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Transport infrastructure equities in mixed-asset portfolios : estimating risk with a GARCH-Copula-CVaR model
Hommel, Ulrich; Li, Wenwei; Chakkalakal, Louis - In: Essays on portfolio optimization and infrastructure …, (pp. 10-44). 2018
Persistent link: https://www.econbiz.de/10012111660
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Allocations and risks of infrastructure investments : a resampled FHS approach
Chakkalakal, Louis - In: Essays on portfolio optimization and infrastructure …, (pp. 45-85). 2018
Persistent link: https://www.econbiz.de/10012111663
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Managing infrastructure tail risks in equity portfolios
Chakkalakal, Louis; Hommel, Ulrich - In: Essays on portfolio optimization and infrastructure …, (pp. 86-114). 2018
Persistent link: https://www.econbiz.de/10012111697
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Essays on portfolio optimization and infrastructure allocations
Chakkalakal, Louis - 2018
Persistent link: https://www.econbiz.de/10011914215