We define a dynamic and self-adjusting mixture of Gaussian Graphical Models to cluster financial returns, and provide a …

This paper is devoted to the study of diversification and specialization influence on one of the main indicators of … were empirically tested: 1) the dependence of the unemployment rate on the degree of concentration or diversification is … concentration or diversification on the level of unemployment depends on the time period. To test these hypotheses nonparametric …

This paper is devoted to the study of diversification and specialization influence on one of the main indicators of … were empirically tested: 1) the dependence of the unemployment rate on the degree of concentration or diversification is … concentration or diversification on the level of unemployment depends on the time period. To test these hypotheses nonparametric …

international and domestic optimal diversification strategies choices using a non parametric stochastic dominance approach (NPSDA …. Though mean-variance optimization could not be used to draw any preference between international and domestic diversification … substantial evidence of international global diversification benefits for domestic investors. More precisely, for risk levels …

portfolio diversification tool and explores the correlations between the continuously compounded returns on Bitcoin, Ethereum … Index. This suggests that investments in cryptocurrencies are not likely to offer key diversification strategies in times of …