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2. Energy price transmissions during extreme movements. (2014). Joëts, Marc ; Joets, Marc.
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3. Energy price transmissions during extreme movements. (2013). Jots, Marc .
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4. Energy price transmissions during extreme movements. (2013). Joets, Marc.
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5. Energy price transmissions during extreme movements. (2013). Jeunet, Jully ; Joets, Marc.
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6. Return dispersion, stock market liquidity and aggregate economic activity. (2013). Floros, Christos ; Degiannakis, Stavros ; Andrikopoulos, Andreas ; Angelidis, Timotheos.
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7. Energy price transmissions during extreme movements. (2012). Joëts, Marc ; Joets, Marc.
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8. Are Eurozone Household Income Distributions Converging? Introducing MGT and DisGini, New Tools for Multilateral Distributional Comparisons.. (2020). Zelli, Roberto ; Linton, Oliver ; Anderson, Gordon ; Whang, Yoon Jae ; Pittau, Grazia.
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9. Achieving Portfolio Diversification for Individuals with Low Financial Sustainability. (2020). Ho, Jang ; Kim, Woo Chang ; Lee, Yongjae.
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10. A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem. (2018). Metaxiotis, K ; Liagkouras, K.
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11. Equal Risk Bounding is better than Risk Parity for portfolio selection. (2017). Tardella, Fabio ; Cesarone, Francesco.
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12. Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria. (2017). Lejeune, Miguel ; Prasad, Srinivas Y ; Ji, Ran.
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13. A New Method For Dynamic Stock Clustering Based On Spectral Analysis. (2017). Tian, Maozai ; Li, Zhaoyuan.
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15. The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets. (2014). Alexeev, Vitali ; Tapon, Francis.
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16. Disentangling rebalancing return. (2014). Hallerbach, Winfried G.
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17. MEASURING RISK IN ISRAELI MUTUAL FUNDS: CONDITIONAL VALUE-AT-RISK VS. AUMANN-SERRANO RISKINESS INDEX. (2014). Shalit, Haim.
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18. Equity portfolio diversification with high frequency data. (2013). Dungey, Mardi ; Alexeev, Vitali.
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19. Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets. (2013). Tapon, Francis ; Alexeev, Vitali.
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22. Equity portfolio construction and selection using multiobjective mathematical programming. (2010). Mavrotas, George ; Xidonas, Panagiotis ; Psarras, John.
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25. Correlation and return dispersion dynamics in Chinese markets. (2005). Demirer, Riza ; Lien, Donald.
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26. Optimal Number of Stock Holdings in Mutual Fund Portfolios Based on Market Performance. (2005). Smith, David ; Shawky, Hany A..
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27. Firm-level return dispersion and correlation asymmetry: challenges for portfolio diversification. (2004). Demirer, Riza ; Lien, Donald.
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28. On the optimal selection of portfolios under limited diversification. (1999). Patil, Ajay A. ; Sankaran, Jayaram K..
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29. Portfolio Diversification and Return Benefits--Common Stock vs. Real Estate Investment Trusts (REITs). (1987). Kuhle, James L..
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30. SIMULATION OF PORTFOLIO RETURNS: VARYING NUMBERS OF SECURITIES AND HOLDING PERIODS. (1982). Goldstein, Steven J. ; Lloyd, William P..
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31. THE EFFECT OF PORTFOLIO CONSTRUCTION RULES ON THE RELATIONSHIP BETWEEN PORTFOLIO SIZE AND EFFECTIVE DIVERSIFICATION. (1981). Hand, John H. ; Lloyd, William P. ; Modani, Naval K..
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