A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization JC Mba, E Pindza, U Koumba Financial Markets and Portfolio Management 32, 399-418, 2018 | 37 | 2018 |
Does uncertainty predict cryptocurrency returns? A copula-based approach U Koumba, C Mudzingiri, J Mba Macroeconomics and Finance in Emerging Market Economies 13 (1), 67-88, 2020 | 25 | 2020 |
Behavioral portfolio selection and optimization: an application to international stocks BD Simo-Kengne, KA Ababio, J Mba, U Koumba Financial Markets and Portfolio Management 32, 311-328, 2018 | 11 | 2018 |
Eliciting risk preferences experimentally versus using a general risk question. Does financial literacy bridge the gap? C Mudzingiri, U Koumba Risks 9 (8), 140, 2021 | 6 | 2021 |
Optimisation of mixed assets portfolio using copula differential evolution: A behavioural approach KA Ababio, JC Mba, U Koumba Cogent economics & finance 8 (1), 1780838, 2020 | 6 | 2020 |
Positive Riesz Operators U Koumba, H Raubenheimer Mathematical Proceedings of the Royal Irish Academy 115 (1), 1-11, 2015 | 5 | 2015 |
Risk, uncertainty and exchange rate behavior in South Africa BD Simo-Kengne, KA Ababio, J Mba, U Koumba, M Molepo Journal of African Business 19 (2), 262-278, 2018 | 4 | 2018 |
On Riesz Operators UA Koumba PQDT-Global, 2014 | 3 | 2014 |
Eliciting Risk Preferences Experimentally versus Using a General Risk Question. Does Financial Literacy Bridge the Gap? Risks 9: 140 C Mudzingiri, U Koumba s Note: MDPI stays neutral with regard to jurisdictional claims in published …, 2021 | 1 | 2021 |
Finite rank Riesz operators U Koumba, H Raubenheimer Glasgow Mathematical Journal 56 (1), 183-185, 2014 | 1 | 2014 |
Multivariate Dependence Risk and Portfolio Selection: An Application to International Stock Portfolio B Simo-Kengne, KA Ababio, U Koumba, J Mba Available at SSRN 2856364, 2016 | | 2016 |
Risk measures via vector lattice theory URA Koumba, C Labuschagne University of the Witwatersrand, 2010 | | 2010 |
Beatrice D. Simo-Kengne, Kofi A Ababio, J Mba, U Koumba | | |