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Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
Al Janabi, Mazin A.M., (2016)
Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? : dependence risk analysis and portfolio optimization
Hernandez, Jose Arreola, (2014)
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola, (2022)