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~subject:"Portfolio selection"
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Portfolio selection
Volatility
100
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97
Spillover effect
87
Spillover-Effekt
86
Aktienmarkt
71
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71
Welt
70
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English
58
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Kang, Sang Hoon
44
Mensi, Walid
24
Hernandez, Jose Arreola
15
Vo Xuan Vinh
13
Al-Yahyaee, Khamis Hamed
10
Hammoudeh, Shawkat
10
Yoon, Seong-min
10
Ur Rehman, Mobeen
7
Al-Jarrah, Idries Mohammad Wanas
5
Maitra, Debasish
5
Sadorsky, Perry A.
5
Nguyen, Duc Khuong
4
Shahzad, Syed Jawad Hussain
4
Al Janabi, Mazin A. M.
3
Ko, Hee-Un
3
Uddin, Mohammed Gazi Salah
3
Ziadat, Salem Adel
3
Ahmad, Wasim
2
Al Kharusi, Sami
2
Bekiros, Stelios
2
Bhattacherjee, Purba
2
Dash, Saumya Ranjan
2
Hanif, Waqas
2
Henriques, Irene
2
Mishra, Sibanjan
2
Sensoy, Ahmet
2
Ahmad, Nasir
1
Al Mamun, Md.
1
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Alomari, Mohammed
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Alshater, Muneer Maher
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1
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Berger, Theo
1
El Khoury, Rim
1
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1
Guhathakurta, Kousik
1
Hamdi, Atef
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
8
Applied economics
5
Pacific-Basin finance journal
3
Computational economics
2
Economic modelling
2
Finance research letters
2
International review of economics & finance : IREF
2
Research in international business and finance
2
The quarterly review of economics and finance
2
Asia Pacific financial markets
1
Borsa Istanbul Review
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
European journal of operational research : EJOR
1
Financial innovation : FIN
1
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1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
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1
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Review of international economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
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:
2
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:
3
Spillovers and diversification potential of bank equity returns from developed and emerging America
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Shahzad, Syed …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012663713
Saved in:
4
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:
5
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:
6
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:
7
Spillovers and portfolio management between the uncertainty indices of oil and gold and G7 stock markets
Mensi, Walid
;
Ziadat, Salem Adel
;
Vo Xuan Vinh
;
Kang, …
- In:
Computational economics
64
(
2024
)
4
,
pp. 2233-2262
Persistent link: https://www.econbiz.de/10015144010
Saved in:
8
COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Vo Xuan Vinh
; …
- In:
International economics : the quarterly journal in …
180
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015166867
Saved in:
9
Oil price volatility and the logistics industry : dynamic connectedness with portfolio implications
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
Energy economics
102
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013162436
Saved in:
10
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Vo Xuan Vinh
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
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