Found: 9
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An empirical comparison of correlation-based systemic risk measures.
- Published in:
- Quality & Quantity, 2024, v. 58, n. 3, p. 2289, doi. 10.1007/s11135-023-01746-0
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- Article
Risk-adjusted geometric diversified portfolios.
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- Quality & Quantity, 2024, v. 58, n. 1, p. 35, doi. 10.1007/s11135-023-01631-w
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- Article
A rescaling technique to improve numerical stability of portfolio optimization problems.
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- Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2023, v. 27, n. 18, p. 12831, doi. 10.1007/s00500-021-06543-1
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- Article
A new approach in model selection for ordinal target variables.
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- Computational Statistics, 2022, v. 37, n. 1, p. 43, doi. 10.1007/s00180-021-01112-4
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- Article
Unleveraged Portfolios and Pure Allocation Return.
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- Journal of Risk & Financial Management, 2021, v. 14, n. 11, p. 1, doi. 10.3390/jrfm14110550
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- Article
Polarized Classification Tree Models: Theory and Computational Aspects.
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- Journal of Classification, 2021, v. 38, n. 3, p. 481, doi. 10.1007/s00357-021-09383-8
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- Article
Google search volumes for portfolio management: performances and asset concentration.
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- Annals of Operations Research, 2021, v. 299, n. 1/2, p. 163, doi. 10.1007/s10479-019-03424-7
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- Article
Proper measures of connectedness.
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- Annals of Finance, 2020, v. 16, n. 4, p. 547, doi. 10.1007/s10436-020-00363-3
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- Article
What Are Investors Afraid of? Finding the Big Bad Wolf.
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- International Journal of Financial Studies, 2019, v. 7, n. 3, p. 42, doi. 10.3390/ijfs7030042
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- Article