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Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
Janabi, Mazin A. M. al
;
Hernandez, Jose Arreola
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
3
,
pp. 1121-1131
Persistent link: https://www.econbiz.de/10011695589
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2
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
Bekiros, Stelios
;
Nguyen, Duc Khuong
;
Sandoval Junior, …
- In:
European journal of operational research : EJOR
256
(
2017
)
3
,
pp. 945-961
Persistent link: https://www.econbiz.de/10011639266
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