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Munich Personal RePEc Archive

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Number of items: 2.

December 2014

Arreola Hernandez, Jose and Hammoudeh, Shawkat and Nguyen, Duc Khuong and Al Janabi, Mazin A. M. and Reboredo, Juan Carlos (2014): Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach.

June 2016

Al Janabi, Mazin A.M. and Arreola Hernandez, Jose and Berger, Theo and Nguyen, Duc Khuong (2016): Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. Published in: European Journal of Operational Research , Vol. 259, No. 3 (2017): pp. 1121-1131.

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