Optimal portfolio allocation between global stock indexes and safe haven assets : gold versus the Swiss Franc : 1999-2021
Year of publication: |
2022
|
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Authors: | Tronzano, Marco |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 6, Art.-No. 241, p. 1-24
|
Subject: | gold | hedging effectiveness | optimal asset allocation | safe haven assets | stock prices | Swiss Franc | Portfolio-Management | Portfolio selection | Schweiz | Switzerland | Schweizer Franken | Swiss franc | Hedging | Gold | Börsenkurs | Share price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15060241 [DOI] hdl:10419/274763 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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