Risk management insights from Markowitz optimization for constructing portfolios with commodity futures
Year of publication: |
2014
|
---|---|
Authors: | WILFORD, D Sykes |
Published in: |
Journal of Financial Perspectives. - EY Global FS Institute. - Vol. 2.2014, 2, p. 141-150
|
Publisher: |
EY Global FS Institute |
Subject: | Commodity Risk | Portfolio Theory | Portfolio Risk | Risk Management | Asset Allocation | Markowitz Optimization |
-
The Value of Stop-Losses and Stop-Gains in Enhancing Risk-Adjusted Return
Shelton, Austin, (2016)
-
How to Stress Test Benchmark Relative Portfolios
Satchkov, Daniel, (2015)
-
Kakushadze, Zura, (2021)
- More ...
-
Markets for CCPs and Regulation: Considering Unintended Consequences
Wibaut, Serge, (2012)
-
On the Monetary Approach to the Balance of Payments: The Small, Open Economy.
Wilford, D Sykes, (1978)
-
Chinese Exchange Rates and Reserves from a Basic Monetary Approach Perspective
Putnam, Bluford, (2011)
- More ...