N. Sghaier

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 24 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom N. Sghaier trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Christian Genest
  2. Robert F. Engle
  3. Andrew Ang
  4. F. Longin
  5. Philipp Hartmann
  6. Michel Beine
  7. Stanislav Uryasev
  8. R. Tyrrell Rockafellar
  9. Eric Jondeau
  10. Georg Ch. Pflug

Papers from N. Sghaier's perspective

Ordered by how strongly the researchers N. Sghaier trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  2. Extreme Correlation of International Equity Markets
  3. International Asset Allocation With Regime Shifts
  4. Asymmetric Correlations of Equity Portfolios
  5. Optimization of conditional value-at risk
  6. Asset Market Linkages in Crisis Periods (Review of Economics and Statistics)
  7. Dependence patterns across financial markets: a mixed copula approach
  8. (IAM Series No 001) On the Out-Of-Sample Importance of Skewness and Asymetric Dependence for Asset Allocation
  9. Dynamic Conditional Correlation
  10. Conditional Value-at-Risk for General Loss Distributions

Their papers