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Vicent Aragó
ORCID
Publication Activity (10 Years)
Years Active: 2011-2013
Publications (10 Years): 0
Top Topics
Lightweight
Risk Factors
Conceptual Framework
Decision Support System
Top Venues
MS
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Publications
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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)