Patrick S. Walker
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Risk parity portfolio optimization under heavy-tailed returns and dynamic correlations Journal of Time Series Analysis | 2025-02-19 | Paper |
| Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns Journal of Econometrics | 2019-12-19 | Paper |
Research outcomes over time
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