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Palabras clave – provistas por la editorial

cluster analysis; equity index networks; machine learning; copulas; dependence structures; quotient of random variables; density functions; distribution functions; multi-factor model; risk factors; OLS and ridge regression model; python; chi-square test; quantile; VaR; quadrangle; CVaR; conditional value-at-risk; expected shortfall; ES; superquantile; deviation; risk; error; regret; minimization; CVaR estimation; regression; linear regression; linear programming; portfolio safeguard; PSG; equity option pricing; factor models; stochastic volatility; jumps; mathematics; probability; statistics; finance; applications; investment home bias (IHB); bivariate first-degree stochastic dominance (BFSD); keeping up with the Joneses (KUJ); correlation loving (CL); return spillover; volatility spillover; optimal weights; hedge ratios; US financial crisis; Chinese stock market crash; stock price prediction; auto-regressive integrated moving average; artificial neural network; stochastic process-geometric Brownian motion; financial models; firm performance; causality tests; leverage; long-term debt; capital structure; shock spillover