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  • Search: subject:"Style integration"
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Year of publication
Subject
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Portfolio selection 4 Portfolio-Management 4 Style integration 4 Commodity derivative 2 Rohstoffderivat 2 Theorie 2 Theory 2 Anlageverhalten 1 Artificial intelligence 1 Bayes-Statistik 1 Bayesian inference 1 Bayesian portfolio optimization 1 Behavioural finance 1 Capital income 1 Commodity exchange 1 Commodity futures 1 Commodity risk premia 1 Derivat 1 Derivative 1 Diversification 1 Diversifikation 1 Estimation theory 1 Factor investing 1 Futures markets 1 Hedging 1 Kapitaleinkommen 1 Künstliche Intelligenz 1 Long-short asset allocation 1 Long-short portfolio 1 Machine learning 1 Market integration 1 Marktintegration 1 Parameter estimation risk 1 Risikoprämie 1 Risk premium 1 Schätztheorie 1 Strategic asset allocation 1 Warenbörse 1
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Undetermined 4
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4
Author
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Fuertes, Ana María 2 Miffre, Joëlle 2 Faff, Robert W. 1 Fernandez-Perez, Adrian 1 Liu, Hailong 1 Low, Rand Kwong Yew 1 Rad, Hossein 1 Ren, Yangyang 1 Zhao, Nan 1 Zhou, Chunyang 1 Zhu, Shunwei 1
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Published in...
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Journal of commodity markets 2 Journal of banking & finance 1 Pacific-Basin finance journal 1
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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Commodity factor investing via machine learning
Zhu, Shunwei; Zhou, Chunyang; Liu, Hailong; Ren, Yangyang - In: Pacific-Basin finance journal 83 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014491183
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A Bayesian perspective on commodity style integration
Fuertes, Ana María; Zhao, Nan - In: Journal of commodity markets 30 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014426739
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The strategic allocation to style-integrated portfolios of commodity futures
Rad, Hossein; Low, Rand Kwong Yew; Miffre, Joëlle; … - In: Journal of commodity markets 28 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10014335265
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A comprehensive appraisal of style-integration methods
Fernandez-Perez, Adrian; Fuertes, Ana María; Miffre, … - In: Journal of banking & finance 105 (2019), pp. 134-150
Persistent link: https://www.econbiz.de/10012163830
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