Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics.
Benoît FayeEric Le FurStéphanie PratPublished in: Ann. Oper. Res. (2024)
Keyphrases
- nonlinear dynamics
- financial markets
- investment decisions
- investment strategies
- risk management
- black scholes
- financial crisis
- financial data
- portfolio management
- decision making
- stock market
- financial risk
- asset allocation
- stock price
- risk evaluation
- financial institutions
- stock exchange
- portfolio optimization
- portfolio selection
- early warning
- dynamical systems
- neural network
- stock returns
- risk analysis
- credit risk
- transaction costs
- foreign exchange
- risk neutral
- lyapunov exponents
- listed companies