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 |
|---|---|---|
| Disentangling the role of variance and covariance information in portfolio selection problems Quantitative Finance | 2019-03-06 | Paper |
| Dynamic factor multivariate GARCH model Computational Statistics and Data Analysis | 2018-11-23 | Paper |
| Yield curve forecast combinations based on bond portfolio performance Journal of Forecasting | 2018-10-12 | Paper |
| Predicting the yield curve using forecast combinations Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Research outcomes over time
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