Quadratic investment portfolio based on value-at-risk with risk-free assets : for stocks of the mining and energy sector
Naomi Pandiangan, Sukono Sukono, Endang Soeryana Hasbullah
| Year of publication: |
2021
|
|---|---|
| Authors: | Pandiangan, Naomi ; Sukono ; Hasbullah, Endang Soeryana |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 11.2021, 4, p. 175-184
|
| Subject: | Mining and energy sector | risk free assets | investment | Value-at-Risk | portfolio optimization | Portfolio-Management | Portfolio selection | Bergbau | Mining | Energiewirtschaft | Energy sector | Risikomaß | Risk measure | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.11165 [DOI] hdl:11159/7766 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012623457