Generalized hyperbolic distribution and portfolio efficiency in energy and stock markets of BRIC countries
Year of publication: |
2020
|
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Authors: | Núñez-Mora, José Antonio ; Sánchez-Ruenes, Eduardo |
Subject: | multivariate NIG distribution | portfolio optimization | BRIC economies | stock indexes | oil prices | Portfolio-Management | Portfolio selection | BRICS-Staaten | BRICS countries | Aktienmarkt | Stock market | Ölpreis | Oil price | Aktienindex | Stock index | Statistische Verteilung | Statistical distribution |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs8040066 [DOI] hdl:10419/257733 [Handle] |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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