Operational research insights on risk, resilience & dynamics of financial & economic systems

Hachmi Ben Ameur, Ephraim Clark, Zied Ftiti () and Jean-Luc Prigent
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Hachmi Ben Ameur: INSEEC Grande Ecole

Annals of Operations Research, 2024, vol. 334, issue 1, No 1, 6 pages

Abstract: Abstract Our article offers insights on the role of operational research (OR) in understanding financial and economic systems' risks and dynamics. It presents the latest methods in OR to address risks and uncertainties in these systems, covering topics such as options pricing, portfolio optimization, banking resilience, and the analysis of financial and economic co-movements. The included studies utilize advanced analytical tools, like stochastic programming, decision analysis, and machine learning, to create robust models for complex systems. These contributions aim to be valuable for academics, practitioners, policymakers, and regulators in the field.

Keywords: Options pricing; Portfolio optimization; Risk management; Behavioral finance; Portfolio diversification; Risk spillover (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10479-024-05869-x

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