nonlocal lenders, which may reflect a risk-return tradeoff in their portfolio strategy …

. Out-of-sample forecast and portfolio exercise further shows the superior forecasting performance of the EHEAVY model, in …

portfolios, we propose simple adjustments to portfolio selection strategies that utilize centralization measures from financial … network-based asset allocation strategies improve key portfolio return characteristics in an out-of-sample framework, most … notably, risk and left-tail risk-adjusted returns. Resolving portfolio model selection uncertainties further improves risk …