The standalone and the portfolio risk of the Rogers energy commodity index
Year of publication: |
2019
|
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Authors: | Azar, Samih Antoine |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 9.2019, 4, p. 675-690
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Subject: | Energy Commodity Index | Risk | Markowitz Diversification | Capital Market Line | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Risiko | Aktienindex | Stock index | Kapitalanlage | Financial investment |
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