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Scenario-based portfolio optimization via bootstrapping and machine learning methods: Theory development and empirical evidence from the Tehran Stock Market
published 19 Feb 2026
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Can systematic skewness factors predict future interest rates: Evidence from China
published 05 Feb 2026
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From financial lock-in to resilience reconstruction: Climate risk, internal capital markets and organizational resilience of high-carbon enterprises
published 09 Jan 2026
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SSE forecasts based on market–sentiment dual anchoring
published 26 Dec 2025
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Trade policy uncertainty and stock price crash risk in China: The moderating role of marketization and digital transformation
published 26 Dec 2025
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Impact of excessive environmental information disclosure on stock price crash risk
published 23 Dec 2025
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A multi-factor dynamic time series measure for stock correlation analysis
published 15 Dec 2025
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Analysis of the risk spillover network of G20 stock markets based on transfer entropy and complex network approaches
published 01 Dec 2025
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Testing for the footprints of stabilization economic policy in forecast errors
published 01 Dec 2025
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Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market
published 12 Nov 2025
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EMSA: Explainable multilingual sentiment analysis models providing sentiment analysis across multiple languages
published 12 Nov 2025
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Parametric portfolio policy with momentum-based sentiment trading strategy
published 06 Nov 2025
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Co-movement between stock markets in advanced economies and Africa in times of uncertainty: A time-frequency domain approach
published 06 Nov 2025
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