Output value risk for commodity producers : the uncertain benefits of diversification
Year of publication: |
January 2018
|
---|---|
Authors: | Merener, Nicolas ; Steglich, Maria Eugenia |
Published in: |
World development : the multi-disciplinary international journal devoted to the study and promotion of world development. - Amsterdam : Elsevier Science, ISSN 0305-750X, ZDB-ID 185339-9. - Vol. 101.2018, p. 322-333
|
Subject: | natural resources | volatility | specialization | co-movement | diversification | Volatilität | Volatility | Diversifikation | Diversification | Risikomaß | Risk measure | Risiko | Risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Rohstoffwirtschaft | Resources sector | Rohstoffmarkt | Commodity market |
-
Mitigating estimation risk in asset allocation : diagonal models versus 1/N diversification
Stivers, Christopher T., (2016)
-
Multi-dimensional portfolio risk and its diversification : a note
Kim, Woohwan, (2018)
-
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing, (2020)
- More ...
-
Globally Distributed Production and the Pricing of CME Commodity Futures
Merener, Nicolas, (2015)
-
Merener, Nicolas, (2009)
-
Numerical solution of jump-diffusion LIBOR market models
Merener, Nicolas, (2002)
- More ...