Assessing the Time-Frequency Co-Movements among the Five Largest Engineering Consulting Companies: A Wavelet-Base Metrics of Contagion and VaR Ratio
Diversification in a portfolio is an important tool for the systematic risk management that is inherent to different asset classes. The composition of a portfolio with domestic and international assets is seen as one of the main alternatives for building a diversified portfolio, as this approach ten...
Main Authors: | Marcos Albuquerque Junior, José António Filipe, Paulo de Melo Jorge Neto, Cristiano da Costa da Silva |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-03-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/9/5/504 |
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