Optimal asset allocation for commodity sovereign wealth funds
Alfonso A. Irarrazabal, Lin Ma and Juan Carlos Parra-Alvarez
| Year of publication: |
2023
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|---|---|
| Authors: | Irarrazabal, Alfonso A. ; Ma, Lin ; Parra-Alvarez, Juan Carlos |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 3, p. 471-495
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| Subject: | Commodities | Income risk | Optimal asset allocation | Sovereign wealth fund | Suboptimal investments | Portfolio-Management | Portfolio selection | Staatsfonds | Welt | World | Theorie | Theory | Kapitalanlage | Financial investment | Investmentfonds | Investment Fund | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2158918 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014232677