Energy commodity price risk minimization with precious metals in a multivariate portfolio
Dejan Živkov, Jelena Damnjanović, Natasa Papić-Blagojević
| Year of publication: |
2022
|
|---|---|
| Authors: | Živkov, Dejan ; Damnjanović, Jelena ; Papić-Blagojević, Natasa |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 72.2022, 1, p. 50-70
|
| Subject: | minimum-variance portfolio | energy | precious metals | risk-adjusted ratios | Portfolio-Management | Portfolio selection | Hedging | Edelmetall | Precious metal | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32065/CJEF.2022.01.03 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013189236