Portfolio volatility spillover
Gueorgui S. Konstantinov, Frank J. Fabozzi
| Year of publication: |
2022
|
|---|---|
| Authors: | Konstantinov, Gueorgui ; Fabozzi, Frank J. |
| Subject: | bonds | currencies | equity | factors | graph theory | multi asset | Portfolio volatility | risk management | spillover | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Risikomanagement | Risk management | Anleihe | Bond | Portfolio-Investition | Foreign portfolio investment | Graphentheorie | Graph theory | Internationaler Finanzmarkt | International financial market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024922500194 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013371157