Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio
Zostavenie štyroch portfólií s minimálnym rozptylom, ktoré kombinujú energetické komodity (ropa Brent, ropa WTI, benzín a zemný plyn) s drahými kovmi (zlato, striebro, platina a paládium). S cieľom reflektovať rôzne situácie účastníkov trhu sa ukladajú obmedzenia minimálneho energetického podielu v...
Salvato in:
| Autore principale: | |
|---|---|
| Altri autori: | , |
| Natura: | Capitolo di libro |
| Lingua: | inglese |
| Soggetti: | |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
Documenti analoghi: Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio
- Precious Metals Market in the New Millennium
- Risk-Adjusted Performance of American and European Clean-Energy Portfolios
- Significance of investment precious metals to investors and business environment
- Reevaluating the Time-varying Safe Haven Status of Precious Metals: Novel Insights from Economic Policy Uncertainties in the USA and China
- Precious and Rare Metal Technologies
- Cvetnyje metally i splavy. Tom 2 : Kruglyj prokat