Matches in SemOpenAlex for { <https://semopenalex.org/work/W3135536699> ?p ?o ?g. }
Showing items 1 to 95 of
95
with 100 items per page.
- W3135536699 endingPage "504" @default.
- W3135536699 startingPage "504" @default.
- W3135536699 abstract "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 tends to reduce portfolio return exposure depending on country factors. However, in scenarios where industry factors are predominant, international diversification can increase systematic risk in a portfolio centered on a single asset class. This study is a pioneer in using wavelet-based methods to identify intersectoral co-movements, based on a portfolio of shares of the world’s top five consulting engineering companies, providing an innovative way to be applied to this phenomenon. Our evidence indicates that companies share a strong pattern of co-movements among themselves, especially in cycles of 32 to 64 days, suggesting a higher exposure to risk for portfolios with an investment horizon in long-term cycles." @default.
- W3135536699 created "2021-03-15" @default.
- W3135536699 creator A5008927527 @default.
- W3135536699 creator A5039274427 @default.
- W3135536699 creator A5039795273 @default.
- W3135536699 creator A5077391567 @default.
- W3135536699 date "2021-03-01" @default.
- W3135536699 modified "2023-10-01" @default.
- W3135536699 title "Assessing the Time-Frequency Co-Movements among the Five Largest Engineering Consulting Companies: A Wavelet-Base Metrics of Contagion and VaR Ratio" @default.
- W3135536699 cites W1918262231 @default.
- W3135536699 cites W1985471384 @default.
- W3135536699 cites W1990475559 @default.
- W3135536699 cites W1998289244 @default.
- W3135536699 cites W2012987766 @default.
- W3135536699 cites W2017221638 @default.
- W3135536699 cites W2025078052 @default.
- W3135536699 cites W2035659326 @default.
- W3135536699 cites W2039734130 @default.
- W3135536699 cites W2045817470 @default.
- W3135536699 cites W2081492014 @default.
- W3135536699 cites W2419479474 @default.
- W3135536699 cites W2564328920 @default.
- W3135536699 cites W2736196800 @default.
- W3135536699 cites W2744234256 @default.
- W3135536699 cites W2788903502 @default.
- W3135536699 cites W2886607136 @default.
- W3135536699 cites W2890270284 @default.
- W3135536699 cites W3014712455 @default.
- W3135536699 cites W3026479760 @default.
- W3135536699 cites W3037878857 @default.
- W3135536699 cites W3039079579 @default.
- W3135536699 cites W3040369886 @default.
- W3135536699 cites W3088730674 @default.
- W3135536699 cites W3121675937 @default.
- W3135536699 cites W3122948958 @default.
- W3135536699 cites W3124660565 @default.
- W3135536699 cites W3128465983 @default.
- W3135536699 doi "https://doi.org/10.3390/math9050504" @default.
- W3135536699 hasPublicationYear "2021" @default.
- W3135536699 type Work @default.
- W3135536699 sameAs 3135536699 @default.
- W3135536699 citedByCount "0" @default.
- W3135536699 crossrefType "journal-article" @default.
- W3135536699 hasAuthorship W3135536699A5008927527 @default.
- W3135536699 hasAuthorship W3135536699A5039274427 @default.
- W3135536699 hasAuthorship W3135536699A5039795273 @default.
- W3135536699 hasAuthorship W3135536699A5077391567 @default.
- W3135536699 hasBestOaLocation W31355366991 @default.
- W3135536699 hasConcept C10138342 @default.
- W3135536699 hasConcept C106159729 @default.
- W3135536699 hasConcept C144133560 @default.
- W3135536699 hasConcept C162118730 @default.
- W3135536699 hasConcept C162324750 @default.
- W3135536699 hasConcept C162853370 @default.
- W3135536699 hasConcept C180916674 @default.
- W3135536699 hasConcept C2780821815 @default.
- W3135536699 hasConcept C38652104 @default.
- W3135536699 hasConcept C41008148 @default.
- W3135536699 hasConcept C76178495 @default.
- W3135536699 hasConcept C80212096 @default.
- W3135536699 hasConceptScore W3135536699C10138342 @default.
- W3135536699 hasConceptScore W3135536699C106159729 @default.
- W3135536699 hasConceptScore W3135536699C144133560 @default.
- W3135536699 hasConceptScore W3135536699C162118730 @default.
- W3135536699 hasConceptScore W3135536699C162324750 @default.
- W3135536699 hasConceptScore W3135536699C162853370 @default.
- W3135536699 hasConceptScore W3135536699C180916674 @default.
- W3135536699 hasConceptScore W3135536699C2780821815 @default.
- W3135536699 hasConceptScore W3135536699C38652104 @default.
- W3135536699 hasConceptScore W3135536699C41008148 @default.
- W3135536699 hasConceptScore W3135536699C76178495 @default.
- W3135536699 hasConceptScore W3135536699C80212096 @default.
- W3135536699 hasIssue "5" @default.
- W3135536699 hasLocation W31355366991 @default.
- W3135536699 hasLocation W31355366992 @default.
- W3135536699 hasLocation W31355366993 @default.
- W3135536699 hasOpenAccess W3135536699 @default.
- W3135536699 hasPrimaryLocation W31355366991 @default.
- W3135536699 hasRelatedWork W2022677141 @default.
- W3135536699 hasRelatedWork W2028470504 @default.
- W3135536699 hasRelatedWork W2032261515 @default.
- W3135536699 hasRelatedWork W2046884636 @default.
- W3135536699 hasRelatedWork W2099655985 @default.
- W3135536699 hasRelatedWork W2156609109 @default.
- W3135536699 hasRelatedWork W2169657123 @default.
- W3135536699 hasRelatedWork W2541902084 @default.
- W3135536699 hasRelatedWork W3184053254 @default.
- W3135536699 hasRelatedWork W323213355 @default.
- W3135536699 hasVolume "9" @default.
- W3135536699 isParatext "false" @default.
- W3135536699 isRetracted "false" @default.
- W3135536699 magId "3135536699" @default.
- W3135536699 workType "article" @default.