BIROn - Birkbeck Institutional Research Online

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    Number of items: 3.

    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.

    This list was generated on Sat Nov 30 05:34:12 2024 GMT.