Enrique Salvador

Orcid: 0000-0001-6352-3210

According to our database1, Enrique Salvador authored at least 4 papers between 2011 and 2022.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2022
On the stationarity of futures hedge ratios.
Oper. Res., 2022

2017
Asset allocation with correlation: A composite trade-off.
Eur. J. Oper. Res., 2017

2013
Non-linear Tradeoff between Risk and Return: A Regime-switching Multi-factor Framework.
Proceedings of the Modeling and Simulation in Engineering, Economics, and Management, 2013

2011
Sudden changes in variance and time varying hedge ratios.
Eur. J. Oper. Res., 2011


  Loading...