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Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola; Janabi, Mazin A. M. al; … - In: The journal of asset management 16 (2015) 7, pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
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Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? : dependence risk analysis and portfolio optimization
Hernandez, Jose Arreola - In: Energy economics 45 (2014), pp. 528-536
Persistent link: https://www.econbiz.de/10010506548
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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