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Long-run wavelet-based correlation for financial time series
Conlon, Thomas; Cotter, John; Gençay, Ramazan - In: European journal of operational research : EJOR 271 (2018) 2, pp. 676-696
Persistent link: https://www.econbiz.de/10011890368
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Asset allocation with correlation : a composite trade-off
Carroll, Rachael; Conlon, Thomas; Cotter, John; … - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1164-1180
Persistent link: https://www.econbiz.de/10011802497
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Asset allocation with factor-based covariance matrices
Conlon, Thomas; Cotter, John; Kynigakis, Iason - In: European journal of operational research : EJOR 325 (2025) 1, pp. 189-203
Persistent link: https://www.econbiz.de/10015433232