Work

Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios

Year: 2015

Type: article

Source: Resources Policy

DOI: 10.1016/j.resourpol.2015.07.003

Authors: Stelios Bekiros, Jose Arreola Hernandez, Shawkat Hammoudeh, Duc Khuong Nguyen

Institutions: IPAG Business School, European University Institute, Edith Cowan University, Drexel University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1064328543

FWCI: 8.935

Cites: 44

Cited by: 61

Related to: 10