The financialization of storable commodities
Year of publication: |
2021
|
---|---|
Authors: | Baker, Steven D. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 1, p. 471-499
|
Subject: | finance | asset pricing | portfolio | industries | petroleum-natural gas | Portfolio-Management | Portfolio selection | CAPM | Welt | World | Finanzmarkt | Financial market |
-
Relaxations of approximate linear programs for the real option management of commodity storage
Nadarajah, Selvaprabu, (2015)
-
Navigating the factor zoo around the world : an institutional investor perspective
Bartram, Söhnke M., (2021)
-
Sentiment risk premia in the cross-section of global equity and currency returns
Füss, Roland, (2019)
- More ...
-
Preventing Controversial Catastrophes
Baker, Steven D., (2018)
-
Disagreement, Speculation, and Aggregate Investment
Baker, Steven D., (2016)
-
Asset Prices and Portfolios with Externalities
Baker, Steven D., (2020)
- More ...