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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