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~accessRights:"restricted"
~person:"Mba, Jules Clement"
~person:"Sahamkhadam, Maziar"
~subject:"Portfolio selection"
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Portfolio selection
Multivariate Verteilung
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Portfolio-Management
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Mba, Jules Clement
Sahamkhadam, Maziar
Hernandez, Jose Arreola
5
Tiwari, Aviral Kumar
5
Shahzad, Syed Jawad Hussain
4
Ayala, Astrid
3
Bedoui, Rihab
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Berger, Theo
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Hamori, Shigeyuki
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Hanif, Waqas
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Janabi, Mazin A. M. al
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Financial markets and portfolio management
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European journal of operational research : EJOR
1
International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
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Incorporating ESG into optimal stock portfolios for the global timber & forestry industry
Lööf, Hans
;
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forest economics : JFE
38
(
2023
)
2
,
pp. 133-157
Persistent link: https://www.econbiz.de/10014323531
Saved in:
2
Copula-based Black-Litterman portfolio optimization
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10013262000
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3
Crypto-assets portfolio selection and optimization : a COGARCH-Rvine approach
Mba, Jules Clement
;
Mwambi, Sutene Mwambetania
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 173-190
Persistent link: https://www.econbiz.de/10013334682
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4
Dynamic copula-based expectile portfolios
Sahamkhadam, Maziar
- In:
The journal of asset management : a major new, …
22
(
2021
)
3
,
pp. 209-223
Persistent link: https://www.econbiz.de/10012581596
Saved in:
5
A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization
Mba, Jules Clement
;
Mwambi, Sutene
- In:
Financial markets and portfolio management
34
(
2020
)
2
,
pp. 199-214
Persistent link: https://www.econbiz.de/10012289624
Saved in:
6
Portfolio optimization based on GARCH-EVT-Copula forecasting models
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 497-506
Persistent link: https://www.econbiz.de/10012031027
Saved in:
7
A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization
Mba, Jules Clement
;
Pindza, Edson
;
Koumba, Ur
- In:
Financial markets and portfolio management
32
(
2018
)
4
,
pp. 399-418
Persistent link: https://www.econbiz.de/10011952000
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