International and temporal diversifications : the best of both worlds?
Year of publication: |
April 2018
|
---|---|
Authors: | Fouquau, Julien ; Kharoubi, Cécile ; Spieser, Philippe |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 20.2017/2018, 4, p. 27-54
|
Subject: | wavelets | copulas | international and temporal diversifications | temporal diversification | portfolio management | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Zeit | Time | Multivariate Verteilung | Multivariate distribution |
-
Are agribusiness stocks an investor safe haven?
D'Antoni, Jeremy M., (2014)
-
Geographical diversification in wheat farming : a copula-based CVaR framework
Larsen, Ryan, (2015)
-
Larsen, Ryan, (2013)
- More ...
-
The Libor rate : what does it look like during turmoil times?
Fouquau, Julien, (2014)
-
Stock returns memories : a "stardust" memory?
Fouquau, Julien, (2014)
-
Capital markets : a study of the efficiency of the securities market of Thailand
Gupta, Jyoti P., (1992)
- More ...