Robust optimization-based commodity portfolio performance
Year of publication: |
2020
|
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Authors: | Adhikari, Ramesh ; Putnam, Kyle J. ; Panta, Humnath |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 8.2020, 3/54, p. 1-17
|
Subject: | commodities | commodity futures | portfolio optimization | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Theorie | Theory | Rohstoffmarkt | Commodity market |
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/ijfs8030054 [DOI] hdl:10419/257721 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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