Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
Year of publication: |
2013
|
---|---|
Authors: | Hammoudeh, Shawkat ; Santos, Paulo Araújo ; Al-Hassan, Abdullah |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 25.2013, p. 318-334
|
Subject: | Key assets | Value-at-Risk | Optimal portfolios | Efficient frontiers | Risk management | Risikomanagement | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory | Hedging |
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