The role of long- and short-run correlation networks in international portfolio selection
Year of publication: |
2024
|
---|---|
Authors: | Li, Mengting ; Xu, Qifa ; Jiang, Cuixia ; Liu, Yezheng |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 3, p. 3147-3176
|
Subject: | DCC-MIDAS | financial network | mixed frequency | network topological characteristics | parametric strategy | portfolio selection | Portfolio-Management | Portfolio selection | Unternehmensnetzwerk | Business network | Theorie | Theory | Netzwerk | Network | Korrelation | Correlation |
-
The role of tail network topological characteristic in portfolio selection : a TNA-PMC model
Li, Mengting, (2023)
-
Network models to improve robot advisory portfolios
Giudici, Paolo, (2022)
-
Financial contagion in inter-bank networks with overlapping portfolios
Shen, Peilong, (2020)
- More ...
-
Xu, Qifa, (2021)
-
The role of tail network topological characteristic in portfolio selection : a TNA-PMC model
Li, Mengting, (2023)
-
Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model
Xu, Qifa, (2021)
- More ...