (2019)
Shaen Corbet, Brian Lucey, Maurice Peat, Samuel A. Vigne
What Sort of Asset? Bitcoin Analysed. FinanceCom (2018)