WTI crude oil Futures in portfolio diversification : the time-to-maturity effect
Year of publication: |
2008
|
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Authors: | Geman, Hélyette ; Kharoubi, Cécile |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 12, p. 2553-2559
|
Subject: | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Multivariate Verteilung | Multivariate distribution | Fälligkeit | Maturity | Portfolio-Management | Portfolio selection | Theorie | Theory |
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