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Eccentricity in asset management

Kaya, Hakan - In: The journal of network theory in finance 1 (2015) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10011374587

Network topology and systemic risk : evidence from the Euro Stoxx market

Li, Wenwei; Hommel, Ulrich; Paterlini, Sandra - In: Finance research letters 27 (2018), pp. 105-112

Persistent link: https://www.econbiz.de/10012006755

An empirical study on the correlation structure of credit spreads based on the dynamic and pair copula functions

Changqing, Luo; Li, Mengzhen; Ouyang, Zisheng - In: China finance review international 6 (2016) 3, pp. 284-303

Persistent link: https://www.econbiz.de/10011722883

An exact method to generate all nondominated spanning trees

Boumesbah, Asma; Chergui, Mohamed El-Amine - In: RAIRO / Operations research 50 (2016) 4/5, pp. 857-867

Persistent link: https://www.econbiz.de/10011686546

Foods, fuels or finances: Which prices matter for biofuels?

Filip, Ondrej; Janda, Karel; Kristoufek, Ladislav; … - 2016

Persistent link: https://www.econbiz.de/10011749368

Trend analysis of global stock market linkage based on a dynamic conditional correlation network

Kedong, Yin; Liu, Zhe; Liu, Peide - In: Journal of business economics and management 18 (2017) 4, pp. 779-800

Persistent link: https://www.econbiz.de/10011780777

Foods, fuels or finances : which prices matter for biofuels?

Filip, Ondrej; Janda, Karel; Kristoufek, Ladislav; … - 2016

We examine co-movements between biofuels (ethanol and biodiesel) and a wide range of commodities and assets in the USA, Europe, and Brazil. The main contributions are twofold. First, we analyze a unique dataset of 32 commodities and relevant assets (between 2003 and 2015) which is unprecedented...

Persistent link: https://www.econbiz.de/10011515759

Proposal of creation of a portfolio with minimal risk

Soltes, Vincent; Danko, Jakub - In: Investment management and financial innovations 14 (2017) 2, pp. 107-115

Persistent link: https://www.econbiz.de/10011817630

A network approach to unravel asset price comovement using minimal dependence structure

Carvalho, Pablo José Campos de; Gupta, Aparna - In: Journal of banking & finance 91 (2018), pp. 119-132

Persistent link: https://www.econbiz.de/10011963651

On exact solutions for the Minimax Regret Spanning Tree problem

Pérez-Galarce, Francisco; Álvarez-Miranda, Eduardo; … - In: Computers & operations research : and their … 47 (2014), pp. 114-122

Persistent link: https://www.econbiz.de/10010364536