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Multi-period hedge ratios for a multi-asset portfolio when accounting for returns co-movement
Fernández, Viviana - In: The journal of futures markets 28 (2008) 2, pp. 182-207
Persistent link: https://www.econbiz.de/10003647712
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Multi-period hedge ratios for a multi-asset porfolio when accounting for returns comovement
Fernández, Viviana (contributor) - 2007
Persistent link: https://www.econbiz.de/10003582441
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Profitability of Chile's defined-contribution-based pension system during the multifund era
Fernández, Viviana - In: Emerging markets finance & trade : a journal of the … 49 (2013) 5, pp. 4-25
Persistent link: https://www.econbiz.de/10010258530
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Value at risk under heterogeneous investment horizons and spatial relations
Fernández, Viviana - In: The VaR implementation handbook, (pp. 463-483). 2009
Persistent link: https://www.econbiz.de/10003827101
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Portfolio management implications of volatility shifts : evidence from simulated data
Fernández, Viviana (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003336111
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Commodity price excess co-movement from a historical perspective : 1900-2010
Fernández, Viviana - In: Energy economics 49 (2015), pp. 698-710
Persistent link: https://www.econbiz.de/10011537264