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~subject:"Portfolio selection"
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Spillovers and diversification...
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Portfolio selection
Volatility
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Welt
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Kang, Sang Hoon
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27
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24
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18
Vo Xuan Vinh
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14
Hammoudeh, Shawkat
12
Ur Rehman, Mobeen
11
Al-Yahyaee, Khamis Hamed
10
Bouri, Elie
7
Uddin, Mohammed Gazi Salah
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Al-Jarrah, Idries Mohammad Wanas
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Maitra, Debasish
5
Naeem, Muhammad Abubakr
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Dong, Xiyong
4
Nguyen, Duc Khuong
4
Roubaud, David
4
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Ko, Hee-Un
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2
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The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
9
Energy economics
9
Finance research letters
5
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4
International review of financial analysis
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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2
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International review of economics & finance : IREF
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Financial modeling and risk management of energy and environmental instruments and derivates
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International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of finance & economics : IJFE
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1
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
2
Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 678-696
Persistent link: https://www.econbiz.de/10012814855
Saved in:
3
Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and Canada
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Review of international economics
30
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012815802
Saved in:
4
Network interdependence and optimization of bank portfolios from developed and emerging Asia Pacific countries
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
McIver, Ron
; …
- In:
Asia Pacific financial markets
28
(
2021
)
4
,
pp. 613-647
Persistent link: https://www.econbiz.de/10012697534
Saved in:
5
Spillovers and portfolio optimization of agricultural commodity and global equity markets
Arreola Hernandez, Jose
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
53
(
2021
)
12
,
pp. 1326-1341
Persistent link: https://www.econbiz.de/10012485196
Saved in:
6
Regional and copula estimation effects on EU and US energy equity portfolios
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Shahzad, Syed …
- In:
Applied economics
52
(
2020
)
49
,
pp. 5311-5342
Persistent link: https://www.econbiz.de/10012307235
Saved in:
7
Bitcoin as hedge or safe haven : evidence from stock, currency, bond and derivatives markets
Kang, Sang Hoon
;
Yoon, Seong-min
;
Bekiros, Stelios
; …
- In:
Computational economics
56
(
2020
)
2
,
pp. 529-545
Persistent link: https://www.econbiz.de/10012272046
Saved in:
8
Network connectedness and net spillover between financial and commodity markets
Yoon, Seong-min
;
Al Mamun, Md.
;
Uddin, Mohammed Gazi Salah
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 801-818
Persistent link: https://www.econbiz.de/10012120338
Saved in:
9
Gold as safe haven for G-7 stocks and bonds : a revisit
Shahzad, Syed Jawad Hussain
;
Raza, Naveed
;
Roubaud, David
; …
- In:
Journal of quantitative economics
17
(
2019
)
4
,
pp. 885-912
Persistent link: https://www.econbiz.de/10012418769
Saved in:
10
Time and frequency relationship between household investors' sentiment index and US industry stock returns
Khan, Muhammad Asif
;
Hernandez, Jose Arreola
;
Shahzad, …
- In:
Finance research letters
36
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012483967
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