Publication
Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets
| dc.contributor.author | Škrinjaric, Tihana | |
| dc.contributor.author | Quintino, Derick | |
| dc.contributor.author | Ferreira, Paulo | |
| dc.date.accessioned | 2021-11-12T23:36:11Z | |
| dc.date.available | 2021-11-12T23:36:11Z | |
| dc.date.issued | 2021-08 | en_US |
| dc.date.updated | 2021-11-12T23:12:58Z | |
| dc.description.version | N/A | |
| dc.identifier.doi | 10.3390/jrfm14080369 | en_US |
| dc.identifier.slug | cv-prod-2610449 | |
| dc.identifier.uri | http://hdl.handle.net/10400.26/37985 | |
| dc.language.iso | eng | por |
| dc.relation | Center for Advanced Studies in Management and Economics | |
| dc.relation | Research Center for Endogenous Resource Valorization | |
| dc.title | Transfer Entropy Approach for Portfolio Optimization: An Empirical Approach for CESEE Markets | en_US |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.awardTitle | Center for Advanced Studies in Management and Economics | |
| oaire.awardTitle | Research Center for Endogenous Resource Valorization | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UIDB%2F04007%2F2020/PT | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UIDB%2F05064%2F2020/PT | |
| oaire.citation.title | Journal of Risk and Financial Management | en_US |
| oaire.fundingStream | 6817 - DCRRNI ID | |
| oaire.fundingStream | 6817 - DCRRNI ID | |
| person.familyName | Škrinjaric | |
| person.familyName | Quintino | |
| person.familyName | Ferreira | |
| person.givenName | Tihana | |
| person.givenName | Derick | |
| person.givenName | Paulo | |
| person.identifier.ciencia-id | 7113-B844-A533 | |
| person.identifier.ciencia-id | 5B10-E595-4CC7 | |
| person.identifier.ciencia-id | B513-B46A-E5F3 | |
| person.identifier.orcid | 0000-0002-9310-6853 | |
| person.identifier.orcid | 0000-0002-9382-8442 | |
| person.identifier.orcid | 0000-0003-1951-889X | |
| person.identifier.rid | P-9622-2016 | |
| person.identifier.scopus-author-id | 35745865300 | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| rcaap.cv.cienciaid | B513-B46A-E5F3 | Paulo Jorge Silveira Ferreira | |
| rcaap.rights | openAccess | en_US |
| rcaap.type | article | en_US |
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