John Cotter

Publication Activity (10 Years)

Years Active: 2017-2018
Publications (10 Years): 2

Top Topics

Financial Time Series

Asset Allocation

Top Venues

Eur. J. Oper. Res.

Publications

Thomas Conlon, John Cotter, Ramazan Gencay
Long-run wavelet-based correlation for financial time series. Eur. J. Oper. Res. 271 (2) (2018)
Rachael Carroll, Thomas Conlon, John Cotter, Enrique Salvador
Asset allocation with correlation: A composite trade-off. Eur. J. Oper. Res. 262 (3) (2017)