Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
Shawkat Hammoudeh; Paulo Araújo Santos; Abdullah Al-Hassan
| Year of publication: |
2013
|
|---|---|
| Authors: | Hammoudeh, Shawkat ; Santos, Paulo Araújo ; Al-Hassan, Abdullah |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 25.2013, p. 318-334
|
| Subject: | Key assets | Value-at-Risk | Optimal portfolios | Efficient frontiers | Risk management | Portfolio-Management | Portfolio selection | Risikomanagement | Risikomaß | Risk measure | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009779210