EURO 2024 Copenhagen
Abstract Submission

EURO-Online login

Session MB-51: Market risk in a volatile world in stream Risk management in finance

Monday, 10:30-12:00
Room: M5 (building: 101)

Session chair(s):
Aleš Kresta (ales.kresta@vsb.cz)

The following abstracts have been submitted in this session:
60. Sparse Vine copula-based portfolio optimization Illia Kovalenko [R] - Ireland
accepted
Thomas Conlon [] - Ireland
John Cotter [] - Ireland
2060. Comparison of risk-minimization portfolios with cardinality constraints and period lengths Aleš Kresta [R] - Czech Republic
accepted
Qian Gao [] - Czech Republic
64. Competition in Liquidity Provision: Analysis of High Frequency Market Making and Policy Implications Katsumasa Nishide [R] - Japan
accepted
Takaki Hayashi [] - Japan