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  1. Article: COVID-19 crisis and risk spillovers to developing economies: Evidence from Africa.

    Akhtaruzzaman, Md / Benkraiem, Ramzi / Boubaker, Sabri / Zopounidis, Constantin

    Journal of international development

    2022  Volume 34, Issue 4, Page(s) 898–918

    Abstract: This study provides new evidence on how risk spillovers occur from the United States to developing economies in Africa during the COVID-19 pandemic. The results show that downside risk exposures of African markets, financial firms and banks particularly ... ...

    Abstract This study provides new evidence on how risk spillovers occur from the United States to developing economies in Africa during the COVID-19 pandemic. The results show that downside risk exposures of African markets, financial firms and banks particularly increased during Phase I (30 January to 30 April 2020). The nature and magnitude of downside risk exposures of African financial markets were similar to those of the United States. Our results also reveal that the United States is a net transmitter of risk spillovers while Nigeria, South Africa, Egypt and Morocco are net recipients. Our conclusions offer guidance to risk managers, policymakers and investors.
    Language English
    Publishing date 2022-02-21
    Publishing country England
    Document type Journal Article
    ZDB-ID 27253-x
    ISSN 0954-1748
    ISSN 0954-1748
    DOI 10.1002/jid.3634
    Database MEDical Literature Analysis and Retrieval System OnLINE

    Full text online

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    In stock of ZB MED Cologne/Königswinter

    Zs.A 4592: Show issues Location:
    Je nach Verfügbarkeit (siehe Angabe bei Bestand)
    bis Jg. 1994: Bestellungen von Artikeln über das Online-Bestellformular
    Jg. 1995 - 2021: Lesesall (2.OG)
    ab Jg. 2022: Lesesaal (EG)

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  2. Book: Multiple criteria decision making

    Doumpos, Michael / Zopounidis, Constantin

    applications in management and engineering

    (Business/economics ; Multiple criteria decision making)

    2017  

    Institution Springer International Publishing AG
    Author's details Constantin Zopounidis, Michael Doumpos, editors
    Series title Business/economics
    Multiple criteria decision making
    Keywords Multikriterielle Entscheidungsanalyse
    Language Undetermined
    Size xii, 211 Seiten, Illustrationen, 23.5 cm x 15.5 cm, 0 g
    Publisher Springer
    Publishing place Cham
    Document type Book
    Note Enthält 10 Beiträge
    ISBN 3319392905 ; 9783319392905 ; 9783319392929 ; 3319392921
    Database ECONomics Information System

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  3. Book: Special issue: 60 years following Harry Markowitz's contribution to portfolio theory and operations research

    Zopounidis, Constantin

    European journal of operational research : EJOR

    (European journal of operational research ; 234.2014,2)

    2014  

    Title variant 60 years following Harry Markowitz's contribution to portfolio theory and operations research ; Sixty
    Author's details guest eds.: Constantin Zopounidis
    Series title European journal of operational research ; 234.2014,2
    Language English
    Size S. 343 - 582, graph. Darst.
    Publisher Elsevier
    Publishing place Amsterdam ; Boston ; London ; New York,NY ; Oxford ; Paris ; Philadelphia ; San Diego ; St. Louis
    Document type Book
    Note Enth. 22 Beitr.
    ZDB-ID 243003-4
    ISSN 0377-2217
    Database ECONomics Information System

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  4. Book: Computational techniques for banking and risk management

    Zopounidis, Constantin

    (Studies in financial optimization and risk management)

    2013  

    Author's details Constantin Zopounidis ..., eds
    Series title Studies in financial optimization and risk management
    Keywords Bank management/Mathematical models ; Banks and banking/Mathematical models ; Decision making/Mathematical models ; Financial risk/Mathematical models ; Bankgeschäft ; Bankrisiko ; Prognoseverfahren ; Bankenregulierung ; Griechenland
    Language English
    Size VI, 168 S., graph. Darst.
    Publisher Nova Publ
    Publishing place New York, NY
    Document type Book
    Note Enth. 10 Beitr. ; Includes bibliographical references and index
    ISBN 9781626185227 ; 1626185220
    Database ECONomics Information System

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  5. Book: Operations research models in banking management

    Zopounidis, Constantin

    (Annals of operations research ; 205)

    2013  

    Author's details eds.: Constantin Zopounidis
    Series title Annals of operations research ; 205
    Keywords Bankmanagement ; Operations Research
    Language English
    Size 22, 250 S., graph. Darst.
    Publisher Springer
    Publishing place New York, NY
    Document type Book
    Note Enth. 12 Beitr.
    Database Library catalogue of the German National Library of Science and Technology (TIB), Hannover

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  6. Book: Computational optimization in economics and finance research compendium

    Zopounidis, Constantin

    (Studies in financial optimization and risk management)

    2013  

    Author's details Constantin Zopounidis, ed
    Series title Studies in financial optimization and risk management
    Keywords Business forecasting ; Economic forecasting ; Mathematical optimization ; Computational Economics ; Mathematische Optimierung ; Prognoseverfahren ; Schätztheorie ; Multikriterielle Entscheidungsanalyse ; Wirtschaftsmathematik ; Wahrscheinlichkeitsrechnung
    Language English
    Size VIII, 218 S., graph. Darst., 27 cm
    Publisher Nova Publ
    Publishing place New York, NY
    Document type Book
    Note Enth. 12 Beitr. ; Includes bibliographical references and index
    ISBN 9781620819289 ; 1620819287
    Database ECONomics Information System

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  7. Book: Computational optimization in economics and finance research compendium

    Zopounidis, Constantin

    (Studies in financial optimization and risk management)

    2013  

    Author's details Constantin Zopounidis, ed
    Series title Studies in financial optimization and risk management
    Keywords Business forecasting ; Economic forecasting ; Mathematical optimization ; Computational Economics ; Mathematische Optimierung ; Prognoseverfahren ; Schätztheorie ; Multikriterielle Entscheidungsanalyse ; Wirtschaftsmathematik ; Wahrscheinlichkeitsrechnung
    Language English
    Size VIII, 218 S., graph. Darst., 27 cm
    Publisher Nova Publ
    Publishing place New York, NY
    Document type Book
    Note Enth. 12 Beitr. ; Includes bibliographical references and index
    ISBN 9781620819289 ; 1620819287
    Database Library catalogue of the German National Library of Science and Technology (TIB), Hannover

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    Kategorien

    Order via subito

    This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.

    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

  8. Book: Operations research models in banking management

    Zopounidis, Constantin

    (Annals of operations research ; 205)

    2013  

    Author's details eds.: Constantin Zopounidis
    Series title Annals of operations research ; 205
    Keywords Bankmanagement ; Operations Research
    Language English
    Size 22, 250 S., graph. Darst.
    Publisher Springer
    Publishing place New York, NY
    Document type Book
    Note Enth. 12 Beitr.
    Database ECONomics Information System

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    Inter-library loan at ZB MED

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  9. Article: Robust optimization approaches for portfolio selection: a comparative analysis.

    Georgantas, Antonios / Doumpos, Michalis / Zopounidis, Constantin

    Annals of operations research

    2021  , Page(s) 1–17

    Abstract: Robust optimization (RO) models have attracted a lot of interest in the area of portfolio selection. RO extends the framework of traditional portfolio optimization models, incorporating uncertainty through a formal and analytical approach into the ... ...

    Abstract Robust optimization (RO) models have attracted a lot of interest in the area of portfolio selection. RO extends the framework of traditional portfolio optimization models, incorporating uncertainty through a formal and analytical approach into the modeling process. Although several RO models have been proposed in the literature, comprehensive empirical assessments of their performance are rather lacking. The objective of this study is to fill in this gap in the literature. To this end, we consider different types of RO models based on popular risk measures and conduct an extensive comparative analysis of their performance using data from the US market during the period 2005-2020. For the analysis, two different robust versions of the mean-variance model are considered, together with robust models for conditional value-at-risk and the Omega ratio. The robust versions are compared against the nominal ones through various portfolio performance metrics, focusing on out-of-sample results.
    Language English
    Publishing date 2021-06-24
    Publishing country United States
    Document type Journal Article
    ISSN 0254-5330
    ISSN 0254-5330
    DOI 10.1007/s10479-021-04177-y
    Database MEDical Literature Analysis and Retrieval System OnLINE

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  10. Book: Computational techniques in economics and finance

    Zopounidis, Constantin

    (Computer science, technology and applications ; Studies in financial optimization and risk management)

    2011  

    Author's details Constantin Zopounidis, ed
    Series title Computer science, technology and applications
    Studies in financial optimization and risk management
    Keywords Economics, Mathematical ; Mathematische Optimierung ; Risikomanagement ; Statistische Methode
    Language English
    Size X, 230 S., graph. Darst., Kt., 26 cm
    Publisher Nova Science Publ
    Publishing place New York, NY
    Document type Book
    Note Includes bibliographical references and index. - Enth. 13 Beitr.
    ISBN 9781613245583 ; 1613245580
    Database ECONomics Information System

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