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~subject:"Portfolio selection"
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Portfolio selection
Volatility
128
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123
Welt
122
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122
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100
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99
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90
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89
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Hammoudeh, Shawkat
47
Nguyen, Duc Khuong
28
McAleer, Michael
16
Mensi, Walid
12
Arouri, Mohamed
7
Kang, Sang Hoon
7
Tiwari, Aviral Kumar
7
Sensoy, Ahmet
5
Yuan, Yuan
5
Hammoudeh, Shawkat M.
4
Hernandez, Jose Arreola
4
Al Janabi, Mazin A. M.
3
Boubaker, Sabri
3
Lahiani, Amine
3
Liu, Tengdong
3
Malik, Farooq
3
Santos, Paulo Araújo
3
Thompson, Mark A.
3
Albulescu, Claudiu Tiberiu
2
Aloui, Chaker
2
Balcılar, Mehmet
2
Bekiros, Stelios
2
Chang, Chia-Lin
2
Chkili, Walid
2
Demirer, Rıza
2
Gounopoulos, Dimitrios
2
Jana, Rabin K.
2
Kuntara Pukthuanthong
2
M’saddek, Oussama
2
Paltalidis, Nikos
2
Reboredo, Juan Carlos
2
Trabelsi, Nader
2
Uddin, Mohammed Gazi Salah
2
Ur Rehman, Mobeen
2
Wen, Xiaoqian
2
Abakah, Emmanuel Joel Aikins
1
Akyildirim, Erdinc
1
Al-Hassan, Abdullah
1
Al-Jarrah, Idries Mohammad Wanas
1
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Economic modelling
6
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6
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5
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4
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4
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4
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4
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3
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
OR spectrum : quantitative approaches in management
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Review of quantitative finance and accounting
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
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1
Dependence of stock and commodity futures markets in China : implications for portfolio investment
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
;
Reboredo, Juan …
- In:
Emerging markets review
21
(
2014
),
pp. 183-200
Persistent link: https://www.econbiz.de/10011304331
Saved in:
2
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Saved in:
3
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:
4
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola
;
Al Janabi, Mazin A. M.
; …
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
Saved in:
5
Overview of the special issue on "Rethinking risks in international financial markets : modeling tools and applications"
Nguyen, Duc Khuong
- In:
Economic modelling
40
(
2014
),
pp. 367-368
Persistent link: https://www.econbiz.de/10010425596
Saved in:
6
Oil prices, stock markets and portfolio investment : evidence from sector analysis in Europe over the last decade
Arouri, Mohamed
;
Nguyen, Duc Khuong
- In:
Energy policy
38
(
2010
)
8
,
pp. 4528-4539
Persistent link: https://www.econbiz.de/10008655083
Saved in:
7
Volatility spillovers between oil prices and stock sector returns : implications for portfolio management
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Journal of international money and finance
30
(
2011
)
7
,
pp. 1387-1405
Persistent link: https://www.econbiz.de/10009407665
Saved in:
8
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1825
Persistent link: https://www.econbiz.de/10009272445
Saved in:
9
On the time scale behavior of equity-commodity links : implications for portfolio management
Bekiros, Stelios
;
Nguyen, Duc Khuong
;
Uddin, Mohammed …
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 30-46
Persistent link: https://www.econbiz.de/10011475907
Saved in:
10
Cross-market dynamics and optimal portfolio strategies in Latin American equity markets
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
European business review : EBR ; the official journal …
27
(
2015
)
2
,
pp. 161-181
Persistent link: https://www.econbiz.de/10011299632
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