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

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Bibliography

2022

On the stationarity of futures hedge ratios.

[BibT_eX]

[DOI]

Oper. Res., 2022

2017

Asset allocation with correlation: A composite trade-off.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2017

2013

Non-linear Tradeoff between Risk and Return: A Regime-switching Multi-factor Framework.

[BibT_eX]

[DOI]

Vicent Aragó

Enrique Salvador

Proceedings of the Modeling and Simulation in Engineering, Economics, and Management, 2013

2011

Sudden changes in variance and time varying hedge ratios.

[BibT_eX]

[DOI]

Vicent Aragó

Enrique Salvador

Eur. J. Oper. Res., 2011

Enrique Salvador

Timeline

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On csauthors.net:

Bibliography

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