Optimal commodity asset allocation with a coherent market risk modeling
Marzim A. M. Al Janabi
| Year of publication: |
2012
|
|---|---|
| Authors: | Al Janabi, Marzim A. M. |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 21.2012, 3, p. 131-140
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| Subject: | Commodity | Financial crisis | Financial engineering | Liquidity risk | Portfolio management | Portfolio-Management | Portfolio selection | Finanzkrise | Theorie | Theory | Financial Engineering | Volatilität | Volatility | Risikomaß | Risk measure | Finanzmarkt | Financial market | Risikomanagement | Risk management | Rohstoffderivat | Commodity derivative | Kapitalanlage | Financial investment | Marktrisiko | Market risk | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| 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/10009703027