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2. Exploiting mixed-frequency characteristics in parametric Mean-Expected Shortfall portfolio selection. (2025). Chen, Yun ; Zhang, Sicheng ; Liu, Shuting.
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   RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000677.

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3. Forecasting VaR and ES in emerging markets: The role of time‐varying higher moments. (2024). Le, Trung H.
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   RePEc:wly:jforec:v:43:y:2024:i:2:p:402-414.

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4. The role of long‐ and short‐run correlation networks in international portfolio selection. (2024). Liu, Yezheng ; Xu, Qifa ; Jiang, Cuixia.
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   RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3147-3176.

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5. Modeling dynamic higher-order comoments for portfolio selection based on copula approach. (2024). Ke, Rui ; Yang, Dong ; Wang, Yanfeng.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006609.

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6. Possibility versus feasibility: International portfolio diversification under financial liberalization. (2023). Chen, Yiqing ; Yao, Shujie ; Wan, Hong.
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   RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001680.

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1. Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. (2021). Tiwari, Aviral ; Raheem, Ibrahim ; Hille, Erik.
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2. Measuring contagion between energy market and stock market during financial crisis: A copula approach. (2012). Wei, YU ; Wen, Xiaoqian ; Huang, Dengshi.
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3. Time-varying performance of international mutual funds. (2012). Turtle, H. J. ; Zhang, Chengping.
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4. Moments of multivariate regime switching with application to risk-return trade-off. (2012). Taamouti, Abderrahim.
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5. Contagion in International Stock Markets during the Sub Prime Mortgage Crisis. (2012). Lee, Hsien-Yi.
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   RePEc:eco:journ1:2012-01-6.

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6. Inflation hedging portfolios in different regimes. (2011). Signori, Ombretta ; Briere, Marie.
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7. Components of bull and bear markets: bull corrections and bear rallies. (2010). Song, Yong ; McCurdy, Thomas ; Maheu, John.
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8. Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies. (2008). Hyde, Stuart ; Bredin, Don.
   In: European Financial Management.
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9. Managing international portfolios with small capitalization stocks. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
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10. The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns. (2007). Guidolin, Massimo ; Na, Carrie Fangzhou.
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11. What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model. (2007). Hyde, Stuart ; Guidolin, Massimo.
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12. Small caps in international equity portfolios: the effects of variance risk. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
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13. Information processing and measures of integration: New York, London and Tokyo. (2006). Thorp, Susan ; Milunovich, George.
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14. Structural versus Temporary Drivers of Country and Industry Risk. (2006). Inghelbrecht, Koen ; Baele, Lieven.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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15. Economic and Financial Crises and the Predictability of U.S. Stock Returns. (2006). Pierdzioch, Christian ; Kempa, Bernd ; Hartmann, Daniel.
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16. Implied correlation from VaR. (2006). cotter, john ; Longin, Francois .
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17. Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures. (2006). Zhang, Xibin ; Silvapulle, Param.
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18. Shift versus traditional contagion in Asian markets. (2006). Panopoulou, Ekaterini ; Flavin, Thomas.
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19. International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility. (2006). Panopoulou, Ekaterini ; Flavin, Thomas.
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20. Asset allocation under multivariate regime switching. (2006). Guidolin, Massimo ; Timmerman, Allan.
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21. Selecting Copulas for Risk Management. (2006). Verbeek, Marno ; Kole, Erik ; Koedijk, Kees.
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22. Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency. (2006). Peel, David ; Minford, A. Patrick ; Meenagh, David.
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23. Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models. (2006). Georgoutsos, Dimitris ; Bekiros, Stelios.
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24. Structural versus Temporary Drivers of Country and Industry Risk. (2005). Inghelbrecht, Koen ; Baele, Lieven.
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25. Portfolio Selection with Two-Stage Preferences. (2005). Taboga, Marco.
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26. Asymmetric Risk and International Portfolio Choice. (2005). Thorp, Susan ; Milunovich, George.
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27. Dynamic bond portfolio choice in a model with Gaussian diffusion regimes. (2005). João Liborio, .
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28. Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence. (2005). Wohar, Mark ; Rapach, David E..
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29. Learning Under Ambiguity. (2005). Schneider, Martin ; Epstein, Larry.
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30. Size and value anomalies under regime shifts. (2005). Guidolin, Massimo ; Timmerman, Allan.
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31. Optimal portfolio choice under regime switching, skew and kurtosis preferences. (2005). Guidolin, Massimo ; Timmerman, Allan.
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32. An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns. (2005). Guidolin, Massimo ; Timmerman, Allan.
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33. Density selection and combination under model ambiguity: an application to stock returns. (2005). D'Amico, Stefania.
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34. Measuring comovements by regression quantiles. (2005). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno.
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35. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets. (2005). Viceira, Luis ; Chacko, George.
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36. Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices. (2005). Sancetta, Alessio ; Nikanrova, Arina.
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37. Density Estimation and Combination under Model Ambiguity. (2004). D'Amico, Stefania.
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38. International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000. (2004). cotter, john.
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39. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
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40. A Two-State Capital Asset Pricing Model with Unobservable States. (2004). Nilsson, Birger ; Hansson, Björn.
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41. The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles. (2004). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno.
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42. Myopic Loss Aversion, Asymmetric Correlations, and the Home Bias. (2004). Carvalho, Carlos ; Amonlirdviman, Kevin .
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43. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds. (2004). Thorp, Susan.
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44. Are Vector Autoregressions an Accurate Model for Dynamic Asset Allocation?. (2004). Pearanda, Francisco.
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45. Volatility Spillover Effects in European Equity Markets. (2003). Baele, Lieven.
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46. How do Regimes Affect Asset Allocation?. (2003). Bekaert, Geert ; Ang, Andrew.
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47. Explaining movements in UK stock prices:. (2003). Sensier, Marianne ; Osborn, Denise ; Aslanidis, Nektarios.
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48. How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, Mohammad.
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49. How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, Mohammad.
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50. International diversification strategies. (2002). Del Negro, Marco ; Brooks, Robin.
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