Portfolio Optimization of Commodity Futures with Seasonal Components and Higher Moments
Year of publication: |
2016
|
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Authors: | Bjerring, Thomas |
Other Persons: | Rasmussen, Kourosh Marjani (contributor) ; Weissensteiner, Alex (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Saisonale Schwankungen | Seasonal variations | Kapitaleinkommen | Capital income | Warenbörse | Commodity exchange |
Extent: | 1 Online-Ressource (18 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 15, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2869969 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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