Cross-commodity analysis and applications to risk management
Year of publication: |
2009
|
---|---|
Authors: | Börger, Reik H. ; Cartea, Álvaro ; Kiesel, Rüdiger ; Schindlmayr, Gero |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 29.2009, 3, p. 197-217
|
Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Rohstoffderivat | Commodity derivative | Primärenergie | Primary energy |
-
Kropp, Matthias, (1999)
-
Bergschneider, Claus, (1999)
-
Bergschneider, Claus, (2001)
- More ...
-
A multivariate commodity analysis and applications to risk management
Börger, Reik H., (2007)
-
Cross-Commodity Analysis and Applications to Risk Management
Börger, Reik H., (2009)
-
Cross‐commodity analysis and applications to risk management
Börger, Reik, (2009)
- More ...