Hedging the portfolio of raw materials and the commodity under the mark-to-market risk
Junhui Fu; Wei-Guo Zhang; Zheng Yao; Xili Zhang
| Year of publication: |
2012
|
|---|---|
| Authors: | Fu, Junhui ; Zhang, Wei-guo ; Yao, Zheng ; Zhang, Xili |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 4, p. 1070-1075
|
| Subject: | Portfolio hedging | Mark-to-market risk | Neural networks | Genetic algorithm | Hedging | Portfolio-Management | Portfolio selection | Theorie | Theory | Neuronale Netze | Evolutionärer Algorithmus | Evolutionary algorithm | Risiko | Risk | Risikomanagement | Risk management |
| 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/10009667441