Can oil diversify away the unpriced risk of a portfolio?
Giulio Cifarelli and Giovanna Paladino
| Year of publication: |
2012
|
|---|---|
| Authors: | Cifarelli, Giulio ; Paladino, Giovanna |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 17.2012, 1, p. 73-88
|
| Subject: | Oil price dynamics | feedback trading | multivariate GARCH | portfolio allocation | Ölpreis | Oil price | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Volatilität | Volatility | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009507849