A comparison of the gold-oil portfolio and oil portfolio : a stochastic dominance approach
Osamah M. AlKhazali, Hooi Hooi Lean, Ali Mirzaei, Taisier Zoubi
| Year of publication: |
2021
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|---|---|
| Authors: | Al-Khazali, Osamah ; Hooi Hooi Lean ; Mirzaei, Ali ; Zoubi, Taisier A. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 40.2021, p. 1-8
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| Subject: | Gold | Oil | Portfolio diversification | Stochastic dominance analysis | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Erdöl | Petroleum | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101670 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819148