Publications in collaboration with researchers from Instituto Tecnológico de Informática (2)

2016

  1. Hedging foreign exchange rate risk: Multi-currency diversification

    European journal of management and business economics, Vol. 25, Núm. 1, pp. 2-7

2011

  1. Minimising value-at-risk in a portfolio optimisation problem using a multi-objective genetic algorithm

    International Journal of Risk Assessment and Management, Vol. 15, Núm. 5-6, pp. 453-477