Optimal asset allocation for commodity sovereign wealth funds
Year of publication: |
2023
|
---|---|
Authors: | Irarrazabal, Alfonso A. ; Ma, Lin ; Parra-Alvarez, Juan Carlos |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 3, p. 471-495
|
Subject: | Commodities | Income risk | Optimal asset allocation | Sovereign wealth fund | Suboptimal investments | Staatsfonds | Portfolio-Management | Portfolio selection | Welt | World | Kapitalanlage | Financial investment | Investmentfonds | Investment Fund |
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