Concepedia

Jules Clément

JC

8

Publications

157

Citations

8

H-Index

2018

Active since

Affiliations

University of Johannesburg(Current)

University of Pretoria

Jules Clément is an author at University of Johannesburg specializing in finance, management, and asset pricing.

Top concepts

FinanceBusinessManagementAsset PricingPortfolio OptimizationPortfolio ManagementFinancial EngineeringPortfolio SelectionQuantitative FinanceCopulas

Publications per year

2018–2024

8

Publications

8

A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization

Jules Clément, Edson Pindza, Ur Koumba · Financial markets and portfolio management · 2018 · 30 citations

Portfolio Optimization, Computational Finance, Asset Pricing +7

A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization

Jules Clément, Sutene Mwambetania Mwambi · Financial markets and portfolio management · 2020 · 29 citations

Portfolio Optimization, Computational Finance, Asset Pricing +8

Markowitz Mean-Variance Portfolio Selection and Optimization under a Behavioral Spectacle: New Empirical Evidence

Jules Clément, Kofi Agyarko Ababio, Samuel Kwaku Agyei · International Journal of Financial Studies · 2022 · 24 citations · Full text

Asset Allocation, Portfolio Management, Portfolio Choice +19

Does uncertainty predict cryptocurrency returns? A copula-based approach

Ur Koumba, Calvin Mudzingiri, Jules Clément · Macroeconomics and Finance in Emerging Market Economies · 2019 · 23 citations

Empirical Finance, Cryptocurrency, Currency Movements +19

Behavioral portfolio selection and optimization: an application to international stocks

Beatrice D. Simo‐Kengne, Kofi Agyarko Ababio, Jules Clément et al. · Financial markets and portfolio management · 2018 · 15 citations

Portfolio Optimization, Asset Pricing, Portfolio Selection +8

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