Optimal portfolio allocation between global stock indexes and safe haven assets: Gold versus the Swiss Franc : 1999-2021
Year of publication: |
2022
|
---|---|
Authors: | Tronzano, Marco |
Published in: |
Journal of Risk and Financial Management. - ISSN 1911-8074. - Vol. 15.2022, 6, p. 1-24
|
Publisher: |
Basel : MDPI |
Subject: | gold | hedging effectiveness | optimal asset allocation | safe haven assets | stock prices | Swiss Franc |
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