Integrating Time Series and Cross-Sectional Signals for Optimal Commodity Portfolios
Year of publication: |
2020
|
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Authors: | Hammerschmid, Regina |
Other Persons: | Lohre, Harald (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Metallmarkt | Metal market |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 24, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3504394 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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