Energy commodity price risk minimization with precious metals in a multivariate portfolio
Year of publication: |
2022
|
---|---|
Authors: | Živkov, Dejan ; Damnjanović, Jelena ; Papić-Blagojević, Natasa |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 72.2022, 1, p. 50-70
|
Subject: | minimum-variance portfolio | energy | precious metals | risk-adjusted ratios | Portfolio-Management | Portfolio selection | Edelmetall | Precious metal | Rohstoffderivat | Commodity derivative | Risiko | Risk | Volatilität | Volatility | Preis | Price | Hedging | Rohstoffmarkt | Commodity market |
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