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Annals of Finance
Geman, Hélyette and Kharoubi, C. (2008) Correlations and the pricing of risks. Annals of Finance 32 (12), pp. 2553-2559. ISSN 1614-2446.
Journal of Banking & Finance
Geman, Hélyette and Kharoubi, C. (2008) WTI crude oil futures in portfolio diversification: the time-to-maturity effect. Journal of Banking & Finance 32 (12), pp. 2553-2559. ISSN 0378-4266.
Journal of Risk
Geman, Hélyette and Kharoubi, C. (2003) Hedge funds revisited: distributional characteristics, dependence structure and diversification. Journal of Risk 5 (4), pp. 55-73. ISSN 1465-1211.