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)

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)

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)

Dynamic integration and network structure of the EMU sovereign bond markets. - Ahmet Sensoy; Duc Khuong Nguyen; Ahmed Rostom; Erk Hacihasanoglu (Ann. Oper. Res., 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)

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)

Forecasting high-frequency stock returns: a comparison of alternative methods. - Erdinc Akyildirim; Aurelio Fernández Bariviera; Duc Khuong Nguyen; Ahmet Sensoy (Ann. Oper. Res., 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)

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)

Statistical arbitrage: factor investing approach. - Erdinc Akyildirim; Ahmet Göncü; Alper A. Hekimoglu; Duc Khuong Nguyen; Ahmet Sensoy (OR Spectr., 2023)

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)

Investor attention and cryptocurrency market liquidity: a double-edged sword. - Shouyu Yao; Ahmet Sensoy; Duc Khuong Nguyen; Tong Li (Ann. Oper. Res., 2024)

Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension. - Hongxia Wang; Duc Khuong Nguyen; Xiong Xiong; Peng-Fei Dai (Ann. Oper. Res., 2025)