How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?
Dejan Živkov, Slavica Manić, Marina Gajić-Glamočlija
| Year of publication: |
2024
|
|---|---|
| Authors: | Živkov, Dejan ; Manić, Slavica ; Gajić-Glamočlija, Marina |
| Subject: | Downside risk measures | Precious and industrial metals | Wavelet-based portfolio | Portfolio-Management | Portfolio selection | Hedging | Risikomaß | Risk measure |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102145 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014534825