Abdallah, Ameni Ben Hadj; Bedoui, Rihab; Boubaker, Heni - In: Risks : open access journal 13 (2025) 11, pp. 1-19
This work looks for the optimal allocation of different assets, namely, the G7 stock indices, commodities (gold and WTI crude oil), cryptocurrencies (Bitcoin and Ripple), and S&P Green Bond, over four periods: before the COVID-19 crisis, during the COVID-19 crisis and before the Russia-Ukraine...