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Volatility connectedness of major cryptocurrencies : the role of investor happiness

Bouri, Elie; Gabauer, David; Gupta, Rangan; Tiwari, … - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012814541

Investor personality as a predictor of investment intention : mediating role of overconfidence bias and financial literacy

Jain, Riidhi; Sharma, Dipasha; Behl, Abhishek; Tiwari, … - In: International journal of emerging markets 18 (2023) 12, pp. 5680-5706

Persistent link: https://www.econbiz.de/10014461215

Editorial: Decision making in enterprise risk management : a review and introduction to special issue

Wu, Desheng Dash; Olson, David L.; Dolgui, Alexandre - In: Omega : the international journal of management science 57 (2015), pp. 1-4

Persistent link: https://www.econbiz.de/10011415734

The Ripple effect in supply chains : trade-off "efficiency-flexibility-resilience" in disruption management

Ivanov, Dmitry; Sokolov, Boris; Dolgui, Alexandre - In: International journal of production research 52 (2014) 7, pp. 2154-2172

Persistent link: https://www.econbiz.de/10010348244

Structural quantification of the ripple effect in the supply chain

Sokolov, Boris; Ivanov, Dmitry; Dolgui, Alexandre; … - In: International journal of production research 54 (2016) 1/2, pp. 152-169

Persistent link: https://www.econbiz.de/10011491260

Disruption-driven supply chain (re)-planning and performance impact assessment with consideration of pro-active and recovery policies

Ivanov, Dmitry; Pavlov, Alexander; Dolgui, Alexandre; … - In: Transportation research / E : an international journal 90 (2016), pp. 7-24

Persistent link: https://www.econbiz.de/10011497312

Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation

Pradhan, Ashis Kumar; Mittal, Ishan; Tiwari, Aviral Kumar - In: Macroeconomics and finance in emerging market economies 14 (2021) 3, pp. 291-307

Persistent link: https://www.econbiz.de/10012649582

Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies

Tiwari, Aviral Kumar; Adewuyi, Adeolu O.; Albulescu, … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012659682

Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management

Trabelsi, Nader; Gozgor, Giray; Tiwari, Aviral Kumar; … - In: Research in international business and finance 55 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10013264668

Market-risk optimization among the developed and emerging markets with cvar measure and copula simulation

Trabelsi, Nader; Tiwari, Aviral Kumar - In: Risks : open access journal 7 (2019) 3/78, pp. 1-20

In this paper, the generalized Pareto distribution (GPD) copula approach is utilized to solve the conditional value-at-risk (CVaR) portfolio problem. Particularly, this approach used (i) copula to model the complete linear and non-linear correlation dependence structure, (ii) Pareto tails to...

Persistent link: https://www.econbiz.de/10012127555