Duc Khuong Nguyen

According to our database, Duc Khuong Nguyen authored at least 12 papers between 2017 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Investor attention and cryptocurrency market liquidity: a double-edged sword.

Shouyu Yao, Ahmet Sensoy, Duc Khuong Nguyen, Tong Li

Ann. Oper. Res., March, 2024

Monetary income as opportunity cost: exploring the negative effect on free knowledge contribution of knowledge suppliers.

Shan Jiang, Duc Khuong Nguyen, Peng-Fei Dai, Qingxin Meng

J. Knowl. Manag., 2024

2023

Statistical arbitrage: factor investing approach.

Erdinc Akyildirim, Ahmet Göncü, Alper A. Hekimoglu, Duc Khuong Nguyen, Ahmet Sensoy

OR Spectr., December, 2023

On the role of commodity futures in portfolio diversification.

Hooi Hooi Lean, Duc Khuong Nguyen, Ahmet Sensoy, Gazi Salah Uddin

Int. Trans. Oper. Res., 2023

2022

Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach.

Carla Oliveira Henriques, Maria Elisabete Neves, Licínio Castelão, Duc Khuong Nguyen

Ann. Oper. Res., 2022

Forecasting high-frequency stock returns: a comparison of alternative methods.

Erdinc Akyildirim, Aurelio Fernández Bariviera, Duc Khuong Nguyen, Ahmet Sensoy

Ann. Oper. Res., 2022

2021

Preface: neural networks, nonlinear dynamics, and risk management in banking and finance.

Duc Khuong Nguyen, Hans-Jörg von Mettenheim, Charalampos Stasinakis

Ann. Oper. Res., 2021

2019

Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany.

Christoph Wegener, Tobias Basse, Philipp Sibbertsen, Duc Khuong Nguyen

Ann. Oper. Res., 2019

Dynamic integration and network structure of the EMU sovereign bond markets.

Ahmet Sensoy, Duc Khuong Nguyen, Ahmed Rostom, Erk Hacihasanoglu

Ann. Oper. Res., 2019

2017

Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates.

Rania Jammazi, Duc Khuong Nguyen

J. Oper. Res. Soc., 2017

Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios.

Mazin A. M. Al Janabi, Jose Arreola Hernandez, Theo Berger, Duc Khuong Nguyen

Eur. J. Oper. Res., 2017

Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets.

Stelios D. Bekiros, Duc Khuong Nguyen, Leonidas Sandoval Junior, Gazi Salah Uddin

Eur. J. Oper. Res., 2017