This book is written for graduate students and researchers, who are interested in using
copula-based models for multivariate data structures. It provides a step-by-step introduction …

This paper reviews recent advances in robust portfolio selection problems and their
extensions, from both operational research and financial perspectives. A multi-dimensional …

Italy is strongly associated with the Catholic Social Teaching (CST) that represents the
central principles (doctrine) of the Roman Catholic Church. Using the frequency of words in …

Universitext is a series of textbooks that presents material from a wide variety of
mathematical disciplines at master's level and beyond. The books, often well class-tested by …

Missing data in the presence of upper level dependencies in multilevel models have never
been thoroughly examined. Whereas first-level subjects are independent over time, the …

We survey the active interface of statistical learning methods and quantitative finance
models. Our focus is on the use of statistical surrogates, also known as functional …

Knowledge of the statistical distribution of the prices of emission allowances, and their
forecastability, are crucial in constructing, among other things, purchasing and risk …

This study examines the relation between corporate social responsibility (CSR) and
institutional investor ownership, and the impact of this relation on stock return volatility. We …

The purpose of the paper is to investigate the influence of market accessibility on hotel
prices and how this influence is moderated by various quality-signaling factors, such as …

The several parameters affect the heat load of a building; geometry, construction, layout,
climate and the users. These parameters are complex and interrelated. Comprehensive …