Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
Year of publication: |
2013
|
---|---|
Authors: | Hammoudeh, Shawkat ; Araújo Santos, Paulo ; Al-Hassan, Abdullah |
Published in: |
The North American Journal of Economics and Finance. - Elsevier, ISSN 1062-9408. - Vol. 25.2013, C, p. 318-334
|
Publisher: |
Elsevier |
Subject: | Key assets | Value-at-Risk | Optimal portfolios | Efficient frontiers | Risk management |
-
Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
Hammoudeh, Shawkat, (2013)
-
Predictive ability of value-at-risk methods : evidence from the Karachi Stock Exchange-100 index
Iqbal, Javed, (2010)
-
Stylized facts, volatility dynamics and risk measures of cryptocurrencies
Bruzgė, Rasa, (2023)
- More ...
-
Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
Hammoudeh, Shawkat, (2013)
-
Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
Hammoudeh, Shawkat, (2013)
-
Downside risk, portfolio diversification and the financial crisis in the euro-zone
Sarafrazi, Soodabeh, (2014)
- More ...