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Publications

Faculty & Research
Does Islamic Investing Modify Portfolio Performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio

The main idea of the article is to compare the performance of Islamic ESG-utilities portfolios vis-a-vis their conventional counterparts across two distinct periods: the pre-COVID-19 era and the COVID-19 era...

Faculty & Research
Airfreight forwarder’s shipment planning: Shipment consolidation and containerization

Airfreight operations have two categories, namely, integrator and freight forwarder. This study focuses on an airfreight forwarder’s shipment planning problem, while considering shipment consolidation and containerization in the international supply chain...

Faculty & Research
Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany

We study the frequency of central banks’ inflation forecasts announcement building on a novel theory where both a fixed cost of announcing a revised forecast and a fixed cost of updating the information set and adapting the forecast accordingly are considered...

Faculty & Research
How Do Coalitions Break Down? An Alternative View

Motivated by recent coalition splitting events through unilateral countries’ withdrawals, we propose an alternative theory based on two key assumptions that: i) the payoff sharing rule within coalitions is not necessarily set according to any optimality criterion, and, ii) players initially behave as if the coalition will last forever...