The role of long- and short-run correlation networks in international portfolio selection
Mengting Li, Qifa Xu, Cuixia Jiang, Yezheng Liu
| Year of publication: |
2024
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|---|---|
| Authors: | Li, Mengting ; Xu, Qifa ; Jiang, Cuixia ; Liu, Yezheng |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 3, p. 3147-3176
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| Subject: | DCC-MIDAS | financial network | mixed frequency | network topological characteristics | parametric strategy | portfolio selection | Portfolio-Management | Portfolio selection | Unternehmensnetzwerk | Business network | Theorie | Theory | Netzwerk | Network | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2820 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014635302