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Optimal portfolio allocation and asset centrality revisited
Olmo, Jose - In: Quantitative finance 21 (2021) 9, pp. 1475-1490
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012624148
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Statistical tests of distributional scaling properties for financial return series
Hallam, Mark; Olmo, Jose - In: Quantitative finance 18 (2018) 7, pp. 1211-1232
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011911533
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Optimal characteristic portfolios
McGee, Richard J.; Olmo, Jose - In: Quantitative finance 22 (2022) 10, pp. 1853-1870
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013367958