Enrique Salvador

Publication Activity (10 Years)

Years Active: 2011-2022
Publications (10 Years): 2

Top Topics

Decision Making

Asset Allocation

Conceptual Framework

Top Venues

Eur. J. Oper. Res.

Publications

Stavros Degiannakis, Christos Floros, Enrique Salvador, Dimitrios Vougas
On the stationarity of futures hedge ratios. Oper. Res. 22 (3) (2022)
Rachael Carroll, Thomas Conlon, John Cotter, Enrique Salvador
Asset allocation with correlation: A composite trade-off. Eur. J. Oper. Res. 262 (3) (2017)
Vicent Aragó, Enrique Salvador
Non-linear Tradeoff between Risk and Return: A Regime-switching Multi-factor Framework. MS (2013)
Vicent Aragó, Enrique Salvador
Sudden changes in variance and time varying hedge ratios. Eur. J. Oper. Res. 215 (2) (2011)