Portfolio optimization of financial commodities with energy futures

Lu Wang, Ferhana Ahmad, Gong-li Luo, Muhammad Umar, Dervis Kirikkaleli

Year of publication:	2022
Authors:	Wang, Lu ; Ahmad, Ferhana ; Luo, Gong-li ; Umar, Muhammad ; Kirikkaleli, Dervis
Published in:	Financial modeling and risk management of energy and environmental instruments and derivates. - Dordrecht, The Netherlands : Springer. - 2022, p. 401-439
Subject:	Energy futures \| Portfolio diversification \| Commodity futures \| Risk management \| Mean-variance analysis \| Efficient frontier \| Portfolio-Management \| Portfolio selection \| Rohstoffderivat \| Commodity derivative \| Risikomanagement \| Hedging \| Warenbörse \| Commodity exchange \| Theorie \| Theory

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