ARTICLE
|
doi:10.20944/preprints202409.1019.v1
Subject:
Finance,
Business, Economics And Management
Keywords:
multi-objective optimization; NSGA-III algorithm; portfolio management; higher-order moments; risk-return trade-off
Online: 12 September 2024 (15:39:44 CEST)
ARTICLE
|
doi:10.20944/preprints202208.0196.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
Pricing currency risk; regime-switching; sectors equity markets; state of economy; C-Vine copulas; developed; emerging
Online: 10 August 2022 (09:32:45 CEST)
ARTICLE
|
doi:10.20944/preprints202102.0055.v1
Subject:
Business, Economics And Management,
Accounting And Taxation
Keywords:
BRICS; Markov Switching; Tail dependence; Vine Copula; Conditional Value-at-Risk
Online: 1 February 2021 (15:37:49 CET)
ARTICLE
|
doi:10.20944/preprints202102.0019.v1
Subject:
Business, Economics And Management,
Accounting And Taxation
Keywords:
dynamic mixture copula; marginal expected shortfall; systemic risk; insurance sector
Online: 1 February 2021 (12:15:01 CET)