Samuel A. Vigne

According to our database, Samuel A. Vigne authored at least 4 papers between 2018 and 2021.

Collaborative distances:

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

2021

Bayesian Value-at-Risk backtesting: The case of annuity pricing.

Melvern Leung, Youwei Li, Athanasios A. Pantelous, Samuel A. Vigne

Eur. J. Oper. Res., 2021

What is the optimal weight for gold in a portfolio?

Brian Lucey, Maurice Peat, Aleksandar Sevic, Samuel A. Vigne

Ann. Oper. Res., 2021

2019

Did long-memory of liquidity signal the European sovereign debt crisis?

Zhuowei Sun, Philip A. Hamill, Youwei Li, Y. C. Yang, Samuel A. Vigne

Ann. Oper. Res., 2019

2018

What Sort of Asset? Bitcoin Analysed.

Shaen Corbet, Brian Lucey, Maurice Peat, Samuel A. Vigne

Proceedings of the Enterprise Applications, Markets and Services in the Finance Industry, 2018