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https://doi.org/10.2139/ssrn.3892999

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/jae.2443openalex-extracted
Bayesian Graphical Models for STructural Vector Autoregressive Processes
inferredcites →https://doi.org/10.1007/978-3-319-05170-3_32openalex-extracted
A Decision Support System Framework for Public Project Portfolio Selection with Argumentation Theory
inferredcites →https://doi.org/10.1007/978-3-319-18482-1_3openalex-extracted
Portfolio Optimization with Transaction Costs
inferredcites →https://doi.org/10.1007/s10479-014-1556-zopenalex-extracted
Multiobjective project portfolio selection with fuzzy constraints
inferredcites →https://doi.org/10.1007/s10489-012-0411-7openalex-extracted
A hybrid algorithm for constrained portfolio selection problems
inferredcites →https://doi.org/10.1007/s10898-016-0477-6openalex-extracted
Equal Risk Bounding is better than Risk Parity for portfolio selection
inferredcites →https://doi.org/10.1016/0304-3932(88)90172-9openalex-extracted
The equity risk premium a solution
inferredcites →https://doi.org/10.1016/j.ejor.2010.11.007openalex-extracted
An algebraic approach to integer portfolio problems
inferredcites →https://doi.org/10.1016/j.ejor.2013.02.016openalex-extracted
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
inferredcites →https://doi.org/10.1016/j.ejor.2013.08.035openalex-extracted
Twenty years of linear programming based portfolio optimization
inferredcites →https://doi.org/10.1016/j.ejor.2013.10.060openalex-extracted
60 Years of portfolio optimization: Practical challenges and current trends
inferredcites →https://doi.org/10.1016/j.ejor.2019.01.012openalex-extracted
Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set
inferredcites →https://doi.org/10.1016/j.irfa.2020.101604openalex-extracted
Tail risk measurement in crypto-asset markets
inferredcites →https://doi.org/10.1016/j.irfa.2020.101613openalex-extracted
Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market
inferredcites →https://doi.org/10.1016/j.jeconom.2014.04.012openalex-extracted
On the network topology of variance decompositions: Measuring the connectedness of financial firms
inferredcites →https://doi.org/10.1016/j.jeconom.2016.02.013openalex-extracted
TENET: Tail-Event driven NETwork risk
inferredcites →https://doi.org/10.1016/j.jedc.2012.04.001openalex-extracted
Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk
inferredcites →https://doi.org/10.1016/j.jedc.2013.03.009openalex-extracted
Contagion and risk-sharing on the inter-bank market
inferredcites →https://doi.org/10.1016/j.jempfin.2018.08.004openalex-extracted
CRIX an Index for cryptocurrencies
inferredcites →https://doi.org/10.1016/j.najef.2020.101277openalex-extracted
“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet
inferredcites →https://doi.org/10.1016/s0378-4266(00)00160-6openalex-extracted
Optimal portfolio selection in a Value-at-Risk framework
inferredcites →https://doi.org/10.1080/10556788.2017.1414815openalex-extracted
Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm
inferredcites →https://doi.org/10.1080/1351847x.2015.1052150openalex-extracted
Risk management with expectiles
inferredcites →https://doi.org/10.1080/14697681003756877openalex-extracted
Portfolio selection with higher moments
inferredcites →https://doi.org/10.1086/257177openalex-extracted
The Utility of Wealth
inferredcites →https://doi.org/10.1093/qje/qjs001openalex-extracted
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *
inferredcites →https://doi.org/10.1093/rfs/hhm075openalex-extracted
Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?
inferredcites →https://doi.org/10.1093/rof/rfu016openalex-extracted
Learning about Rare Disasters: Implications For Consumption and Asset Prices
inferredcites →https://doi.org/10.1111/1467-9965.00068openalex-extracted
Coherent Measures of Risk
inferredcites →https://doi.org/10.1111/j.1354-7798.2006.00322.xopenalex-extracted
Improved Estimates of Correlation Coefficients and their Impact on Optimum Portfolios
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.01055.xopenalex-extracted
Dynamic Portfolio Selection by Augmenting the Asset Space
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01662.xopenalex-extracted
Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks, and State‐Dependent Transaction Costs
inferredcites →https://doi.org/10.1111/jofi.12018openalex-extracted
Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
inferredcites →https://doi.org/10.1162/qjec.121.3.823openalex-extracted
Rare Disasters and Asset Markets in the Twentieth Century*
inferredcites →https://doi.org/10.1257/aer.104.10.3115openalex-extracted
Financial Networks and Contagion
inferredcites →https://doi.org/10.1257/aer.20130456openalex-extracted
Systemic Risk and Stability in Financial Networks
inferredcites →https://doi.org/10.1257/mic.20140244openalex-extracted
Generalized Systematic Risk
inferredcites →https://doi.org/10.21314/jcf.2010.213openalex-extracted
Portfolio selection with marginal risk control
inferredcites →https://doi.org/10.21314/jntf.2016.016openalex-extracted
The econometrics of Bayesian graphical models: a review with financial application
inferredcites →https://doi.org/10.2139/ssrn.1572738openalex-extracted
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
inferredcites →https://doi.org/10.2139/ssrn.1963216openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2198844openalex-extracted
Bayesian Graphical Models for Structural Vector Autoregressive Processes
inferredcites →https://doi.org/10.2139/ssrn.2211345openalex-extracted
Systemic Risk and Stability in Financial Networks
inferredcites →https://doi.org/10.2139/ssrn.2316285openalex-extracted
On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
inferredcites →https://doi.org/10.2139/ssrn.514582openalex-extracted
Dynamic Portfolio Selection by Augmenting the Asset Space
inferredcites →https://doi.org/10.3905/jpm.2010.36.4.060openalex-extracted
The Properties of Equally Weighted Risk Contribution Portfolios

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Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1140/epjds/s13688-023-00446-xopenalex-snapshot
Cryptocurrency co-investment network: token returns reflect investment patterns
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