Ben Hadj Abdallah, Ameni; Bedoui, Rihab; Boubaker, Heni - 2025
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...