Vicent Aragó

According to our database¹, Vicent Aragó authored at least 2 papers between 2011 and 2013.

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2013

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

[BibT_eX]

[DOI]

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]

Eur. J. Oper. Res., 2011