Maximum utility portfolio construction in the forward freight agreement markets : evidence from a multivariate skewed t copula
Yuting Gong, Xueqin Wang, Mo Zhu, Ying-En Ge, Wenming Shi
| Year of publication: |
2023
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|---|---|
| Authors: | Gong, Yuting ; Wang, Xueqin ; Zhu, Mo ; Ge, Ying-En ; Shi, Wenming |
| Subject: | dependence modeling | expected utility function | forward freight agreement | portfolio construction | risk diversification | Portfolio-Management | Portfolio selection | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Erwartungsnutzen | Expected utility | Risiko | Risk | Nutzen | Utility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22378 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465893