Publicaciones en colaboración con investigadores/as de Universidad de Los Andes (2)

2020

  1. Portfolio risk assessment under dynamic (Equi)correlation and semi-nonparametric estimation: An application to cryptocurrencies

    Mathematics, Vol. 8, Núm. 12, pp. 1-24

  2. Risk quantification and validation for Bitcoin

    Operations Research Letters, Vol. 48, Núm. 4, pp. 534-541