The importance of oil assets for portfolio optimization : the analysis of firm level stocks
Suleman Sarwar, Muhammad Shahbaz, Awais Anwar, Aviral Kumar Tiwari
| Year of publication: |
2019
|
|---|---|
| Authors: | Sarwar, Suleman ; Shahbaz, Muhammad ; Anwar, Awais ; Tiwari, Aviral Kumar |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 78.2019, p. 217-234
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| Subject: | BEKK-GARCH | Firm level stocks | Portfolio optimization | Volatility spillover | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.11.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012159934