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~person:"Nguyen, Duc Khuong"
~type_genre:"Article in journal"
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Search: subject_exact:"Portfolio-Insurance"
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Nguyen, Duc Khuong
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77
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47
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33
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23
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22
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22
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21
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20
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ECONIS (ZBW)
21
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1
On the role of commodity futures in portfolio diversification
Hooi Hooi Lean
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
; …
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2374-2394
Persistent link: https://www.econbiz.de/10014259167
Saved in:
2
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
3
Statistical arbitrage : factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
4
Cojumps and asset allocation in international equity markets
Arouri, Mohamed
;
M’saddek, Oussama
;
Nguyen, Duc Khuong
; …
- In:
Journal of economic dynamics & control
98
(
2019
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012130688
Saved in:
5
Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
Boubaker, Sabri
;
Gounopoulos, Dimitrios
;
Nguyen, Duc Khuong
- In:
Journal of banking & finance
92
(
2018
),
pp. 340-357
Persistent link: https://www.econbiz.de/10011964601
Saved in:
6
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
Janabi, Mazin A. M. al
;
Hernandez, Jose Arreola
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
3
,
pp. 1121-1131
Persistent link: https://www.econbiz.de/10011695589
Saved in:
7
Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola
;
Hammoudeh, Shawkat
;
Nguyen, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Saved in:
8
Can investors of Chinese energy stocks benefit from diversification into commodity futures?
Wen, Xiaoqian
;
Nguyen, Duc Khuong
- In:
Economic modelling
66
(
2017
),
pp. 184-200
Persistent link: https://www.econbiz.de/10011813713
Saved in:
9
Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
Boubaker, Sabri
;
Gounopoulos, Dimitrios
;
Nguyen, Duc Khuong
- In:
Journal of banking & finance
77
(
2017
),
pp. 35-52
Persistent link: https://www.econbiz.de/10011814346
Saved in:
10
Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory : evidence from crude oil prices and US exchange rates
Jammazi, Rania
;
Nguyen, Duc Khuong
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
11
,
pp. 1352-1362
Persistent link: https://www.econbiz.de/10011815894
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