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Optimal asymptotic least squares estimation in a singular set-up
Diez de los Rios, Antonio, (2015)
An iterative approach to ill-conditioned optimal portfolio selection
Gulliksson, Mårten, (2020)
A portfolio optimization approach with a large number of assets : applications to the US and Korean stock markets
Lee, Miyoung, (2018)
Exchange rate regimes, globalisation and the cost of capital in emerging markets
Díez de los Ríos, Antonio, (2004)
Contagion and portfolio shift in emerging countries' sovereign bonds
Díez de los Ríos, Antonio, (2003)