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Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach
Lemand, Ryan, (2022)
Forecasting Expected Shortfall : Should We Use a Multivariate Model for Stock Market Factors?
Fortin, Alain-Philippe, (2019)
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe, (2023)
Efficient asset allocation: Application of game theory-based model for superior performance
Sikalo, Mirza, (2022)
How many stocks are sufficient for equity portfolio diversification? A review of the literature
Zaimovic, Azra, (2021)
Efficiency analysis of the insurance sector in Bosnia and Herzegovina
Šikalo, Mirza, (2021)