Portfolio optimization of financial commodities with energy futures
Lu Wang, Ferhana Ahmad, Gong-li Luo, Muhammad Umar, Dervis Kirikkaleli
| Year of publication: |
2022
|
|---|---|
| Authors: | Wang, Lu ; Ahmad, Ferhana ; Luo, Gong-li ; Umar, Muhammad ; Kirikkaleli, Dervis |
| Published in: |
Financial modeling and risk management of energy and environmental instruments and derivates. - Dordrecht, The Netherlands : Springer. - 2022, p. 401-439
|
| Subject: | Energy futures | Portfolio diversification | Commodity futures | Risk management | Mean-variance analysis | Efficient frontier | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Risikomanagement | Warenbörse | Commodity exchange | Theorie | Theory | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-04283-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350080